# EDGAR Filing Document

**Accession Number:** 0001736078
**File Stem:** 0002048251-26-003536
**Filing Date:** 2026-4
**Character Count:** 278302
**Document Hash:** 20997dcb5c1702fea9f0b1b439312859
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003536.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002048251-26-003536

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Symmetry Panoramic Trust
- **CENTRAL INDEX KEY:** 0001736078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23334
- **FILM NUMBER:** 26910164

**BUSINESS ADDRESS:**
- **STREET 1:** 151 NATIONAL DRIVE
- **CITY:** GLASTONBURY
- **STATE:** CT
- **ZIP:** 06033
- **BUSINESS PHONE:** 860-734-2075

**MAIL ADDRESS:**
- **STREET 1:** 151 NATIONAL DRIVE
- **CITY:** GLASTONBURY
- **STATE:** CT
- **ZIP:** 06033

## Series and Classes Contracts Data

### Symmetry Panoramic Global Systematic Fixed Income Fund (Series ID: S000062175)

| Class ID   | Class Name                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000201183 | Symmetry Panoramic Global Systematic Fixed Income Fund Class I Shares | SPGBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Symmetry Panoramic Trust

- **b. Investment Company Act file number:** 811-23334

- **c. CIK number of Registrant:** 0001736078

- **d. LEI of Registrant:** 00000000000000000000

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

  - **Street Address 1:** 151 National Drive

  - **City:** Glastonbury

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06033

  - **Telephone number:** 8447963863

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

- **a. Name of Series:** Symmetry Panoramic Global Systematic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000062175

- **c. LEI of Series:** 549300ZWCAHFFFBKP181

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $277124171.88

**Total Liabilities:** $655635.42

**Net Assets:** $276468536.46

**Cash Not Reported:** $40642.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -278.02412458 | **1-Year:** -8520.72272991 | **5-Year:** -29169.68479481 | **10-Year:** -28355.52939699 | **30-Year:** -11328.89724536

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

- **3-Month:** -170.15177419 | **1-Year:** -3483.58434077 | **5-Year:** -4467.68077619 | **10-Year:** -1917.52598105 | **30-Year:** -474.17628010

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201183 | 1.31%                | 0.33%                | -0.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $168148.03               | $-1873701.77                               |
| Month 2  | $17815.24                | $1312830.70                                |
| Month 3  | $-202979.45              | $-1795293.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3I GROUP PLC                                                                                       | 3I GROUP PLC 4.875000% 06/14/2029                                        | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | NUSS              | GB        |    524000 | PA      | $654218.11    | 0.24%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.                                                      | ACCIONA ENERGIA FINANCIACION FILIALES SA MTN 1.375000% 01/26/2032        | CUSIP: E0R109AN4<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $209431.91    | 0.08%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.                                                      | ACCIONA ENERGIA FINANCIACION FILIALES SA MTN 3.750000% 04/25/2030        | CUSIP: E0R109EB6<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $240514.07    | 0.09%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                                       | ACTION LOGEMENT SERVICES MTN 0.375000% 10/05/2031                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $619204.15    | 0.22%             | 2031-10-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                                                   | AGCO CORP 5.800000% 03/21/2034                                           | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    318000 | PA      | $336054.33    | 0.12%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                             | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC MTN 0.010000% 11/25/2028          | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $442600.48    | 0.16%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                             | AGENCE FRANCAISE DEVELOP 0.125000% 09/29/2031                            | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $304066.56    | 0.11%             | 2031-09-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                         | AGILENT TECHNOLOGIES INC 2.300000% 03/12/2031                            | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269393.98    | 0.10%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                         | AGILENT TECHNOLOGIES INC 2.750000% 09/15/2029                            | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    572000 | PA      | $548176.73    | 0.20%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                         | AGILENT TECHNOLOGIES INC 4.750000% 09/09/2034                            | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530155.25    | 0.19%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                                  | AIA GROUP LTD 144A 3.200000% 09/16/2040                                  | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $161451.37    | 0.06%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Airport Authority Hong Kong                                                                    | AIRPORT AUTHORITY 144A 2.625000% 02/04/2051                              | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    489000 | PA      | $336502.47    | 0.12%             | 2051-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                        | AKER BP ASA 144A 5.600000% 06/13/2028                                    | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    338000 | PA      | $348308.96    | 0.13%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                        | AKER BP ASA 144A 6.000000% 06/13/2033                                    | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    150000 | PA      | $158577.27    | 0.06%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AL Sydbank A/S                                                                                     | AL SYDBANK MTN 5.125000% 09/06/2028                                      | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | DBT              | NUSS              | DK        |    482000 | PA      | $589959.16    | 0.21%             | 2028-09-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                                       | ALCOA NEDERLAND HOLDING BV 144A 4.125000% 03/31/2029                     | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $270437.23    | 0.10%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                                   | ALLEGION US HOLDING CO INC 5.600000% 05/29/2034                          | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    247000 | PA      | $260826.82    | 0.09%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                        | ALLIANT ENERGY FINANCE LLC 144A 3.600000% 03/01/2032                     | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    143000 | PA      | $135328.36    | 0.05%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                           | AMERICAN EXPRESS CO 3.433000% 05/20/2032                                 | CUSIP: 025816EC9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | NUSS              | US        |    277000 | PA      | $331276.03    | 0.12%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                       | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-3 A              | CUSIP: 02582JKD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $151181.01    | 0.05%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                       | AMERICAN NATIONAL GROUP INC 5.750000% 10/01/2029                         | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    538000 | PA      | $547436.83    | 0.20%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                       | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                         | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    515000 | PA      | $510901.18    | 0.18%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE, INC.                                                                               | AMN HEALTHCARE INC 144A 6.500000% 01/15/2031                             | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    521000 | PA      | $523122.55    | 0.19%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| A.P. MOELLER - MAERSK A/S                                                                          | AP MOLLER - MAERSK A/S 144A 5.875000% 09/14/2033                         | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | NUSS              | US        |    122000 | PA      | $131384.32    | 0.05%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                               | APPLOVIN CORP 5.500000% 12/01/2034                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423085.52    | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                                   | APTARGROUP INC 3.600000% 03/15/2032                                      | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343605.08    | 0.12%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                                   | ASB BANK LTD MTN 0.250000% 05/21/2031                                    | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | NUSS              | NZ        |    510000 | PA      | $530604.21    | 0.19%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                                  | ASGN INC 144A 4.625000% 05/15/2028                                       | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    549000 | PA      | $532362.34    | 0.19%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                             | ASIAN DEVELOPMENT BANK MTN 3.125000% 08/20/2027                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $248854.56    | 0.09%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                               | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.500000% 05/21/2035            | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    408000 | PA      | $424864.68    | 0.15%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                                           | ATMOS ENERGY CORP 5.200000% 08/15/2035                                   | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82491.88     | 0.03%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 1.000000% 12/21/2030                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     47000 | PA      | $28721.65     | 0.01%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 1.750000% 11/21/2032                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    699000 | PA      | $420467.51    | 0.15%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 2.500000% 05/21/2030                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    964000 | PA      | $639988.87    | 0.23%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 2.750000% 05/21/2041                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     11000 | PA      | $6038.07      | 0.00%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 3.000000% 03/21/2047                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    536000 | PA      | $278796.75    | 0.10%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 3.250000% 04/21/2029                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    223000 | PA      | $154201.50    | 0.06%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                          | AUSTRALIAN GOVERNMENT 4.750000% 04/21/2027                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    502000 | PA      | $359551.31    | 0.13%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-4A A                 | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $202615.98    | 0.07%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                              | BANCO BILBAO VIZCAYA ARGENTARIA SA 6.033000% 03/13/2035                  | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $641710.04    | 0.23%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SOCIETA PER AZIONI                                                                       | BANCO BPM SPA MTN 3.375000% 01/24/2030                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | NUSS              | IT        |    356000 | PA      | $433309.82    | 0.16%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SOCIETA PER AZIONI                                                                       | BANCO BPM SPA MTN 3.750000% 06/27/2028                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $243772.31    | 0.09%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                              | BANCO SANTANDER SA 2.749000% 12/03/2030                                  | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $551370.61    | 0.20%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                              | BANCO SANTANDER SA 2.750000% 09/08/2032                                  | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $237396.25    | 0.09%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                              | BANCO SANTANDER SA MTN 2.250000% 10/04/2032                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $130696.54    | 0.05%             | 2032-10-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                              | BANCO SANTANDER SA MTN 5.375000% 01/17/2031                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $140241.93    | 0.05%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                               | BANK 2024-BNK47 BANK 2024-BNK47 A5                                       | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    362000 | PA      | $389977.64    | 0.14%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                                       | BANK OF IRELAND GROUP PLC MTN 5.000000% 07/04/2031                       | CUSIP: G0756RBH1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | NUSS              | IE        |    430000 | PA      | $547816.14    | 0.20%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                   | BANK OF MONTREAL 5.004000% 01/27/2029                                    | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    351000 | PA      | $357861.94    | 0.13%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                   | BANK OF MONTREAL MTN 4.875000% 10/01/2031                                | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $239676.16    | 0.09%             | 2031-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                                | BANK OF NEW ZEALAND MTN 2.708000% 06/18/2030                             | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | NUSS              | NZ        |    577000 | PA      | $685259.90    | 0.25%             | 2030-06-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                            | BANK OF NOVA SCOTIA/THE 0.010000% 01/14/2027                             | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | NUSS              | CA        |    427000 | PA      | $495306.18    | 0.18%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANKINTER, S.A.                                                                                    | BANKINTER SA 3.050000% 05/29/2028                                        | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $239912.98    | 0.09%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                       | BARCLAYS PLC 7.090000% 11/06/2029                                        | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |    198000 | PA      | $283736.33    | 0.10%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K. Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse Aktiengesellschaft | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OEST 0.375000% 09/03/2027  | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | NUSS              | AT        |    500000 | PA      | $572570.74    | 0.21%             | 2027-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K. Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse Aktiengesellschaft | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OEST 1.750000% 03/08/2030  | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | NUSS              | AT        |    300000 | PA      | $344653.20    | 0.12%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANQUE SA                                                                                  | BELFIUS BANK SA MTN 3.625000% 10/18/2028                                 | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | NUSS              | BE        |    500000 | PA      | $610575.10    | 0.22%             | 2028-10-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BGC GROUP, INC.                                                                                    | BGC GROUP INC 8.000000% 05/25/2028                                       | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320690.25    | 0.12%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                                                                       | BHP BILLITON FINANCE LTD MTN 1.500000% 04/29/2030                        | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | NUSS              | AU        |    292000 | PA      | $326560.47    | 0.12%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                | BLOCK FINANCIAL LLC 3.875000% 08/15/2030                                 | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22842.78     | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                                  | BLUE OWL TECHNOLOGY FINANCE CORP 6.100000% 03/15/2028                    | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171020.41    | 0.06%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                 | BMO 2024-C10 MORTGAGE TRUST BMO 2024-C10 A5                              | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    417000 | PA      | $443102.78    | 0.16%             | 2057-11-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LIMITED                                                                               | BOC AVIATION LTD MTN 3.000000% 09/11/2029                                | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | NUSS              | CN        |    440000 | PA      | $425971.57    | 0.15%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                                                    | BONOS Y OBLIG DEL ESTADO 0.800000% 07/30/2029                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1414000 | PA      | $1591423.75   | 0.58%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                                        | BPCE SFH SA 0.625000% 09/22/2027                                         | CUSIP: F1R83CDQ6<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $807391.29    | 0.29%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SA                                                                                       | BPIFRANCE SACA MTN 0.875000% 09/26/2028                                  | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $227513.13    | 0.08%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                                                               | BRAMBLES FINANCE PLC 1.500000% 10/04/2027                                | CUSIP: N/A<br>LEI: 213800MBRRUVQIONAN53       | Long             | DBT              | NUSS              | AU        |    389000 | PA      | $453014.44    | 0.16%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRK : HSBC BANK PLC LONDON                                                                         | BRK : HSBC BANK PLC LONDON REC : 0.016525% FIXED                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |  28189810 | NC      | $17925.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                                          | BROADSTONE NET LEASE LLC 2.600000% 09/15/2031                            | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    438000 | PA      | $392897.16    | 0.14%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                         | BUNDESREPUB. DEUTSCHLAND 0.000000% 05/15/2035                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   2262000 | PA      | $2106567.18   | 0.76%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                         | BUNDESREPUB. DEUTSCHLAND 0.250000% 02/15/2029                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    209000 | PA      | $234500.51    | 0.08%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                         | BUNDESREPUB. DEUTSCHLAND 1.000000% 05/15/2038                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1943775 | PA      | $1859265.91   | 0.67%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                         | BUNDESREPUB. DEUTSCHLAND 2.300000% 02/15/2033                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    725000 | PA      | $850790.25    | 0.31%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                         | BUNDESREPUB. DEUTSCHLAND 2.500000% 08/15/2046                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1451000 | PA      | $1535691.25   | 0.56%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                                | BUONI POLIENNALI DEL TES 3.850000% 07/01/2034                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    819000 | PA      | $1023200.81   | 0.37%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                                                             | BWX TECHNOLOGIES INC 144A 4.125000% 04/15/2029                           | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    903000 | PA      | $883982.01    | 0.32%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                                    | CAIXABANK SA MTN 5.673000% 03/15/2030                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    660000 | PA      | $688258.77    | 0.25%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                                    | CAIXABANK SA MTN 6.875000% 10/25/2033                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $141832.06    | 0.05%             | 2033-10-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                   | CALIFORNIA RESOURCES CORP 144A 8.250000% 06/15/2029                      | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    521000 | PA      | $546950.49    | 0.20%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                                         | CANADA HOUSING TRUST NO 1 144A 1.600000% 12/15/2031                      | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $115938.49    | 0.04%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 2.750000% 09/01/2027                                 | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1570000 | PA      | $1157832.56   | 0.42%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 2.750000% 12/01/2048                                 | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    999000 | PA      | $638684.75    | 0.23%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 3.250000% 12/01/2035                                 | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    166000 | PA      | $122875.66    | 0.04%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 3.500000% 12/01/2045                                 | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    426000 | PA      | $312202.21    | 0.11%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 4.000000% 03/01/2029                                 | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    173000 | PA      | $132209.52    | 0.05%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT 4.000000% 06/01/2041                                 | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    701000 | PA      | $550948.33    | 0.20%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                             | CANADIAN GOVERNMENT BOND 144A 2.250000% 12/01/2029                       | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    313000 | PA      | $226818.01    | 0.08%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                                   | CANADIAN NATIONAL RAILWAY CO 5.850000% 11/01/2033                        | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    474000 | PA      | $516233.65    | 0.19%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                                 | CANADIAN NATURAL RESOURCES LTD 2.950000% 07/15/2030                      | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    193000 | PA      | $184469.40    | 0.07%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                                 | CANADIAN NATURAL RESOURCES LTD 3.850000% 06/01/2027                      | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    377000 | PA      | $376950.48    | 0.14%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                                 | CANADIAN NATURAL RESOURCES LTD 5.400000% 12/15/2034                      | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    252000 | PA      | $261014.89    | 0.09%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                                    | CARLISLE COS INC 2.200000% 03/01/2032                                    | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10611.42     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cascades Inc.                                                                                      | CASCADES INC/CASCADES USA INC 144A 6.750000% 07/15/2030                  | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | NUSS              | CA        |    261000 | PA      | $267525.00    | 0.10%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                                | CBRE SERVICES INC 5.950000% 08/15/2034                                   | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95186.37     | 0.03%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENCORA, INC.                                                                                      | CENCORA INC 3.625000% 05/22/2032                                         | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | NUSS              | US        |    323000 | PA      | $390051.49    | 0.14%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                                                          | CENTURY COMMUNITIES INC 144A 3.875000% 08/15/2029                        | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166839.24    | 0.06%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ceska sporitelna, a.s.                                                                             | CESKA SPORITELNA AS MTN 5.943000% 06/29/2027                             | CUSIP: N/A<br>LEI: 9KOGW2C2FCIOJQ7FF485       | Long             | DBT              | NUSS              | CZ        |    500000 | PA      | $596689.70    | 0.22%             | 2027-06-29      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A 3.750000% 03/15/2029   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    344000 | PA      | $331085.17    | 0.12%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                                             | CHINA DEVELOPMENT BANK 3.490000% 11/08/2041                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |   3220000 | PA      | $546143.48    | 0.20%             | 2041-11-08      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 1.620000% 08/15/2027                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  43560000 | PA      | $6379994.30   | 2.31%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 1.660000% 12/25/2032                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  33930000 | PA      | $4940827.04   | 1.79%             | 2032-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 1.780000% 11/15/2035                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  21140000 | PA      | $3072264.23   | 1.11%             | 2035-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 2.050000% 04/15/2029                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    910000 | PA      | $135423.29    | 0.05%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 2.280000% 11/06/2075                               | CUSIP: YJ7180609<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    980000 | PA      | $134717.93    | 0.05%             | 2075-11-06      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 2.370000% 01/15/2029                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  27020000 | PA      | $4052967.49   | 1.47%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 2.620000% 09/25/2029                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  20640000 | PA      | $3137638.99   | 1.13%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 2.640000% 01/15/2028                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    910000 | PA      | $136149.10    | 0.05%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 3.590000% 08/03/2027                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1260000 | PA      | $190528.28    | 0.07%             | 2027-08-03      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 3.760000% 03/22/2071                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   3680000 | PA      | $730871.09    | 0.26%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                         | CHINA GOVERNMENT BOND 3.810000% 09/14/2050                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   6440000 | PA      | $1191203.07   | 0.43%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                                                                  | CIENA CORP 144A 4.000000% 01/31/2030                                     | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $536064.84    | 0.19%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE (USA) PTY LTD                                                                        | CIMIC FINANCE USA PTY LTD 144A 7.000000% 03/25/2034                      | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | NUSS              | AU        |     20000 | PA      | $22019.19     | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                                     | COMMONWEALTH BANK OF AUSTRALIA MTN 0.875000% 02/19/2029                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | NUSS              | AU        |    204000 | PA      | $231291.70    | 0.08%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands B.V.                                                             | COMPASS GROUP FINANCE NETHERLANDS BV MTN 1.500000% 09/05/2028            | CUSIP: N/A<br>LEI: 213800YZZX39WY5G7M06       | Long             | DBT              | NUSS              | GB        |    499000 | PA      | $576688.15    | 0.21%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                               | CONSTELLATION ENERGY GENERATION LLC 5.800000% 03/01/2033                 | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $77217.93     | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                               | CONSTELLATION ENERGY GENERATION LLC 6.125000% 01/15/2034                 | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    341000 | PA      | $373182.93    | 0.13%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                                | COTERRA ENERGY INC 5.600000% 03/15/2034                                  | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    429000 | PA      | $449702.59    | 0.16%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                                  | COUNCIL OF EUROPE DEVELOPMENT BANK MTN 3.125000% 09/13/2028              | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | NUSS              | XX        |    499000 | PA      | $602540.81    | 0.22%             | 2028-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                                      | CREDIT ACCEPTANCE CORP 144A 9.250000% 12/15/2028                         | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52242.65     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republika Hrvatska                                                                                 | CROATIA 1.750000% 03/04/2041                                             | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |    158000 | PA      | $147441.09    | 0.05%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANAOS CORPORATION                                                                                 | DANAOS CORP 144A 8.500000% 03/01/2028                                    | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | NUSS              | GR        |    520000 | PA      | $520000.00    | 0.19%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                    | DANSKE BANK A/S 3.125000% 06/06/2031                                     | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | NUSS              | DK        |    607000 | PA      | $735212.26    | 0.27%             | 2031-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY                                            | DCC GROUP FINANCE IRELAND DAC MTN 4.375000% 06/27/2031                   | CUSIP: N/A<br>LEI: 213800SOAP5DXWP6BS88       | Long             | DBT              | NUSS              | GB        |    477000 | PA      | $585608.42    | 0.21%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORPORATION                                                                                 | DELUXE CORP 144A 8.125000% 09/15/2029                                    | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    501000 | PA      | $525510.29    | 0.19%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                                   | DEUTSCHE BAHN AG MTN 1.125000% 05/29/2051                                | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | NUSS              | DE        |   1128000 | PA      | $738627.15    | 0.27%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                                   | DEUTSCHE BANK AG MTN 0.010000% 10/02/2029                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |    226000 | PA      | $245227.60    | 0.09%             | 2029-10-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                                   | DEUTSCHE BANK AG MTN 1.875000% 02/23/2028                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $586794.44    | 0.21%             | 2028-02-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                                   | DEUTSCHE BANK AG MTN 6.125000% 12/12/2030                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $141400.48    | 0.05%             | 2030-12-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIANJIAN HAIYU LIMITED                                                                             | DIANJIAN HAIYU LTD 4.300000% 09/10/2027                                  | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | NUSS              | CN        |    456000 | PA      | $459055.20    | 0.17%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                                      | DISCOVERY COMMUNICATIONS LLC 3.625000% 05/15/2030                        | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    584000 | PA      | $566480.00    | 0.20%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                                                    | DISCOVERY GLOBAL HOLDINGS INC 4.054000% 03/15/2029                       | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50457.87     | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                                  | DR HORTON INC 1.400000% 10/15/2027                                       | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    162000 | PA      | $155936.88    | 0.06%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                                 | DT MIDSTREAM INC 144A 4.125000% 06/15/2029                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $543155.29    | 0.20%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                | DWS GOVERNMENT MONEY MARKET SERIES INSTITUTIONAL SHARES                  | CUSIP: 25160K207<br>LEI: N/A                  | Long             | STIV             |  | US        |   4094027 | PA      | $4094027.34   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                                                             | DYCOM INDUSTRIES INC 144A 4.500000% 04/15/2029                           | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $531712.46    | 0.19%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                               | EDISON INTERNATIONAL 5.750000% 06/15/2027                                | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58890.55     | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                           | ELECTRICITE DE FRANCE SA 144A 5.700000% 05/23/2028                       | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    664000 | PA      | $687207.98    | 0.25%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                                               | ENACT HOLDINGS INC 6.250000% 05/28/2029                                  | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1220441.58   | 0.44%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                    | ENEL FINANCE INTERNATIONAL NV 144A 5.000000% 06/15/2032                  | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |    657000 | PA      | $676425.67    | 0.24%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                                                       | ENERFLEX INC 144A 6.875000% 01/15/2031                                   | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | CA        |    381000 | PA      | $394860.40    | 0.14%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                                         | ENI SPA MTN 1.000000% 10/11/2034                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | NUSS              | IT        |    357000 | PA      | $348667.66    | 0.13%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                                  | EPIROC AB MTN 3.625000% 02/28/2031                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | DBT              | NUSS              | SE        |    489000 | PA      | $595791.98    | 0.22%             | 2031-02-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                                     | EPR PROPERTIES 4.950000% 04/15/2028                                      | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129497.92    | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                                             | EQT AB 144A 5.850000% 05/08/2035                                         | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | NUSS              | SE        |   1074000 | PA      | $1105209.75   | 0.40%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                                | ERSTE GROUP BANK AG MTN 0.875000% 11/15/2032                             | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | NUSS              | AT        |    100000 | PA      | $114754.26    | 0.04%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                   | ESSENT GROUP LTD 6.250000% 07/01/2029                                    | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | NUSS              | US        |    338000 | PA      | $355682.58    | 0.13%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                                         | ESSENTIAL PROPERTIES LP 2.950000% 07/15/2031                             | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19382.78     | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                                                      | EUROBANK SA MTN 4.000000% 09/24/2030                                     | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | NUSS              | GR        |    512000 | PA      | $624237.23    | 0.23%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                             | EUROFINS SCIENTIFIC SE 0.875000% 05/19/2031                              | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | NUSS              | LU        |    179000 | PA      | $187451.30    | 0.07%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                             | EUROFINS SCIENTIFIC SE 4.000000% 07/06/2029                              | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | NUSS              | LU        |    208000 | PA      | $253568.27    | 0.09%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                           | EUROPEAN INVESTMENT BANK 0.375000% 09/15/2027                            | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | XX        |   1164000 | PA      | $1341536.82   | 0.49%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                           | EUROPEAN INVESTMENT BANK MTN 4.875000% 02/15/2036                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    926000 | PA      | $991619.76    | 0.36%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                                       | EUROPEAN STABILITY MECHANISM MTN 1.750000% 10/20/2045                    | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | XX        |    761000 | PA      | $696506.07    | 0.25%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                     | EUROPEAN UNION MTN 0.700000% 07/06/2051                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |    611000 | PA      | $365132.98    | 0.13%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                     | EUROPEAN UNION MTN 2.750000% 10/05/2026                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |    603000 | PA      | $715326.39    | 0.26%             | 2026-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                          | EXPAND ENERGY CORP 4.750000% 02/01/2032                                  | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    586000 | PA      | $585033.00    | 0.21%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                                    | EXPORT-IMPORT BANK KOREA 2.500000% 06/29/2041                            | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    229000 | PA      | $175169.92    | 0.06%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                            | EXXON MOBIL CORP 0.524000% 06/26/2028                                    | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | NUSS              | US        |    100000 | PA      | $113213.55    | 0.04%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                            | EXXON MOBIL CORP 0.835000% 06/26/2032                                    | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | NUSS              | US        |    148000 | PA      | $152999.31    | 0.06%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                                 | FAIRFAX FINANCIAL HOLDINGS LTD 2.750000% 03/29/2028                      | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | NUSS              | CA        |    514000 | PA      | $606967.45    | 0.22%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN AI2468                                                | CUSIP: 3138AFW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137189 | PA      | $138963.52    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN AL6039                                                | CUSIP: 3138ENV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48149 | PA      | $48036.72     | 0.02%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN AL6619                                                | CUSIP: 3138EPK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219788 | PA      | $222091.66    | 0.08%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN BM1396                                                | CUSIP: 3140J5RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140334 | PA      | $141805.42    | 0.05%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN BM5111                                                | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46834 | PA      | $45970.10     | 0.02%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN BQ7375                                                | CUSIP: 3140KTFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76145 | PA      | $73059.87     | 0.03%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CA6242                                                | CUSIP: 3140QD5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54272 | PA      | $50863.15     | 0.02%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CA9273                                                | CUSIP: 3140QHJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820600 | PA      | $684090.98    | 0.25%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB0470                                                | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136088 | PA      | $125049.50    | 0.05%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB1109                                                | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176428 | PA      | $147838.83    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB2638                                                | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515228 | PA      | $453205.09    | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB6874                                                | CUSIP: 3140QST84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    386707 | PA      | $399636.79    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB7867                                                | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103705 | PA      | $107793.59    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN CB9160                                                | CUSIP: 3140QVFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88033 | PA      | $92486.38     | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN DF5764                                                | CUSIP: 3140BWMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69878 | PA      | $72825.34     | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN DF8146                                                | CUSIP: 3140U0BQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69936 | PA      | $72004.21     | 0.03%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FA0608                                                | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    222015 | PA      | $225728.90    | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FM3049                                                | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    551663 | PA      | $548092.43    | 0.20%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FM6135                                                | CUSIP: 3140X9Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65574 | PA      | $55147.55     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FM6484                                                | CUSIP: 3140XAF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56429 | PA      | $52676.96     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS2050                                                | CUSIP: 3140XHH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    389338 | PA      | $383950.58    | 0.14%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS3421                                                | CUSIP: 3140XJYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248205 | PA      | $250393.21    | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS5059                                                | CUSIP: 3140XLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934981 | PA      | $900913.37    | 0.33%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS5947                                                | CUSIP: 3140XMTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363825 | PA      | $376138.22    | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS6923                                                | CUSIP: 3140XNVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108194 | PA      | $115348.33    | 0.04%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN FS7252                                                | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    207431 | PA      | $209259.64    | 0.08%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA2895                                                | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167043 | PA      | $154140.97    | 0.06%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA3833                                                | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507223 | PA      | $444853.42    | 0.16%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA3902                                                | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1557461 | PA      | $1365707.53   | 0.49%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4254                                                | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    470925 | PA      | $374901.83    | 0.14%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4325                                                | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    415546 | PA      | $346783.28    | 0.13%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4333                                                | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313416 | PA      | $280116.60    | 0.10%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4418                                                | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224369 | PA      | $209224.46    | 0.08%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4437                                                | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1373506 | PA      | $1143219.22   | 0.41%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4496                                                | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394070 | PA      | $359413.01    | 0.13%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4562                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1890054 | PA      | $1570788.95   | 0.57%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4567                                                | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    484572 | PA      | $451564.78    | 0.16%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4568                                                | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267224 | PA      | $254795.59    | 0.09%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4624                                                | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1212427 | PA      | $1100246.49   | 0.40%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4785                                                | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270178 | PA      | $272892.26    | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4842                                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400949 | PA      | $409553.03    | 0.15%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4895                                                | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103989 | PA      | $107961.55    | 0.04%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA4962                                                | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123288 | PA      | $120091.14    | 0.04%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5070                                                | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229055 | PA      | $227227.25    | 0.08%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5107                                                | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151746 | PA      | $154700.85    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5108                                                | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561360 | PA      | $578598.09    | 0.21%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5140                                                | CUSIP: 31418EWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116863 | PA      | $121477.94    | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5164                                                | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    243840 | PA      | $245839.59    | 0.09%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FANNIE MAE POOL FN MA5651                                                | CUSIP: 31418FH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72188 | PA      | $73318.03     | 0.03%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver                     | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE 7.250000% 01/31/2041   | CUSIP: P0R12RAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | NUSS              | MX        |    250598 | PA      | $261228.75    | 0.09%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH, INC.                                                                                    | FIRSTCASH INC 144A 4.625000% 09/01/2028                                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    503000 | PA      | $496880.50    | 0.18%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH, INC.                                                                                    | FIRSTCASH INC 144A 5.625000% 01/01/2030                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    434000 | PA      | $431809.39    | 0.16%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                         | FORTESCUE TREASURY PTY LTD 144A 4.500000% 09/15/2027                     | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |    384000 | PA      | $383679.43    | 0.14%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                         | FORTESCUE TREASURY PTY LTD 144A 5.875000% 04/15/2030                     | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |    514000 | PA      | $529372.55    | 0.19%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                    | FOX CORP 3.500000% 04/08/2030                                            | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    338000 | PA      | $329515.63    | 0.12%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                    | FOX CORP 4.709000% 01/25/2029                                            | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440601.44    | 0.16%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                    | FOX CORP 6.500000% 10/13/2033                                            | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    525000 | PA      | $576229.86    | 0.21%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC GOLD POOL FG C91388                                          | CUSIP: 3128P7RH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     49255 | PA      | $48809.24     | 0.02%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC GOLD POOL FG C91893                                          | CUSIP: 3128P8C66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    173670 | PA      | $165134.14    | 0.06%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K122 A1          | CUSIP: 3137F82M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    527373 | PA      | $496361.58    | 0.18%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K126 A1          | CUSIP: 3137FFYP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    268089 | PA      | $258223.02    | 0.09%             | 2030-10-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR QD3619                                               | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     95841 | PA      | $83299.66     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR QD9176                                               | CUSIP: 3133B7FR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81412 | PA      | $70602.91     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR QH4699                                               | CUSIP: 3133CHGG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89440 | PA      | $92249.50     | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RA4912                                               | CUSIP: 3133KLN52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    274484 | PA      | $248765.57    | 0.09%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RA5746                                               | CUSIP: 3133KML37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    218819 | PA      | $208617.10    | 0.08%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RA6622                                               | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    692681 | PA      | $610511.96    | 0.22%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RA8767                                               | CUSIP: 3133KQW44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153965 | PA      | $156752.97    | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RB5117                                               | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103665 | PA      | $89591.50     | 0.03%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RB5202                                               | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     65861 | PA      | $67576.09     | 0.02%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR RJ0924                                               | CUSIP: 3142GRA26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129459 | PA      | $134294.76    | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SB0015                                               | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54383 | PA      | $54045.26     | 0.02%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SB0302                                               | CUSIP: 3132CWKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    198696 | PA      | $193902.75    | 0.07%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD0502                                               | CUSIP: 3132DMRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55219 | PA      | $50858.45     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD1787                                               | CUSIP: 3132DN6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68623 | PA      | $70505.28     | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD2723                                               | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    196883 | PA      | $201469.54    | 0.07%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD3427                                               | CUSIP: 3132DQYY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    289941 | PA      | $303857.24    | 0.11%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD4030                                               | CUSIP: 3132E0PP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    235109 | PA      | $248287.08    | 0.09%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD5288                                               | CUSIP: 3132DS2V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84424 | PA      | $79865.94     | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD7525                                               | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112236 | PA      | $99501.89     | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD7531                                               | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    196967 | PA      | $181811.10    | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD7557                                               | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75612 | PA      | $75568.76     | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD8145                                               | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     95801 | PA      | $76240.51     | 0.03%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD8455                                               | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54082 | PA      | $56147.90     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SD8506                                               | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    267714 | PA      | $272151.19    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR SL0226                                               | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144649 | PA      | $150962.06    | 0.05%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                        | FREDDIE MAC POOL FR ZS4722                                               | CUSIP: 3132A5G74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81371 | PA      | $78106.99     | 0.03%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                               | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.000000% 05/25/2032            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   6184000 | PA      | $6177306.78   | 2.23%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                               | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.500000% 05/25/2072            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    154000 | PA      | $49936.68     | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                               | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 1.250000% 05/25/2038            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5000 | PA      | $4599.91      | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                              | FX Forward Contract: AUD/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | AU        |         1 | NC      | $17874.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                        | FX Forward Contract: CAD/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | CA        |         1 | NC      | $-2625.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                        | FX Forward Contract: CAD/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | CA        |         1 | NC      | $-474.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                           | FX Forward Contract: EUR/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | XX        |         1 | NC      | $-805.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                           | FX Forward Contract: EUR/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | XX        |         1 | NC      | $-41610.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                           | FX Forward Contract: EUR/USD SETTLE 2026-04-07                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | XX        |         1 | NC      | $99.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                           | FX Forward Contract: EUR/USD SETTLE 2026-04-07                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | XX        |         1 | NC      | $157.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                              | FX Forward Contract: GBP/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | GB        |         1 | NC      | $-9447.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                              | FX Forward Contract: GBP/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | GB        |         1 | NC      | $-733.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                              | FX Forward Contract: GBP/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | GB        |         1 | NC      | $-522.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                               | FX Forward Contract: JPY/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | JP        |         1 | NC      | $-5915.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                               | FX Forward Contract: JPY/USD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | JP        |         1 | NC      | $-18338.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/AUD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-62876.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/AUD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-26977.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/CAD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $85262.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/CHF SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $4451.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/CNY SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-2848.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/CNY SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-7503.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/CNY SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-238815.81   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/DKK SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $5567.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/EUR SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $760078.16    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/EUR SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-828.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/EUR SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $4238.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/GBP SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $220014.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/HUF SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-1063.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/JPY SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $338066.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/JPY SETTLE 2026-04-06                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $2022.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/MXN SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-5695.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/MYR SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-10800.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/MYR SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-2065.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/NOK SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-2417.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/NZD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $5101.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/PLN SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $10919.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/SEK SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $24527.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/SGD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $4.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/SGD SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-257.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                               | FX Forward Contract: USD/THB SETTLE 2026-03-04                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | US        |         1 | NC      | $-9462.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Laender-Gemeinschaftsanleihe No 54                                                                 | GEMEINSAME BUNDESLAENDER 0.010000% 08/26/2030                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    576000 | PA      | $609143.00    | 0.22%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                                               | GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029       | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $322453.40    | 0.12%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                              | GILEAD SCIENCES INC 1.200000% 10/01/2027                                 | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    184000 | PA      | $176964.50    | 0.06%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA1011                                             | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67748 | PA      | $63704.48     | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA2372                                             | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132247 | PA      | $130309.42    | 0.05%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA3175                                             | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151377 | PA      | $152984.16    | 0.06%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA4654                                             | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    341733 | PA      | $344781.01    | 0.12%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA4776                                             | CUSIP: 36179TJV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81266 | PA      | $73858.13     | 0.03%             | 2047-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA5197                                             | CUSIP: 36179TX26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63302 | PA      | $66516.45     | 0.02%             | 2048-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA6474                                             | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575797 | PA      | $528529.64    | 0.19%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA7705                                             | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1130476 | PA      | $998240.10    | 0.36%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA7986                                             | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1181013 | PA      | $1000687.81   | 0.36%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA8044                                             | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    753881 | PA      | $716413.42    | 0.26%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA8267                                             | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    307225 | PA      | $298458.72    | 0.11%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA8949                                             | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    345787 | PA      | $354799.59    | 0.13%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA9016                                             | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    725318 | PA      | $730952.11    | 0.26%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MA9171                                             | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    782345 | PA      | $794927.77    | 0.29%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MB0021                                             | CUSIP: 3618N5AX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92172 | PA      | $84617.30     | 0.03%             | 2054-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MB0149                                             | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25306 | PA      | $26322.24     | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MB0206                                             | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    106657 | PA      | $108981.92    | 0.04%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                         | GINNIE MAE II POOL G2 MB0261                                             | CUSIP: 3618N5JF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46480 | PA      | $48346.59     | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                                        | GLAXOSMITHKLINE CAPITAL PLC MTN 1.250000% 10/12/2028                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | NUSS              | GB        |    224000 | PA      | $281931.62    | 0.10%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                                                             | GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING 3.750000% 12/15/2027   | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    534000 | PA      | $521355.57    | 0.19%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE, LLC                                                                      | GOODMAN US FINANCE THREE LLC 144A 3.700000% 03/15/2028                   | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    566000 | PA      | $561711.33    | 0.20%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                                                              | GULFPORT ENERGY OPERATING CORP 144A 6.750000% 09/01/2029                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    773000 | PA      | $800490.20    | 0.29%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| H. LUNDBECK A/S                                                                                    | H LUNDBECK A/S MTN 0.875000% 10/14/2027                                  | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | DBT              | NUSS              | DK        |    529000 | PA      | $608004.24    | 0.22%             | 2027-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                                                                 | HELIX ENERGY SOLUTIONS GROUP INC 144A 9.750000% 03/01/2029               | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146973.82    | 0.05%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                                                 | HEXCEL CORP 4.200000% 02/15/2027                                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    548000 | PA      | $547342.76    | 0.20%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL, LLC                                                                            | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL I 12.250000% 04/15/2029 | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |    486000 | PA      | $519138.88    | 0.19%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                                                | HNI CORP 144A 5.125000% 01/18/2029                                       | CUSIP: 404251AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23643.04     | 0.01%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HNI CORPORATION                                                                                    | HNI CORP 144A 5.125000% 01/18/2029                                       | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502437.01    | 0.18%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE HONGKONG LAND FINANCE (CAYMAN ISLANDS) COMPANY LIMITED                                         | HONGKONG LAND FINANCE CAYMAN ISLANDS CO LTD/THE MT 2.250000% 07/15/2031  | CUSIP: G4587TAH5<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | NUSS              | HK        |    239000 | PA      | $218295.36    | 0.08%             | 2031-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HOUSING & DEVELOPMENT BOARD                                                                        | HOUSING & DEVELOPMENT BOARD MTN 2.320000% 01/24/2028                     | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |    250000 | PA      | $200487.76    | 0.07%             | 2028-01-24      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                                      | HOWARD HUGHES CORP/THE 144A 4.125000% 02/01/2029                         | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    549000 | PA      | $531566.97    | 0.19%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                  | HSBC HOLDINGS PLC 4.762000% 03/29/2033                                   | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    264000 | PA      | $264378.06    | 0.10%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                  | HSBC HOLDINGS PLC 6.254000% 03/09/2034                                   | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    408000 | PA      | $446047.51    | 0.16%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                  | HSBC HOLDINGS PLC 6.800000% 09/14/2031                                   | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    203000 | PA      | $297426.28    | 0.11%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                  | HSBC HOLDINGS PLC 7.399000% 11/13/2034                                   | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    501000 | PA      | $573734.53    | 0.21%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                       | HUNGARY GOVERNMENT BOND 7.000000% 10/24/2035                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  99280000 | PA      | $323927.00    | 0.12%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMCD N.V.                                                                                          | IMCD NV 4.875000% 09/18/2028                                             | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | NUSS              | NL        |    233000 | PA      | $287141.27    | 0.10%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                        | IMPERIAL BRANDS FINANCE PLC 144A 3.875000% 07/26/2029                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    247000 | PA      | $244338.51    | 0.09%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                        | IMPERIAL BRANDS FINANCE PLC 144A 6.125000% 07/27/2027                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    234000 | PA      | $240404.53    | 0.09%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                                    | INTER-AMERICAN DEVELOPMENT BANK MTN 4.375000% 08/18/2032                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        |    444000 | PA      | $611826.04    | 0.22%             | 2032-08-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 3.100000% 04/14/2038  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |    688000 | PA      | $815650.83    | 0.30%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                                  | INTERNATIONAL FINANCE CORP MTN 3.875000% 09/12/2030                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $311138.38    | 0.11%             | 2030-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                | INTESA SANPAOLO SPA 144A 4.198000% 06/01/2032                            | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    587000 | PA      | $567266.30    | 0.21%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                | INTESA SANPAOLO SPA MTN 4.000000% 09/23/2029                             | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    709000 | PA      | $704924.02    | 0.25%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                                                                       | INVESTEC PLC MTN 1.875000% 07/16/2028                                    | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | DBT              | NUSS              | GB        |    199000 | PA      | $258905.37    | 0.09%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                                                                       | INVESTEC PLC MTN 3.625000% 02/19/2031                                    | CUSIP: G49188UM8<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | NUSS              | GB        |    102000 | PA      | $122147.09    | 0.04%             | 2031-02-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                                | INVESTOR AB MTN 0.375000% 10/29/2035                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | NUSS              | SE        |    270000 | PA      | $241768.35    | 0.09%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IPSEN SA                                                                                           | IPSEN SA 3.875000% 03/25/2032                                            | CUSIP: F5362HQJ9<br>LEI: 549300M6SGDPB4Z94P11 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $483846.33    | 0.18%             | 2032-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                                | ITALY BUONI POLIENNALI DEL TESORO 144A 2.150000% 03/01/2072              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1395000 | PA      | $1016658.32   | 0.37%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                                                                      | JACOBS ENGINEERING GROUP INC 5.900000% 03/01/2033                        | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527462.48    | 0.19%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                                                                      | JACOBS ENGINEERING GROUP INC 6.350000% 08/18/2028                        | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50449.36     | 0.02%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 09/20/2026                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 160750000 | PA      | $1024923.43   | 0.37%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 09/20/2029                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    350000 | PA      | $2138.89      | 0.00%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 09/20/2030                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5900000 | PA      | $35396.60     | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2027                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  53050000 | PA      | $333107.73    | 0.12%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2028                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 526550000 | PA      | $3259677.12   | 1.18%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2030                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 114550000 | PA      | $683735.10    | 0.25%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.400000% 06/20/2033                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 506200000 | PA      | $2928449.58   | 1.06%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (10 YEAR ISSUE) 0.600000% 12/20/2033                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 157400000 | PA      | $914727.18    | 0.33%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 0.400000% 03/20/2036                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 109050000 | PA      | $588506.19    | 0.21%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 0.400000% 06/20/2041                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  18050000 | PA      | $82900.66     | 0.03%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 0.500000% 03/20/2041                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 435900000 | PA      | $2053236.52   | 0.74%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 1.300000% 06/20/2035                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 331050000 | PA      | $1984349.72   | 0.72%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 1.900000% 09/20/2030                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 377900000 | PA      | $2457626.48   | 0.89%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 2.000000% 12/20/2030                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     50000 | PA      | $326.42       | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (20 YEAR ISSUE) 2.100000% 03/20/2029                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     50000 | PA      | $327.30       | 0.00%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (30 YEAR ISSUE) 0.300000% 06/20/2046                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 282350000 | PA      | $1071055.08   | 0.39%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (30 YEAR ISSUE) 0.400000% 03/20/2050                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $8488.46      | 0.00%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (30 YEAR ISSUE) 0.800000% 03/20/2046                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7250000 | PA      | $31237.24     | 0.01%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (30 YEAR ISSUE) 1.200000% 06/20/2053                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 439950000 | PA      | $1737149.61   | 0.63%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (40 YEAR ISSUE) 0.500000% 03/20/2060                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  58900000 | PA      | $164451.56    | 0.06%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (40 YEAR ISSUE) 1.300000% 03/20/2063                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  22350000 | PA      | $80157.45     | 0.03%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                              | JAPAN (5 YEAR ISSUE) 0.100000% 09/20/2027                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 173200000 | PA      | $1091038.56   | 0.39%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                                                    | JEFFERSON CAPITAL HOLDINGS LLC 144A 8.250000% 05/15/2030                 | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $404409.50    | 0.15%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                                                    | JEFFERSON CAPITAL HOLDINGS LLC 144A 9.500000% 02/15/2029                 | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $518451.89    | 0.19%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JMH Company Limited                                                                                | JMH CO LTD 2.875000% 04/09/2036                                          | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | NUSS              | HK        |    301000 | PA      | $260452.79    | 0.09%             | 2036-04-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| K+S Aktiengesellschaft                                                                             | K+S AG 4.250000% 06/19/2029                                              | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $122906.32    | 0.04%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                                       | KBC GROUP NV 144A 5.796000% 01/19/2029                                   | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    729000 | PA      | $752805.29    | 0.27%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                                       | KBC GROUP NV 144A 6.324000% 09/21/2034                                   | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    400000 | PA      | $440699.60    | 0.16%             | 2034-09-21      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                                       | KBC GROUP NV MTN 6.151000% 03/19/2034                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | NUSS              | BE        |    100000 | PA      | $140480.40    | 0.05%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                                | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.250000% 04/22/2033             | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    854000 | PA      | $914782.33    | 0.33%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                                | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.750000% 04/22/2039             | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   2457000 | PA      | $2701461.99   | 0.98%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                                                                    | KINGDOM OF DENMARK 0.250000% 11/15/2052                                  | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   1460000 | PA      | $114526.28    | 0.04%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                                                                    | KINGDOM OF DENMARK 0.500000% 11/15/2029                                  | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   1442000 | PA      | $216097.16    | 0.08%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                                                                    | KINGDOM OF DENMARK 2.250000% 11/15/2033                                  | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    834000 | PA      | $130869.79    | 0.05%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                        | KIOXIA HOLDINGS CORP 144A 6.250000% 07/24/2030                           | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | NUSS              | JP        |    515000 | PA      | $534726.50    | 0.19%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                                 | KOHL'S CORP 144A 10.000000% 06/01/2030                                   | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    476000 | PA      | $518184.07    | 0.19%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KommuneKredit                                                                                      | KOMMUNEKREDIT MTN 0.000000% 03/03/2031                                   | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |    100000 | PA      | $104672.14    | 0.04%             | 2031-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                               | KONINKLIJKE KPN NV MTN 0.875000% 11/15/2033                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | NUSS              | NL        |    600000 | PA      | $589850.69    | 0.21%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                               | KONTOOR BRANDS INC 144A 4.125000% 11/15/2029                             | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    546000 | PA      | $520259.82    | 0.19%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Midland Power Co., Ltd                                                                       | KOREA MIDLAND POWER CO LTD 3.625000% 04/21/2027                          | CUSIP: N/A<br>LEI: 988400Z1HCY1QUPS1W65       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199302.67    | 0.07%             | 2027-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                                | KREDITANSTALT FUER WIEDERAUFBAU ZERO COUPON 04/18/2036                   | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     87000 | PA      | $57895.61     | 0.02%             | 2036-04-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                                  | KUNTARAHOITUS OYJ MTN 0.050000% 09/10/2035                               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |    721000 | PA      | $649182.56    | 0.23%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE SA                                                                               | LA BANQUE POSTALE SA MTN 4.000000% 05/03/2028                            | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $608308.73    | 0.22%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Labrador Island Link Funding Trust                                                                 | LABRADOR-ISLAND LINK FUNDING TRUST 144A 3.850000% 12/01/2053             | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1013000 | PA      | $681009.59    | 0.25%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Rheinland-Pfalz                                                                                    | LAND RHEINLAND-PFALZ 0.050000% 01/23/2030                                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |    557000 | PA      | $601713.85    | 0.22%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Land Schleswig-Holstein                                                                            | LAND SCHLESWIG-HOLSTEIN 0.200000% 08/15/2039                             | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |    203000 | PA      | $158548.23    | 0.06%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                                     | LANDWIRTSCHAFTLICHE RENTENBANK MTN 0.050000% 01/31/2031                  | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |    622000 | PA      | $654179.30    | 0.24%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                                     | LANDWIRTSCHAFTLICHE RENTENBANK MTN 0.100000% 03/08/2027                  | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |     14000 | PA      | $16217.86     | 0.01%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                           | LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033                            | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    430000 | PA      | $440733.69    | 0.16%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                           | LLOYDS BANKING GROUP PLC 5.679000% 01/05/2035                            | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    240000 | PA      | $254314.65    | 0.09%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                             | LOWE'S COS INC 1.300000% 04/15/2028                                      | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    161000 | PA      | $152713.46    | 0.06%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| M/I HOMES, INC.                                                                                    | M/I HOMES INC 3.950000% 02/15/2030                                       | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    855000 | PA      | $823472.39    | 0.30%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                                  | MALAYSIA GOVERNMENT 3.519000% 04/20/2028                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |   3865000 | PA      | $1003052.43   | 0.36%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                                  | MALAYSIA GOVERNMENT 3.917000% 07/15/2055                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    912000 | PA      | $229446.17    | 0.08%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                                    | MAREX GROUP PLC 6.404000% 11/04/2029                                     | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    518000 | PA      | $542272.75    | 0.20%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                       | MASTEC INC 5.900000% 06/15/2029                                          | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    109000 | PA      | $114405.31    | 0.04%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                                       | MATCH GROUP HOLDINGS II LLC 144A 4.125000% 08/01/2030                    | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    532000 | PA      | $505570.45    | 0.18%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                       | MATTEL INC 144A 5.875000% 12/15/2027                                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1281291.91   | 0.46%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                                                               | MCKESSON CORP 5.100000% 07/15/2033                                       | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    187000 | PA      | $195404.23    | 0.07%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                                                      | MELCO RESORTS FINANCE LTD 5.625000% 07/17/2027                           | CUSIP: G5975LAD8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | NUSS              | HK        |    392000 | PA      | $392046.80    | 0.14%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                                        | MERCURY GENERAL CORP 4.400000% 03/15/2027                                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    516000 | PA      | $515665.75    | 0.19%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                           | MEX BONOS DESARR FIX RT 7.500000% 05/26/2033                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   4700000 | PA      | $260227.50    | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                           | MEX BONOS DESARR FIX RT 8.000000% 02/21/2036                             | CUSIP: P4R1NQAV3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10900000 | PA      | $605107.59    | 0.22%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                           | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   5200000 | PA      | $266941.59    | 0.10%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                                        | MGIC INVESTMENT CORP 5.250000% 08/15/2028                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    872000 | PA      | $870784.35    | 0.31%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                            | MICRON TECHNOLOGY INC 5.875000% 02/09/2033                               | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    422000 | PA      | $454495.31    | 0.16%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                                                          | MILLROSE PROPERTIES INC 144A 6.375000% 08/01/2030                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $527312.60    | 0.19%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                            | MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028                          | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    548000 | PA      | $538457.07    | 0.19%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                                                          | MSCI INC 144A 3.625000% 09/01/2030                                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66024.90     | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                         | NATIONAL BANK OF CANADA 4.500000% 10/10/2029                             | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    527000 | PA      | $535627.02    | 0.19%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                         | NATIONAL BANK OF CANADA 5.600000% 12/18/2028                             | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $431384.54    | 0.16%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE S.A.                                                                       | NATIONAL BANK OF GREECE SA MTN 4.500000% 01/29/2029                      | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | NUSS              | GR        |    502000 | PA      | $612815.72    | 0.22%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                                  | NATIONAL GRID PLC 5.602000% 06/12/2028                                   | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | NUSS              | GB        |    181000 | PA      | $187295.17    | 0.07%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                                                                    | NATIONAL HEALTH INVESTORS INC 3.000000% 02/01/2031                       | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43110.72     | 0.02%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                        | NATIONWIDE BUILDING SOCIETY MTN 0.500000% 05/05/2041                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | NUSS              | GB        |    680000 | PA      | $526403.65    | 0.19%             | 2041-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                        | NATIONWIDE BUILDING SOCIETY MTN 2.250000% 05/16/2037                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | NUSS              | GB        |    183000 | PA      | $197313.04    | 0.07%             | 2037-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia S.A                                                                         | NATURGY FINANCE IBERIA SA MTN 3.625000% 10/02/2034                       | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $236706.79    | 0.09%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                  | NATWEST GROUP PLC MTN 7.416000% 06/06/2033                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | NUSS              | GB        |    198000 | PA      | $281159.78    | 0.10%             | 2033-06-06      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                      | NETFLIX INC 4.875000% 04/15/2028                                         | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    571000 | PA      | $584093.96    | 0.21%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                               | NEW S WALES TREASURY CRP 4.250000% 02/20/2036                            | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    217000 | PA      | $143024.59    | 0.05%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                          | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.300000% 08/15/2034             | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    723000 | PA      | $754961.26    | 0.27%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                                        | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2035                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    770000 | PA      | $470277.91    | 0.17%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                                | NEWMONT CORP 2.600000% 07/15/2032                                        | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31237.98     | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWS CORPORATION                                                                                   | NEWS CORP 144A 3.875000% 05/15/2029                                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236090.17    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORPORATION                                                                                   | NEWS CORP 144A 5.125000% 02/15/2032                                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    328000 | PA      | $326323.19    | 0.12%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                                        | NORTHERN STAR RESOURCES LTD 144A 6.125000% 04/11/2033                    | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | NUSS              | AU        |    321000 | PA      | $344257.28    | 0.12%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                                            | NORWAY GOVERNMENT BOND 144A 1.750000% 09/06/2029                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   1413000 | PA      | $137915.50    | 0.05%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                                            | NORWAY GOVERNMENT BOND 144A 2.125000% 05/18/2032                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   1442000 | PA      | $136202.34    | 0.05%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                                            | NORWAY GOVERNMENT BOND 144A 3.625000% 04/13/2034                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    332000 | PA      | $33854.69     | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                                                            | NOVA SCOTIA PROVINCE 2.000000% 09/01/2030                                | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |    574000 | PA      | $406085.91    | 0.15%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                                                            | NOVA SCOTIA PROVINCE 4.400000% 06/01/2042                                | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |    421000 | PA      | $313772.39    | 0.11%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                                   | NRG ENERGY INC 144A 2.450000% 12/02/2027                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    592000 | PA      | $573551.44    | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                                                           | NRW BANK 1.625000% 08/03/2032                                            | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | NUSS              | DE        |    597000 | PA      | $664244.15    | 0.24%             | 2032-08-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                                  | NUCOR CORP 5.100000% 06/01/2035                                          | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136515.58    | 0.05%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                                          | NVR INC 3.000000% 05/15/2030                                             | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    584000 | PA      | $558847.56    | 0.20%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                          | O'REILLY AUTOMOTIVE INC 1.750000% 03/15/2031                             | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1349176.65   | 0.49%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                                    | OCEANEERING INTERNATIONAL INC 6.000000% 02/01/2028                       | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661346.02    | 0.24%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                                        | ONTARIO (PROVINCE OF) 3.100000% 05/19/2027                               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    587000 | PA      | $583853.66    | 0.21%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                              | OPEN TEXT CORP 144A 3.875000% 02/15/2028                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |    548000 | PA      | $522376.90    | 0.19%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE LIMITED                                                                      | ORIGIN ENERGY FINANCE LTD MTN 1.000000% 09/17/2029                       | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | NUSS              | AU        |    494000 | PA      | $546188.31    | 0.20%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                       | OVINTIV INC 8.125000% 09/15/2030                                         | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    101000 | PA      | $116249.32    | 0.04%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                        | PANDORA A/S MTN 4.500000% 04/10/2028                                     | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | NUSS              | DK        |    443000 | PA      | $540979.07    | 0.20%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                   | PARAMOUNT GLOBAL 3.375000% 02/15/2028                                    | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    549000 | PA      | $530559.90    | 0.19%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                                                           | PATRICK INDUSTRIES INC 144A 4.750000% 05/01/2029                         | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897606.99    | 0.32%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                           | PENTAIR FINANCE SARL 5.900000% 07/15/2032                                | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | NUSS              | US        |     34000 | PA      | $36497.81     | 0.01%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                                            | PERENTI FINANCE PTY LTD 144A 7.500000% 04/26/2029                        | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | NUSS              | AU        |    862000 | PA      | $895259.68    | 0.32%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                   | PHILIP MORRIS INTERNATIONAL INC 0.800000% 08/01/2031                     | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |    223000 | PA      | $233318.85    | 0.08%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                   | PHILIP MORRIS INTERNATIONAL INC 2.875000% 05/14/2029                     | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |    274000 | PA      | $324415.10    | 0.12%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                   | PHILIP MORRIS INTERNATIONAL INC 4.625000% 10/29/2035                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147702.88    | 0.05%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                                        | PILGRIM'S PRIDE CORP 4.250000% 04/15/2031                                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    644000 | PA      | $631206.44    | 0.23%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                                                                    | PIRAEUS BANK SA MTN 4.625000% 07/17/2029                                 | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | NUSS              | GR        |    495000 | PA      | $608608.65    | 0.22%             | 2029-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                                                                    | PIRAEUS BANK SA MTN 6.750000% 12/05/2029                                 | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | NUSS              | GR        |    472000 | PA      | $613931.95    | 0.22%             | 2029-12-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                              | POLAND GOVERNMENT BOND 4.500000% 07/25/2030                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |   3079000 | PA      | $874007.92    | 0.32%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                                                                 | PPL ELECTRIC UTILITIES CORP 5.000000% 05/15/2033                         | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110540.97    | 0.04%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island                                                                   | PRINCE EDWARD ISLAND 3.950000% 06/15/2035                                | CUSIP: 741666DG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    479000 | PA      | $360753.84    | 0.13%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                        | PROSUS NV MTN 4.027000% 08/03/2050                                       | CUSIP: N7163RAD5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    273000 | PA      | $194732.63    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick                                                                          | PROV OF NEW BRUNSWICK 4.450000% 08/14/2033                               | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    913000 | PA      | $720828.58    | 0.26%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                               | PROVINCE OF MANITOBA CANADA MTN 4.600000% 09/05/2057                     | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $317392.32    | 0.11%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                                                 | PROVINCE OF QUEBEC 3.625000% 04/13/2028                                  | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    716000 | PA      | $717445.67    | 0.26%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                           | PROVINCE OF SASKATCHEWAN 2.650000% 06/02/2027                            | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    643000 | PA      | $473148.63    | 0.17%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                           | PROVINCE OF SASKATCHEWAN 2.750000% 12/02/2046                            | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $14229.68     | 0.01%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                           | PROVINCE OF SASKATCHEWAN 3.800000% 06/02/2035                            | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      6000 | PA      | $4506.21      | 0.00%             | 2035-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                                                   | PSP CAPITAL INC 2.600000% 03/01/2032                                     | CUSIP: C75089AA7<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    805000 | PA      | $574556.54    | 0.21%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                                   | PULTEGROUP INC 6.000000% 02/15/2035                                      | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $18383.66     | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                          | PVH CORP 3.125000% 12/15/2027                                            | CUSIP: N/A<br>LEI: 123WALMHY1GZXG2YDL90       | Long             | DBT              | NUSS              | US        |    362000 | PA      | $430324.90    | 0.16%             | 2027-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QORVO, INC.                                                                                        | QORVO INC 144A 3.375000% 04/01/2031                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    129000 | PA      | $118889.32    | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QORVO, INC.                                                                                        | QORVO INC 4.375000% 10/15/2029                                           | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    428000 | PA      | $421310.74    | 0.15%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                              | QUANTA SERVICES INC 5.100000% 08/09/2035                                 | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    321000 | PA      | $326875.05    | 0.12%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                              | QUANTA SERVICES INC 5.250000% 08/09/2034                                 | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62168.46     | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                                    | QUEENSLAND TREASURY CORP 144A 5.250000% 07/21/2036                       | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |   1418000 | PA      | $1006058.58   | 0.36%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                                                            | RECKITT BENCKISER TREASURY SERVICES PLC 1.750000% 05/19/2032             | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | NUSS              | GB        |    126000 | PA      | $144781.68    | 0.05%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                                    | REGENERON PHARMACEUTICALS INC 1.750000% 09/15/2030                       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    262000 | PA      | $236156.98    | 0.09%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                                       | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.250000% 10/20/2036            | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    526000 | PA      | $467143.14    | 0.17%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                                 | REPUBLIC OF CHILE 2.550000% 07/27/2033                                   | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    459000 | PA      | $402726.60    | 0.15%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                      | REPUBLIC OF INDONESIA 4.150000% 09/20/2027                               | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200651.66    | 0.07%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                                                | REPUBLIC OF KOREA 2.500000% 06/19/2029                                   | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193110.01    | 0.07%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                                | REPUBLIC OF PANAMA 8.000000% 03/01/2038                                  | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    259000 | PA      | $307679.05    | 0.11%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                 | REPUBLIC OF PERU 1.950000% 11/17/2036                                    | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    414000 | PA      | $404452.35    | 0.15%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                        | REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045                             | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    943000 | PA      | $633690.98    | 0.23%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                              | REPUBLIC OF POLAND 5.500000% 11/16/2027                                  | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    108000 | PA      | $111077.66    | 0.04%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                                        | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 144 8.450000% 07/27/2030  | CUSIP: 76120HAD9<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509601.00    | 0.18%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                        | RIO TINTO FINANCE USA PLC 5.000000% 03/09/2033                           | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    349000 | PA      | $362480.63    | 0.13%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                                                            | ROLLER BEARING CO OF AMERICA INC 144A 4.375000% 10/15/2029               | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266088.11    | 0.10%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                    | ROLLS-ROYCE PLC 5.750000% 10/15/2027                                     | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | NUSS              | GB        |    159000 | PA      | $219129.85    | 0.08%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                    | ROLLS-ROYCE PLC MTN 1.625000% 05/09/2028                                 | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $301199.04    | 0.11%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 1.750000% 07/13/2030          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     15000 | PA      | $16311.40     | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.500000% 09/18/2028          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     37000 | PA      | $46477.65     | 0.02%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.750000% 07/11/2039          | CUSIP: X7360WDP4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    119000 | PA      | $152591.34    | 0.06%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    276000 | PA      | $318010.22    | 0.12%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROSS STORES, INC.                                                                                  | ROSS STORES INC 1.875000% 04/15/2031                                     | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    809000 | PA      | $721360.12    | 0.26%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                            | ROYAL BANK OF CANADA MTN 5.000000% 01/24/2028                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | NUSS              | CA        |    194000 | PA      | $266125.43    | 0.10%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                 | ROYALTY PHARMA PLC 5.400000% 09/02/2034                                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $165579.19    | 0.06%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                                | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                             | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |    729000 | PA      | $730832.09    | 0.26%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                                | RWE FINANCE US LLC 144A 5.875000% 04/16/2034                             | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |    536000 | PA      | $569013.53    | 0.21%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance B.V.                                                                                | SANDOZ FINANCE BV 4.220000% 04/17/2030                                   | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | NUSS              | NL        |    523000 | PA      | $648713.52    | 0.23%             | 2030-04-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                    | SANTANDER UK GROUP HOLDINGS PLC MTN 2.421000% 01/17/2029                 | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | NUSS              | GB        |    109000 | PA      | $141798.74    | 0.05%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                            | SAUDI INTERNATIONAL BOND 0.750000% 07/09/2027                            | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    138000 | PA      | $159234.24    | 0.06%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                            | SAUDI INTERNATIONAL BOND 5.125000% 01/13/2028                            | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    339000 | PA      | $345979.35    | 0.13%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                              | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A4                             | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $131376.05    | 0.05%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Republic of Singapore                                                                              | SINGAPORE GOVERNMENT 3.000000% 08/01/2072                                | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    140000 | PA      | $133259.55    | 0.05%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                                              | SINGAPORE GOVERNMENT 3.375000% 05/01/2034                                | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     62000 | PA      | $54711.36     | 0.02%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                           | SKYWORKS SOLUTIONS INC 3.000000% 06/01/2031                              | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1342118.71   | 0.49%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                                 | SMITH & NEPHEW PLC 2.032000% 10/14/2030                                  | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |    391000 | PA      | $354741.65    | 0.13%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                                 | SMITH & NEPHEW PLC 5.400000% 03/20/2034                                  | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |    539000 | PA      | $561222.79    | 0.20%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                             | SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027                           | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    529000 | PA      | $528845.43    | 0.19%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                      | SOMNIGROUP INTERNATIONAL INC 144A 4.000000% 04/15/2029                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    551000 | PA      | $535480.04    | 0.19%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LIMITED                                                                           | SOUTH32 TREASURY LTD 144A 4.350000% 04/14/2032                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | NUSS              | AU        |    137000 | PA      | $135195.56    | 0.05%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                 | SOUTHERN CALIFORNIA EDISON CO 4.700000% 06/01/2027                       | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    682000 | PA      | $687029.01    | 0.25%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                 | SOUTHERN CALIFORNIA EDISON CO 5.850000% 11/01/2027                       | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28772.55     | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                                                    | SPAIN GOVERNMENT BOND 144A 1.450000% 10/31/2071                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1000 | PA      | $575.84       | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                                    | STADSHYPOTEK AB MTN 0.010000% 11/24/2028                                 | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $222294.41    | 0.08%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Nordrhein-Westfalen                                                                           | STATE OF NORTH RHINE-WESTPHALIA GERMANY MTN 2.900000% 01/15/2053         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |    930000 | PA      | $982385.51    | 0.36%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Land Nordrhein-Westfalen                                                                           | STATE OF NORTH RHINE-WESTPHALIA GERMANY MTN 3.400000% 03/07/2073         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     56000 | PA      | $62253.45     | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                                                               | STERIS IRISH FINCO UNLTD CO 2.700000% 03/15/2031                         | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | NUSS              | US        |    824000 | PA      | $766113.44    | 0.28%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                                                | STRYKER CORP 3.650000% 03/07/2028                                        | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448732.95    | 0.16%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                                 | SUNCOR ENERGY INC 7.150000% 02/01/2032                                   | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | NUSS              | CA        |    532000 | PA      | $603389.99    | 0.22%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                          | SUNOCO LP 144A 4.625000% 05/01/2030                                      | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89038.87     | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                                               | SWEDISH GOVERNMENT 0.125000% 05/12/2031                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   8735000 | PA      | $871154.57    | 0.32%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                                               | SWEDISH GOVERNMENT 0.500000% 11/24/2045                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    585000 | PA      | $41756.56     | 0.02%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                                               | SWEDISH GOVERNMENT 2.250000% 05/11/2035                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   1580000 | PA      | $171051.75    | 0.06%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                                                   | SWITZERLAND 0.500000% 05/30/2058                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    111000 | PA      | $147863.81    | 0.05%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                                                   | SWITZERLAND 4.000000% 01/06/2049                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    167000 | PA      | $385565.06    | 0.14%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                                                   | SWITZERLAND 4.000000% 04/08/2028                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    817000 | PA      | $1155348.62   | 0.42%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                | SYNCHRONY FINANCIAL 2.875000% 10/28/2031                                 | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1351321.55   | 0.49%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                     | TAPESTRY INC 3.050000% 03/15/2032                                        | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85491.66     | 0.03%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                     | TAPESTRY INC 5.500000% 03/11/2035                                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    194000 | PA      | $201228.38    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                                                         | TEGNA INC 4.625000% 03/15/2028                                           | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    543000 | PA      | $541462.12    | 0.20%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                           | TELE2 AB MTN 3.750000% 11/22/2029                                        | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | NUSS              | SE        |    535000 | PA      | $651343.62    | 0.24%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INCORPORATED                                                                              | TELEFLEX INC 144A 4.250000% 06/01/2028                                   | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    533000 | PA      | $524919.72    | 0.19%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                                    | TELEFONAKTIEBOLAGET LM ERICSSON MTN 1.125000% 02/08/2027                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | NUSS              | SE        |    468000 | PA      | $546254.30    | 0.20%             | 2027-02-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                                    | TELEFONAKTIEBOLAGET LM ERICSSON MTN 5.375000% 05/29/2028                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | NUSS              | SE        |    523000 | PA      | $652378.79    | 0.24%             | 2028-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                                                                      | TEMASEK FINANCIAL I LTD MTN 2.750000% 08/02/2061                         | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | NUSS              | SG        |    393000 | PA      | $254284.16    | 0.09%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TenneT Netherlands B.V.                                                                            | TENNET NETHERLANDS BV MTN 0.875000% 06/16/2035                           | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | NUSS              | NL        |    631000 | PA      | $624242.02    | 0.23%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 1.190000% 04/17/2029                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   1759000 | PA      | $56786.71     | 0.02%             | 2029-04-17      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 2.000000% 12/17/2031                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   4385000 | PA      | $146364.54    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 2.400000% 03/17/2029                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   5355000 | PA      | $179109.50    | 0.06%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 3.150000% 06/17/2050                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   5986000 | PA      | $207672.38    | 0.08%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 3.300000% 06/17/2038                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   3390000 | PA      | $124438.93    | 0.05%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                                | THAILAND GOVERNMENT BOND 4.000000% 06/17/2072                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   9086000 | PA      | $382257.77    | 0.14%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC.                                                                                     | TIDEWATER INC 144A 9.125000% 07/15/2030                                  | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    484000 | PA      | $523592.17    | 0.19%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                          | TORONTO-DOMINION BANK/THE 4.928000% 10/15/2035                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    356000 | PA      | $358923.27    | 0.13%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                          | TORONTO-DOMINION BANK/THE MTN 3.129000% 08/03/2032                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | NUSS              | CA        |    345000 | PA      | $404924.32    | 0.15%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                          | TORONTO-DOMINION BANK/THE MTN 3.563000% 04/16/2031                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | NUSS              | CA        |    222000 | PA      | $267647.84    | 0.10%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                       | TPG OPERATING GROUP II LP 5.375000% 01/15/2036                           | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133378.53    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                                   | TREASURY CORP OF VICTORIA MTN 5.500000% 09/15/2039                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |   1018000 | PA      | $718407.97    | 0.26%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES, INC.                                                                             | TRI POINTE HOMES INC 5.700000% 06/15/2028                                | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $543259.87    | 0.20%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORPORATION                                                                                 | TRIMAS CORP 144A 4.125000% 04/15/2029                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    628000 | PA      | $606182.59    | 0.22%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                                       | TRIMBLE INC 6.100000% 03/15/2033                                         | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    162000 | PA      | $172641.10    | 0.06%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Arab Emirates Government                                                                    | UAE INTERNATIONAL GOVERNMENT BOND MTN 3.250000% 10/19/2061               | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    243000 | PA      | $167948.31    | 0.06%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UK TSY GILT 1.250000% 07/22/2027                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    750000 | PA      | $980729.24    | 0.35%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UK TSY GILT 1.500000% 07/22/2047                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    242000 | PA      | $177567.42    | 0.06%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                                                             | UNEDIC ASSEO MTN 0.000000% 11/19/2030                                    | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $628997.99    | 0.23%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco, S.A.                                                                                | UNICAJA BANCO SA MTN 5.125000% 02/21/2029                                | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | NUSS              | ES        |    500000 | PA      | $618792.68    | 0.22%             | 2029-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                                      | UNICREDIT SPA 144A 3.127000% 06/03/2032                                  | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |    586000 | PA      | $549028.41    | 0.20%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                                      | UNICREDIT SPA MTN 3.500000% 07/31/2030                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | NUSS              | IT        |    558000 | PA      | $685436.57    | 0.25%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.375000% 10/22/2030                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    151000 | PA      | $175469.36    | 0.06%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.500000% 01/31/2029                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     16000 | PA      | $19801.95     | 0.01%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.500000% 10/22/2061                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    165000 | PA      | $59215.26     | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.625000% 07/31/2035                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     46000 | PA      | $44737.65     | 0.02%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.625000% 10/22/2050                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    930000 | PA      | $480405.91    | 0.17%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.875000% 01/31/2046                                 | CUSIP: G4527HTX9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    885000 | PA      | $581629.30    | 0.21%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 0.875000% 07/31/2033                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1281000 | PA      | $1379507.54   | 0.50%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 1.125000% 01/31/2039                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   2521922 | PA      | $2269343.48   | 0.82%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 1.125000% 10/22/2073                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1195000 | PA      | $531278.57    | 0.19%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                               | UNITED KINGDOM GILT 1.750000% 01/22/2049                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      5000 | PA      | $3772.41      | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                       | UNITED OVERSEAS BANK LTD MTN 5.250000% MATURITY: PERPETUAL               | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | NUSS              | SG        |    250000 | PA      | $208718.94    | 0.08%             | 2174-07-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                    | UNITEDHEALTH GROUP INC 2.300000% 05/15/2031                              | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27395.05     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                    | UNITEDHEALTH GROUP INC 2.950000% 10/15/2027                              | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34598.34     | 0.01%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                                         | UNIVERSAL MUSIC GROUP NV MTN 3.750000% 06/30/2032                        | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | NUSS              | NL        |    236000 | PA      | $285378.10    | 0.10%             | 2032-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 1.375000% 08/15/2050                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1136000 | PA      | $584773.74    | 0.21%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 1.750000% 08/15/2041                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5804300 | PA      | $4052126.94   | 1.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 1.875000% 11/15/2051                                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5642800 | PA      | $3257174.03   | 1.18%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 2.250000% 08/15/2046                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $3198174.79   | 1.16%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 2.500000% 02/15/2046                                     | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    708000 | PA      | $511695.94    | 0.19%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 4.500000% 11/15/2054                                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $102580.08    | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 4.750000% 05/15/2055                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1780966.79   | 0.64%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                           | US TREASURY N/B 4.750000% 08/15/2055                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $911361.72    | 0.33%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN, INC.                                                                                     | VERISIGN INC 2.700000% 06/15/2031                                        | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1196659.30   | 0.43%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                                                               | VIAVI SOLUTIONS INC 144A 3.750000% 10/01/2029                            | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    930000 | PA      | $883567.70    | 0.32%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES RE LTD                                                                            | VICINITY CENTRES TRUST MTN 1.125000% 11/07/2029                          | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | DBT              | NUSS              | AU        |    257000 | PA      | $284764.65    | 0.10%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                                                     | VIDEOTRON LTD 144A 5.700000% 01/15/2035                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | NUSS              | CA        |     61000 | PA      | $63059.12     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                      | VISTRA OPERATIONS CO LLC 144A 5.700000% 12/30/2034                       | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    231000 | PA      | $239391.77    | 0.09%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                                                | VONTIER CORP 2.400000% 04/01/2028                                        | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    460000 | PA      | $444179.55    | 0.16%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                        | WAYFAIR LLC 144A 7.750000% 09/15/2030                                    | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    243000 | PA      | $255541.26    | 0.09%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                    | WEIR GROUP INC 144A 5.350000% 05/06/2030                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | GB        |    524000 | PA      | $542511.96    | 0.20%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corporation                                                            | WESTERN AUST TREAS CORP 4.500000% 07/21/2032                             | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |    238000 | PA      | $167434.50    | 0.06%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                         | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 4.500000% 09/15/2027      | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    529000 | PA      | $526736.89    | 0.19%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                         | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415180.40    | 0.15%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC.                                                                                         | XYLEM INC/NY 1.950000% 01/30/2028                                        | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $148711.20    | 0.05%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS, INC.                                                                                   | ZIFF DAVIS INC 144A 4.625000% 10/15/2030                                 | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    402000 | PA      | $361297.58    | 0.13%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** Symmetry Panoramic Trust

**Signature:** Andrew Metzger

**Name of Signer:** Andrew Metzger

**Title:** CFO