# EDGAR Filing Document

**Accession Number:** 0000883676
**File Stem:** 0001410368-26-051291
**Filing Date:** 2026-5
**Character Count:** 906836
**Document Hash:** 8209c81e5d595be41b09aa9d18def9f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051291.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06554
- **FILM NUMBER:** 261017835

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8355348448.07

**Total Liabilities:** $1671238648.46

**Net Assets:** $6684109799.61

**Cash Not Reported:** $137626704.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6978.94000000 | **1-Year:** -197504.69000000 | **5-Year:** -570089.92000000 | **10-Year:** -288370.24000000 | **30-Year:** -171281.68000000

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

- **3-Month:** -2159.13000000 | **1-Year:** -30405.17000000 | **5-Year:** -106587.38000000 | **10-Year:** -30377.34000000 | **30-Year:** -17833.77000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028113 | 0.43%                | 1.27%                | -2.26%               |
| Class ID C000028115 | 0.36%                | 1.35%                | -2.31%               |
| Class ID C000057411 | 0.45%                | 1.29%                | -2.24%               |
| Class ID C000057412 | 0.45%                | 1.43%                | -2.24%               |
| Class ID C000135460 | 0.45%                | 1.29%                | -2.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13717958.07             | $22189140.24                               |
| Month 2  | $3716724.92              | $52883339.75                               |
| Month 3  | $-12372473.54            | $-241995755.41                             |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $204375.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $204800.00    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      5410000 | PA      | $5406202.18   | 0.08%             | 2035-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAG3<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      6310000 | PA      | $6240400.70   | 0.09%             | 2035-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                              | AGL CLO 44 Ltd                                                                                                                               | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     11306975 | PA      | $11261747.10  | 0.17%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       240000 | PA      | $246060.00    | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $247827.50    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1761000 | PA      | $1791970.81   | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       173000 | PA      | $169416.77    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8458000 | PA      | $8392126.47   | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                       | Abbott Laboratories                                                                                                                          | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |        59000 | PA      | $57643.14     | 0.00%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                       | Abbott Laboratories                                                                                                                          | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |        59000 | PA      | $57224.44     | 0.00%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                                                                                   | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        59000 | PA      | $58592.42     | 0.00%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                                                                                   | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       109000 | PA      | $106103.04    | 0.00%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $187504.00    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                        | Accelerated 2024-1 LLC                                                                                                                       | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4372211 | PA      | $4348679.72   | 0.07%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                      | Adnoc Murban Rsc Ltd                                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $171475.84    | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                 | Adobe Inc                                                                                                                                    | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       743000 | PA      | $686960.27    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |       686000 | PA      | $684578.78    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                  | Affiliated Managers Group Inc                                                                                                                | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57124.11     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                                                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4022000 | PA      | $4030568.07   | 0.06%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $184098.17    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       350000 | PA      | $260984.50    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18761130 | PA      | $18808032.83  | 0.28%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       461000 | PA      | $510223.05    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                     | Aldar Properties PJSC                                                                                                                        | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              |  | AE        |       250000 | PA      | $228902.50    | 0.00%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                                   | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2863000 | PA      | $3014212.09   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       430000 | PA      | $388960.80    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $205608.48    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                   | Allegany Park CLO Ltd                                                                                                                        | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      4950000 | PA      | $4943060.10   | 0.07%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     27401580 | NS      | $27401580.39  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40772275 | PA      | $32769121.84  | 0.49%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64938000 | PA      | $54588506.25  | 0.82%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31698265 | PA      | $31243841.84  | 0.47%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31149064 | PA      | $31279257.74  | 0.47%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24604792 | PA      | $25071899.21  | 0.38%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9792659 | PA      | $10127752.04  | 0.15%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1627000 | PA      | $1696589.67   | 0.03%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      4136000 | PA      | $4163577.15   | 0.06%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                             | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1158319 | PA      | $1165789.55   | 0.02%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                             | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1732444 | PA      | $1758345.20   | 0.03%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       501000 | PA      | $472795.54    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1148000 | PA      | $1057593.50   | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       119000 | PA      | $115102.73    | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7096000 | PA      | $6871747.24   | 0.10%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57257.08     | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57535.49     | 0.00%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       309000 | PA      | $307770.35    | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-24CB                                                                                                             | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      1159615 | PA      | $559632.63    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108439 | PA      | $48376.72     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       405088 | PA      | $180717.23    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-15CB                                                                                                             | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       231454 | PA      | $126617.37    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       104000 | PA      | $104440.04    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       670000 | PA      | $649501.01    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       746000 | PA      | $654620.89    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       500000 | PA      | $512044.24    | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       843000 | PA      | $656133.24    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       673000 | PA      | $366733.43    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       153000 | PA      | $94644.40     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       885000 | PA      | $657793.04    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56794.51     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       695000 | PA      | $664107.13    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       448000 | PA      | $422352.95    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3497000 | PA      | $3475697.08   | 0.05%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                          | Ambipar Lux Sarl                                                                                                                             | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      6320000 | PA      | $859393.60    | 0.01%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| HESS CORP                                                 | Hess Corp                                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       233000 | PA      | $265552.73    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $210300.00    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       119000 | PA      | $125815.24    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       533000 | PA      | $526290.47    | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |        58000 | PA      | $55959.52     | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | American Homes 4 Rent LP                                                                                                                     | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |       394000 | PA      | $391983.72    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | American Homes 4 Rent LP                                                                                                                     | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |       220000 | PA      | $222012.76    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | American Homes 4 Rent LP                                                                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |       624000 | PA      | $625996.91    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                      | American National Global Funding                                                                                                             | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $57537.46     | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       725000 | PA      | $675886.14    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        63000 | PA      | $57449.75     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       625000 | PA      | $627407.69    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56937.90     | 0.00%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57192.13     | 0.00%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XII LLC                                                                                                   | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |       798273 | PA      | $803013.36    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-9                                                                                                              | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |      3630846 | PA      | $3620836.83   | 0.05%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $292220.27    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $289083.67    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $205307.63    | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     18871000 | PA      | $18582685.84  | 0.28%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       373000 | PA      | $364833.59    | 0.01%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                              | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      3443592 | PA      | $3469084.10   | 0.05%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                              | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      6403939 | PA      | $6424926.52   | 0.10%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-10                                                                                                             | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |      5730343 | PA      | $5694763.21   | 0.09%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       208000 | PA      | $198569.28    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      1126000 | PA      | $1078145.00   | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                                                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       746000 | PA      | $672613.18    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                                                                             | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       703000 | PA      | $633852.41    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       303000 | PA      | $302035.14    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      5698406 | PA      | $5706024.53   | 0.09%             | 2033-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       980000 | PA      | $979179.74    | 0.01%             | 2033-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXV                                                                                                                              | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      5030000 | PA      | $5030015.09   | 0.08%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       386000 | PA      | $358337.33    | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |        68000 | PA      | $65913.41     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       374000 | PA      | $374256.87    | 0.01%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                  | Apollo Debt Solutions BDC                                                                                                                    | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57299.24     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $649894.80    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       610000 | PA      | $352811.57    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                           | APL Finance 2023-1 DAC                                                                                                                       | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      3916737 | PA      | $3913811.20   | 0.06%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       661000 | PA      | $665826.38    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       160000 | PA      | $160884.28    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        54000 | PA      | $53045.42     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $55262.52     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $53824.45     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                                                                                      | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       379000 | PA      | $372461.61    | 0.01%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      3387000 | PA      | $2957024.25   | 0.04%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       319000 | PA      | $322204.82    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10192000 | PA      | $10201383.06  | 0.15%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      6188000 | PA      | $6197999.87   | 0.09%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1461867.88   | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       633000 | PA      | $581380.96    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5101966.50   | 0.08%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2025-ASHF                                                                                                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17283000 | PA      | $17295561.28  | 0.26%             | 2042-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-2CON                                                                                                           | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8950000 | PA      | $8987729.62   | 0.13%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57912.95     | 0.00%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57857.62     | 0.00%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57578.29     | 0.00%             | 2031-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57315.61     | 0.00%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       297000 | PA      | $305814.82    | 0.00%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     15435000 | PA      | $15193877.98  | 0.23%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       533000 | PA      | $517707.13    | 0.01%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       351000 | PA      | $309721.07    | 0.00%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-DELC                                                                                                                           | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3085185 | PA      | $3087780.26   | 0.05%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2359583 | PA      | $2361795.26   | 0.04%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-VOLT                                                                                                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11772000 | PA      | $11735212.50  | 0.18%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                                     | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11714000 | PA      | $11721321.25  | 0.18%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |       320000 | PA      | $287529.60    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                          | Bain Capital Credit CLO 2020-1 Ltd                                                                                                           | CUSIP: 05684DBA0<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |      5856836 | PA      | $5839939.03   | 0.09%             | 2033-04-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                                    | Baiterek National Investment Holding JSC                                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |       290000 | PA      | $290652.50    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                                    | Baiterek National Investment Holding JSC                                                                                                     | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      3514000 | PA      | $3428328.68   | 0.05%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                    | Baker Hughes Holdings LLC                                                                                                                    | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       717000 | PA      | $686531.14    | 0.01%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                      | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       163000 | PA      | $163216.38    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                      | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4685000 | PA      | $4624703.82   | 0.07%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $225459.17    | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      8800000 | PA      | $8540167.33   | 0.13%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $597996.05    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      8600000 | PA      | $8560498.39   | 0.13%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $861799.04    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $202108.97    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $208544.38    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                   | Banco Internacional del Peru SAA Interbank                                                                                                   | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |       350000 | PA      | $343143.50    | 0.01%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $718617.97    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                                                                               | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |       510000 | PA      | $502843.02    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                     | Banco Santander Chile                                                                                                                        | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |       300000 | PA      | $296430.00    | 0.00%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |       340000 | PA      | $346253.82    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       497000 | PA      | $493036.43    | 0.01%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $555068.62    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       930000 | PA      | $969016.75    | 0.01%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       265000 | PA      | $267650.00    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       415000 | PA      | $408360.00    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      3110000 | PA      | $3190650.14   | 0.05%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      3515000 | PA      | $3121133.21   | 0.05%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |        55000 | PA      | $54724.51     | 0.00%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                                                             | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       266000 | PA      | $264851.76    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                                                             | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       270000 | PA      | $282761.75    | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      9800000 | PA      | $9378751.21   | 0.14%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       561000 | PA      | $560559.94    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       299000 | PA      | $301545.07    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $358211.61    | 0.01%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       612000 | PA      | $614069.66    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4978000 | PA      | $5212252.04   | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       488000 | PA      | $489504.04    | 0.01%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       397000 | PA      | $400078.40    | 0.01%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                           | Barings BDC Inc                                                                                                                              | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |        57000 | PA      | $55703.17     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       811000 | PA      | $678532.49    | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       239000 | PA      | $233539.79    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       800000 | PA      | $673827.58    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10096000 | PA      | $7876924.31   | 0.12%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                           | Benefit Street Partners CLO 48 Ltd                                                                                                           | CUSIP: 08187TAC8<br>LEI: 2549006BTXPGNT2KUY61 | Long             | ABS-CBDO         | CORP              | KY        |      6691714 | PA      | $6684834.92   | 0.10%             | 2039-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | BERKSHIRE HATHAWAY INC /JPY/ REGD                                                                                                            | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $623883.43    | 0.01%             | 2028-11-29      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-1CON                                                                                                           | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3564219 | PA      | $3545764.38   | 0.05%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-B                                                                                                              | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       887271 | PA      | $917383.24    | 0.01%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10499000 | PA      | $10495763.68  | 0.16%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                                                                                   | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       337000 | PA      | $303577.73    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                                                                                   | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       517000 | PA      | $471922.39    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                                                                                   | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       645000 | PA      | $669571.55    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                                               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131913.18    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       682000 | PA      | $672030.53    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       545000 | PA      | $541545.48    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |        59000 | PA      | $57825.48     | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       124000 | PA      | $119727.72    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                                         | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       427000 | PA      | $412007.01    | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       673000 | PA      | $665616.32    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       710000 | PA      | $668725.80    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       995000 | PA      | $997675.50    | 0.01%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                    | Boardwalk Pipelines LP                                                                                                                       | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       665000 | PA      | $668115.17    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                          | BOF VII AL Funding Trust I                                                                                                                   | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1780772 | PA      | $1807476.51   | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                        | Boston Gas Co                                                                                                                                | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       415000 | PA      | $394114.14    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3142000 | PA      | $1890572.82   | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |      1703898 | PA      | $1708918.45   | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM7                                                                                                    | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |      2712009 | PA      | $2719179.72   | 0.04%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                  | Brighthouse Financial Inc                                                                                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       247000 | PA      | $245798.19    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8773.43      | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       705000 | PA      | $580781.38    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       785000 | PA      | $663639.49    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       684000 | PA      | $658505.14    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                  | Broadridge Financial Solutions Inc                                                                                                           | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       758000 | PA      | $674786.37    | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       377000 | PA      | $364825.41    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       278000 | PA      | $274835.98    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       251000 | PA      | $248914.37    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $130494.78    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $54821.17     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co/The                                                                                                                    | CUSIP: 114259AZ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54467.95     | 0.00%             | 2036-03-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       198268 | PA      | $207459.62    | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                                                                                       | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55281.68     | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                                                                                       | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55232.21     | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-GW                                                                                                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5057000 | PA      | $5056993.93   | 0.08%             | 2042-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2026-CSMO                                                                                                       | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10260000 | PA      | $10256806.06  | 0.15%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        51000 | PA      | $31633.40     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       417000 | PA      | $249076.02    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        97000 | PA      | $92668.36     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       656000 | PA      | $682939.11    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       643000 | PA      | $658344.60    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |        82000 | PA      | $80990.93     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                                   | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $415130.96    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2024-1                                                                                                                 | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3011297 | PA      | $3031935.79   | 0.05%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                                 | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1283000 | PA      | $1289595.52   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-3                                                                                                       | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       761179 | PA      | $321408.00    | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                                                                                   | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       664000 | PA      | $664198.01    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2012-CCRE3 Mortgage Trust                                                                                                               | CUSIP: 12624PAS4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      2322000 | PA      | $1927027.80   | 0.03%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                  | CSX Corp                                                                                                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       776000 | PA      | $673678.11    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       636000 | PA      | $641974.31    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7578000 | PA      | $7798973.27   | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-J1                                                                                                               | CUSIP: 12668BKH5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       530005 | PA      | $348594.59    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-10 Mortgage Loan Trust                                                                                                             | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |      4965605 | PA      | $4947119.85   | 0.07%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       673000 | PA      | $684553.79    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $217557.94    | 0.00%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       514000 | PA      | $513876.72    | 0.01%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                                | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |      3210000 | PA      | $3238919.85   | 0.05%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     43338000 | PA      | $24955040.69  | 0.37%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    192922000 | PA      | $137288566.54 | 2.05%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    134756000 | PA      | $95655107.59  | 1.43%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    289608000 | PA      | $205027351.76 | 3.07%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     37285000 | PA      | $27057742.73  | 0.40%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9605000 | PA      | $7236781.30   | 0.11%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                                                                                           | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1280000 | PA      | $922868.53    | 0.01%             | 2028-12-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                                                                                 | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       355000 | PA      | $209144.04    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       634000 | PA      | $666970.24    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139190.68    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       544000 | PA      | $552803.28    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       289000 | PA      | $284584.44    | 0.00%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3928557 | PA      | $3930702.38   | 0.06%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5997000 | PA      | $5986562.82   | 0.09%             | 2029-08-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       686000 | PA      | $678009.20    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                                                                              | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       459000 | PA      | $396255.12    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                                                                              | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       718000 | PA      | $673551.45    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                                                                              | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       564000 | PA      | $502575.38    | 0.01%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       322000 | PA      | $291041.69    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       790000 | PA      | $662311.64    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       782000 | PA      | $654314.54    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29138.70     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       319000 | PA      | $318224.65    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       204000 | PA      | $199951.10    | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       710000 | PA      | $653989.31    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       379000 | PA      | $316800.85    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                   | Chenango Park CLO Ltd                                                                                                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1561499 | PA      | $1562548.33   | 0.02%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                                                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      1507000 | PA      | $1490363.76   | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       378400 | PA      | $390332.50    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       234601 | PA      | $235893.85    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       650000 | PA      | $466050.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       825000 | PA      | $623700.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       265000 | PA      | $250425.00    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       180031 | PA      | $163398.52    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       415000 | PA      | $383164.23    | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       144000 | PA      | $142502.94    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7121000 | PA      | $7011488.85   | 0.10%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       674000 | PA      | $675288.02    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1176307.77   | 0.02%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       282000 | PA      | $285573.75    | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10677000 | PA      | $10825694.20  | 0.16%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       402000 | PA      | $410811.18    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                       | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        93118 | PA      | $81000.52     | 0.00%             | 2037-03-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       604000 | PA      | $625566.52    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       374000 | PA      | $384556.19    | 0.01%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                                       | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      3456000 | PA      | $2546164.71   | 0.04%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-43265.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3878925 | PA      | $3887463.21   | 0.06%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       261000 | PA      | $261577.70    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |            1 | NC      | $243288.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                                        | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10031434 | PA      | $9944160.52   | 0.15%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       367000 | PA      | $372109.75    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3609000 | PA      | $3778803.45   | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                       | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2026000 | PA      | $1980415.00   | 0.03%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                  | Colonial Enterprises Inc                                                                                                                     | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208000 | PA      | $207858.50    | 0.00%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                              | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |      4438815 | PA      | $4454917.91   | 0.07%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-8 Mortgage Loan Trust                                                                                                              | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      4785506 | PA      | $4799688.01   | 0.07%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $183761.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-6592.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       820000 | PA      | $594705.83    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       337000 | PA      | $275274.94    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       390000 | PA      | $387172.50    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       510000 | PA      | $491512.50    | 0.01%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       481000 | PA      | $460843.87    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      6313000 | PA      | $6329615.44   | 0.09%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      3816000 | PA      | $3762270.87   | 0.06%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2640000 | PA      | $2471610.77   | 0.04%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                    | Cia Cervecerias Unidas SA                                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $178426.00    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753AAA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      1202000 | PA      | $1258459.26   | 0.02%             | 2043-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753CAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      6552192 | PA      | $6539875.68   | 0.10%             | 2045-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      1097284 | PA      | $1096609.27   | 0.02%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      3648228 | PA      | $3716327.26   | 0.06%             | 2043-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754RAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       378616 | PA      | $379613.38    | 0.01%             | 2041-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2522239 | PA      | $2519973.14   | 0.04%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      1624605 | PA      | $1628215.25   | 0.02%             | 2045-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      5846370 | PA      | $5816572.71   | 0.09%             | 2045-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      7013271 | PA      | $6991079.00   | 0.10%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2345492 | PA      | $2343225.30   | 0.04%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2517427 | PA      | $2531820.73   | 0.04%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       210000 | PA      | $151238.20    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       393000 | PA      | $396620.46    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       773000 | PA      | $736643.44    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                    | Constellation Software Inc/Canada                                                                                                            | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |        83000 | PA      | $83357.62     | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                    | Constellation Software Inc/Canada                                                                                                            | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |       672000 | PA      | $658452.74    | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       204000 | PA      | $202453.23    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     14445000 | PA      | $12618298.59  | 0.19%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       211000 | PA      | $208299.20    | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       626000 | PA      | $640629.62    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $242057.75    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                                                                             | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       230000 | PA      | $237161.49    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77473964 | PA      | $66511227.65  | 1.00%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121728609 | PA      | $108554286.83 | 1.62%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34249875 | PA      | $31386801.22  | 0.47%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17468365 | PA      | $16343155.99  | 0.24%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72402683 | PA      | $69829911.58  | 1.04%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161099543 | PA      | $159411171.46 | 2.38%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217833666 | PA      | $219038307.96 | 3.28%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33278140 | PA      | $33826710.17  | 0.51%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT /EUR/ REGD 144A P/P                 | COSTA RICA GOVERNMENT /EUR/ REGD 144A P/P                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |      7750000 | PA      | $9125165.72   | 0.14%             | 2030-11-21      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       296000 | PA      | $269189.83    | 0.00%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       791000 | PA      | $669576.14    | 0.01%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       230000 | PA      | $200224.23    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6778000 | PA      | $6853761.23   | 0.10%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      5556000 | PA      | $5442262.90   | 0.08%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       266000 | PA      | $262200.57    | 0.00%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       403000 | PA      | $393932.76    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2613000 | PA      | $2554385.42   | 0.04%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H7 Mortgage Trust                                                                                                                 | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5297498 | PA      | $5262438.46   | 0.08%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5353247 | PA      | $5377382.56   | 0.08%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                    | Crossroads Asset Trust 2024-A                                                                                                                | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3281369 | PA      | $3310668.91   | 0.05%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                                                                                    | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       306000 | PA      | $288157.48    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       246000 | PA      | $248267.95    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                                      | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1329000 | PA      | $1344838.07   | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       371000 | PA      | $371705.48    | 0.01%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       628000 | PA      | $632806.42    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      9644000 | PA      | $8936746.46   | 0.13%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $213842.62    | 0.00%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $157415.63    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       225000 | PA      | $227109.38    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2987000 | PA      | $2712887.79   | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2521000 | PA      | $2481210.96   | 0.04%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2025-2 LLC                                                                                                                          | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6400000 | PA      | $6372201.60   | 0.10%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       618943 | PA      | $621174.13    | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-2 LLC                                                                                                                          | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       346173 | PA      | $347001.23    | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        78000 | PA      | $89394.25     | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                       | Dollar General Corp                                                                                                                          | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       416000 | PA      | $396264.99    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                                                                                | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       231000 | PA      | $173687.56    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       617000 | PA      | $667371.53    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       435000 | PA      | $374502.09    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        67000 | PA      | $68355.81     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                     | DuPont de Nemours Inc                                                                                                                        | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       745000 | PA      | $687608.55    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 113 CLO Ltd                                                                                                                           | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     21165000 | PA      | $21137697.15  | 0.32%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       397000 | PA      | $403909.94    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                                                                                      | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |       216000 | PA      | $212692.94    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4109000 | PA      | $3161550.61   | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       251000 | PA      | $249571.76    | 0.00%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       280000 | PA      | $247291.91    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       199000 | PA      | $193812.50    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       296000 | PA      | $300311.03    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2279000 | PA      | $2272445.48   | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       260000 | PA      | $283067.68    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     14545000 | PA      | $14581362.50  | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       363000 | PA      | $363217.80    | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2331000 | PA      | $2460020.85   | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4781000 | PA      | $4840045.35   | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       218000 | PA      | $219793.00    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       247000 | PA      | $248844.83    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        59000 | PA      | $57614.23     | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                    | El Puerto de Liverpool SAB de CV                                                                                                             | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $204408.00    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                        | Elmwood CLO 15 Ltd                                                                                                                           | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4900000 | PA      | $4899867.70   | 0.07%             | 2035-04-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                      | Emera US Finance LLC                                                                                                                         | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $54915.30     | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                      | Emera US Finance LLC                                                                                                                         | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $54712.65     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $282422.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $58221.63     | 0.00%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $58550.15     | 0.00%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                  | Enbridge Energy Partners LP                                                                                                                  | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |       579000 | PA      | $661644.94    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     16978000 | PA      | $13448950.92  | 0.20%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       303000 | PA      | $306300.27    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1147000 | PA      | $1136690.26   | 0.02%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       702000 | PA      | $665063.07    | 0.01%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       494000 | PA      | $489534.02    | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       698000 | PA      | $648544.79    | 0.01%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                          | Enstar Group Ltd                                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       444000 | PA      | $392169.34    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                                                                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       319000 | PA      | $314344.13    | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                                                                                        | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       325000 | PA      | $312439.88    | 0.00%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                                                                                      | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59039.41     | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        96000 | PA      | $95145.35     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       692000 | PA      | $683824.93    | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        66000 | PA      | $66353.39     | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                          | Essential Properties LP                                                                                                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       260000 | PA      | $234341.65    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $2315.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |            1 | NC      | $54582.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       642000 | PA      | $588802.58    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       558000 | PA      | $558623.22    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       568000 | PA      | $577584.20    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      1737000 | PA      | $1714677.67   | 0.03%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        48000 | PA      | $47347.32     | 0.00%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                    | Export-Import Bank of India                                                                                                                  | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |       271000 | PA      | $266136.91    | 0.00%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2026-HE1                                                                                                                         | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6991588 | PA      | $6923139.33   | 0.10%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       739000 | PA      | $675415.28    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       136000 | PA      | $129549.46    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        61000 | PA      | $47934.74     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1601000 | PA      | $1238957.08   | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       382000 | PA      | $356389.83    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       700000 | PA      | $649634.41    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       406000 | PA      | $364648.60    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       291000 | PA      | $275568.23    | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     13146000 | PA      | $12192090.35  | 0.18%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                                                                                           | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56839.77     | 0.00%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                   | FIP Master Funding LLC                                                                                                                       | CUSIP: 30332YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3315172 | PA      | $3279440.04   | 0.05%             | 2055-10-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3888 | PA      | $3993.69      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140GSRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102338 | PA      | $95162.36     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H1DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6253 | PA      | $5814.59      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H2YB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7397 | PA      | $6878.41      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H5LT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5364 | PA      | $4986.36      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H7Z91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4655 | PA      | $4327.03      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HBJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       113679 | PA      | $105672.35    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HFJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6167 | PA      | $5732.57      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HJTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11020 | PA      | $10233.76     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3870 | PA      | $3597.07      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2939049 | PA      | $2737563.42   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          248 | PA      | $254.50       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2218 | PA      | $2280.40      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2778 | PA      | $2853.39      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1209 | PA      | $1245.07      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9020 | PA      | $8392.81      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14999 | PA      | $13946.96     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                  | Fedex Freight Holding Co Inc                                                                                                                 | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57299.40     | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                  | Fedex Freight Holding Co Inc                                                                                                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56985.55     | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                      | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       305000 | PA      | $287156.81    | 0.00%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                                                   | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       115000 | PA      | $114664.73    | 0.00%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      1990000 | PA      | $2693199.50   | 0.04%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                                                                                                             | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56058.34     | 0.00%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities             | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                 | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       527228 | PA      | $114686.13    | 0.00%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |        74000 | PA      | $98414.95     | 0.00%             | 2027-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                  | FirstEnergy Pennsylvania Electric Co                                                                                                         | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $57792.27     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $122188.74    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      1928000 | PA      | $1774503.82   | 0.03%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      4802000 | PA      | $5031756.01   | 0.08%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                                                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |       207000 | PA      | $197479.07    | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       414000 | PA      | $408167.90    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     39050000 | PA      | $5949071.74   | 0.09%             | 2054-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     62000000 | PA      | $9271667.40   | 0.14%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                                                                              | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     12312000 | PA      | $9233992.65   | 0.14%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4309000 | PA      | $4546571.41   | 0.07%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206036.62    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       536000 | PA      | $515138.33    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       511000 | PA      | $504665.72    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4332000 | PA      | $4252255.59   | 0.06%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1075349.63   | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN             | NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     34880000 | PA      | $5103223.97   | 0.08%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2882000 | PA      | $3693472.06   | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA /EUR/ REGD V/R EMTN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       189000 | PA      | $191655.60    | 0.00%             | 2042-07-10      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG /EUR/ REGD V/R REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $240466.52    | 0.00%             | 2030-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN               | HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       706000 | PA      | $852082.26    | 0.01%             | 2032-03-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       300000 | PA      | $360083.56    | 0.01%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS /GBP/ REGD V/R REG S EMTN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $404944.57    | 0.01%             | 2029-08-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                                                                                    | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       572000 | PA      | $676012.09    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                                      | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $6127149.00   | 0.09%             | 2043-06-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      1352945 | PA      | $1352941.96   | 0.02%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     11544233 | PA      | $11555020.26  | 0.17%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |        72114 | PA      | $72047.55     | 0.00%             | 2041-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     13277107 | PA      | $13310145.75  | 0.20%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      6918995 | PA      | $6966597.69   | 0.10%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                                                      | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |      7608857 | PA      | $7680038.84   | 0.11%             | 2043-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      7078829 | PA      | $7142808.42   | 0.11%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      2663982 | PA      | $2764534.53   | 0.04%             | 2043-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                      | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      4004122 | PA      | $4120481.79   | 0.06%             | 2042-04-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      1723245 | PA      | $1723779.69   | 0.03%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      2919006 | PA      | $2917411.72   | 0.04%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                      | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |      4193984 | PA      | $4192088.01   | 0.06%             | 2044-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      3373353 | PA      | $3367186.20   | 0.05%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                                      | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      2613064 | PA      | $2612859.42   | 0.04%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                                      | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      1544106 | PA      | $1544101.31   | 0.02%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       420000 | PA      | $412141.99    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | CHUBB INA HOLDINGS LLC /CNH/ REGD REG S SER .                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42100000 | PA      | $6037263.29   | 0.09%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | GZ MTR FIN BVI /CNH/ REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     13520000 | PA      | $1956593.38   | 0.03%             | 2028-08-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | CANADIAN IMPERIAL BANK /EUR/ REGD V/R REG S EMTN                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       497000 | PA      | $563522.43    | 0.01%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | REPUBLIC OF INDONESIA /CNH/ REGD                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     51550000 | PA      | $7361142.26   | 0.11%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          249 | NC      | $84163.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -342 | NC      | $-11546.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies LLC                                             | REV RC JEFFE 2.25% 2/07/28/EUR                                                                                                               | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -4937625 | PA      | $-5707153.76  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8322 | NC      | $-4425831.82  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US LONG BOND(CBT) JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          802 | NC      | $-2813265.64  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |            5 | NC      | $-10843.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US ULTRA BOND CBT JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -245 | NC      | $274406.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           13 | NC      | $7062.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -921 | NC      | $1242375.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FUTURE CONTRACT ON LONG GILT FUTURE JUN26 /GBP                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |           10 | NC      | $-21084.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | FUTURE CONTRACT ON CAN 10YR BOND FUT JUN26 /CAD                                                                                              | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |            5 | NC      | $-8626.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | FUTURE CONTRACT ON CAN 10YR BOND FUT JUN26 /CAD                                                                                              | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -1267 | NC      | $2195003.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | FUTURE CONTRACT ON CAN 5YR BOND FUT JUN26 /CAD                                                                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |           18 | NC      | $-17144.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE JUN26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           22 | NC      | $-21510.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE JUN26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1911 | NC      | $1669625.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN26 /EUR                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          218 | NC      | $-282189.21   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BTP FUTURE JUN26 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          534 | NC      | $-2240337.78  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE JUN26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          639 | NC      | $-1182550.12  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE JUN26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -54 | NC      | $86688.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-SCHATZ FUT JUN26 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -101 | NC      | $93017.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON AUST 10Y BOND FUT JUN26 /AUD                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         1589 | NC      | $-916900.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | FUTURE CONTRACT ON JPN 10Y BOND(OSE) JUN26 /JPY                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          148 | NC      | $-1429129.52  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON AUST 3YR BOND FUT JUN26 /AUD                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -262 | NC      | $41132.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                                                      | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       150000 | PA      | $144543.13    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                                         | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3826194 | PA      | $3841458.30   | 0.06%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29875216 | PA      | $29798708.72  | 0.45%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |       283000 | PA      | $287339.71    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      9361000 | PA      | $8852772.59   | 0.13%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |       401000 | PA      | $389989.40    | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       341000 | PA      | $378093.27    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | GWT 2024-WLF2                                                                                                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2316000 | PA      | $2315997.22   | 0.03%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                     | Haleon US Capital LLC                                                                                                                        | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |       420000 | PA      | $408452.19    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GSMS Trust 2026-DAWN                                                                                                                         | CUSIP: 36274LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5032989 | PA      | $5012518.32   | 0.07%             | 2043-04-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                            | Galaxy 36 CLO Ltd                                                                                                                            | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20050000 | PA      | $19997408.85  | 0.30%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       694000 | PA      | $682039.21    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       722000 | PA      | $677994.81    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                     | General Dynamics Corp                                                                                                                        | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       292000 | PA      | $283495.88    | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        93000 | PA      | $102810.73    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1074036.43   | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4741000 | PA      | $4852833.08   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2587000 | PA      | $2599408.80   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        74000 | PA      | $72895.05     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                                                                                       | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2944000 | PA      | $2178962.02   | 0.03%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       680000 | PA      | $677486.02    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                                                                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       689000 | PA      | $667785.66    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1178297.40   | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       663000 | PA      | $662618.35    | 0.01%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57975.55     | 0.00%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       149000 | PA      | $147618.94    | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2928000 | PA      | $2874020.94   | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3273000 | PA      | $3258824.34   | 0.05%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                                                       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       761000 | PA      | $667280.22    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68316.58     | 0.00%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50838.50     | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       676000 | PA      | $669814.65    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       620000 | PA      | $611452.63    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       679000 | PA      | $675016.38    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        64000 | PA      | $57497.32     | 0.00%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        32000 | PA      | $31735.91     | 0.00%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       644000 | PA      | $643720.60    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                     | Goldman Sachs BDC Inc                                                                                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56372.21     | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                  | Goldman Sachs Private Credit Corp                                                                                                            | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54371.82     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                  | Goldman Sachs Private Credit Corp                                                                                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57204.64     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                                                                                       | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |       200000 | PA      | $174750.00    | 0.00%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16019000 | PA      | $16013994.06  | 0.24%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-1762.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $5357.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      3493000 | PA      | $3672086.11   | 0.05%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       350000 | PA      | $280875.00    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       270000 | PA      | $167670.00    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                      | Grupo Energia Bogota SA ESP                                                                                                                  | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $217707.98    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4181000 | PA      | $4178386.88   | 0.06%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       128000 | PA      | $125862.27    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       489000 | PA      | $488368.99    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $225360.59    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       327000 | PA      | $315185.60    | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       636000 | PA      | $641005.19    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $104580.95    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $309565.40    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       656000 | PA      | $749789.93    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       319000 | PA      | $352005.71    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4783000 | PA      | $4898711.87   | 0.07%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       286000 | PA      | $289153.33    | 0.00%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $258088.07    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       419000 | PA      | $421138.53    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       522000 | PA      | $520923.98    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54744.72     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       598000 | PA      | $583266.38    | 0.01%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       634000 | PA      | $606406.74    | 0.01%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56357.86     | 0.00%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        58000 | PA      | $55641.44     | 0.00%             | 2031-04-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                                             | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1715993 | PA      | $1738660.90   | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                            | Halliburton Co                                                                                                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       624000 | PA      | $684667.16    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                            | Halliburton Co                                                                                                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |        51000 | PA      | $59623.96     | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                            | Halliburton Co                                                                                                                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |        16000 | PA      | $13986.97     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                            | Halliburton Co                                                                                                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       752000 | PA      | $666707.42    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDN                                   | Hanwha Energy USA Holdings Corp                                                                                                              | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250213.10    | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | Harbour Energy PLC                                                                                                                           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |       149000 | PA      | $152401.82    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                  | Hartford Insurance Group Inc/The                                                                                                             | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       331000 | PA      | $316351.70    | 0.00%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                                                                                   | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      2876000 | PA      | $2843053.72   | 0.04%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                                 | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8158000 | PA      | $8152901.25   | 0.12%             | 2042-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                                                                                  | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       698000 | PA      | $687203.77    | 0.01%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      8260000 | PA      | $8307286.60   | 0.12%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58005.52     | 0.00%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57916.41     | 0.00%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                                                                                          | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |        98000 | PA      | $95765.87     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3279000 | PA      | $3310802.07   | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2025-1                                                                                                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       687490 | PA      | $689593.97    | 0.01%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited           | HOMES 2025-AFC4 Trust                                                                                                                        | CUSIP: 43762DAC3<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      6729353 | PA      | $6715040.04   | 0.10%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                   | Honeywell Aerospace Inc                                                                                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       215000 | PA      | $212415.51    | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                   | Honeywell Aerospace Inc                                                                                                                      | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       215000 | PA      | $213131.33    | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                                                                                     | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |       532000 | PA      | $525605.51    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                                                                                         | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57332.58     | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                                                                                         | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57204.25     | 0.00%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $255745.00    | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                  | Huntington National Bank/The                                                                                                                 | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250077.13    | 0.00%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6331000 | PA      | $6462407.82   | 0.10%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        59000 | PA      | $60942.67     | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       147000 | PA      | $153598.16    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $4186866.31   | 0.06%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       167000 | PA      | $167716.62    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4746000 | PA      | $4668831.37   | 0.07%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       297000 | PA      | $293816.07    | 0.00%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       300000 | PA      | $290194.27    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                                                                                 | CUSIP: 44920UAV0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       320000 | PA      | $325065.60    | 0.00%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                               | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8465000 | PA      | $8529543.09   | 0.13%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1599000 | PA      | $1595617.24   | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       235000 | PA      | $190281.85    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       258000 | PA      | $161250.00    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1030000 | PA      | $896615.00    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       887000 | PA      | $532927.34    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $185000.00    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       750000 | PA      | $589380.00    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       214000 | PA      | $212975.10    | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       318000 | PA      | $315804.71    | 0.00%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       375000 | PA      | $371133.68    | 0.01%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                                   | Invesco CLO 2021-1 Ltd                                                                                                                       | CUSIP: 46090XAA9<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5494274.50   | 0.08%             | 2034-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198593.83    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      9930000 | PA      | $9319744.10   | 0.14%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       473000 | PA      | $545025.19    | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                | Intuit Inc                                                                                                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       316000 | PA      | $290641.77    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                           | Invesco CLO 2021-2 Ltd                                                                                                                       | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |      4439295 | PA      | $4435086.55   | 0.07%             | 2034-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                                                                                            | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       661000 | PA      | $664198.14    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                                                                                            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       265000 | PA      | $265013.30    | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |        65000 | PA      | $64910.58     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       235000 | PA      | $231204.69    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       699000 | PA      | $681335.33    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       720000 | PA      | $710839.98    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1048000 | PA      | $1057269.37   | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       668000 | PA      | $672556.65    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES7                                                                                                    | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      6416646 | PA      | $6386620.87   | 0.10%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       240000 | PA      | $245025.00    | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $306582.99    | 0.00%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                                         | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3014828 | PA      | $2999754.36   | 0.04%             | 2038-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                             | KSA Sukuk Ltd                                                                                                                                | CUSIP: 48266XAF2<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |       405000 | PA      | $409559.28    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                      | Kallpa Generacion SA                                                                                                                         | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       330000 | PA      | $337467.90    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                                                                                     | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       760000 | PA      | $743971.60    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       383000 | PA      | $387024.83    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $15703.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $1385.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $20946.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       410000 | PA      | $370640.00    | 0.01%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                      | KSA Ijarah Sukuk Ltd                                                                                                                         | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |      1020000 | PA      | $991730.55    | 0.01%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                  | LKQ Corp                                                                                                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |       384000 | PA      | $390875.27    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       490000 | PA      | $494081.70    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $495687.50    | 0.01%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                          | Lseg US Fin Corp                                                                                                                             | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |       230000 | PA      | $228321.79    | 0.00%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                          | Lseg US Fin Corp                                                                                                                             | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |       288000 | PA      | $284468.18    | 0.00%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                  | Fashion Show Mall LLC                                                                                                                        | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8991570 | PA      | $9045579.66   | 0.14%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       410000 | PA      | $395557.93    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       281000 | PA      | $284709.69    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                 | Lear Corp                                                                                                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |       686000 | PA      | $679702.59    | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                                                                                | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1599000 | PA      | $1601698.30   | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8767.54      | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       893000 | PA      | $802257.72    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       734000 | PA      | $669258.02    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       645000 | PA      | $631174.50    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        44000 | PA      | $43233.40     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                                                                             | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |        77000 | PA      | $76179.08     | 0.00%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       202000 | PA      | $205269.90    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $283015.35    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206398.97    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                               | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3182000 | PA      | $2580378.84   | 0.04%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                                                                                         | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       382000 | PA      | $384301.09    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       734000 | PA      | $689815.26    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                          | Sekisui House US Inc                                                                                                                         | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5527000 | PA      | $5042790.86   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10542000 | PA      | $10394455.85  | 0.16%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                       | MSD Investment Corp                                                                                                                          | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56214.80     | 0.00%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                         | Ma'aden Sukuk Ltd                                                                                                                            | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       262000 | PA      | $261578.81    | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      4261000 | PA      | $4147586.80   | 0.06%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                                                                                           | CUSIP: 55608PCB8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |        57000 | PA      | $57234.60     | 0.00%             | 2029-03-29      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Commercial Mortgage Trust 2025-11MD                                                                                                      | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8900000 | PA      | $8859448.04   | 0.13%             | 2042-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                                            | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      5995714 | PA      | $5981582.10   | 0.09%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4508000 | PA      | $5183874.62   | 0.08%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                              | Marcobre SAC                                                                                                                                 | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       204000 | PA      | $197553.60    | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       708000 | PA      | $675738.50    | 0.01%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       232000 | PA      | $234118.13    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       332000 | PA      | $315521.21    | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                   | Massachusetts Mutual Life Insurance Co                                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |       703000 | PA      | $438875.31    | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       391000 | PA      | $393367.39    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                                                                                      | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |       260000 | PA      | $252828.63    | 0.00%             | 2031-05-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                          | MercadoLibre Inc                                                                                                                             | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       350000 | PA      | $337781.23    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                                                                                      | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       432000 | PA      | $429939.14    | 0.01%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      1070433 | PA      | $1072708.21   | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        14000 | PA      | $12835.69     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       617000 | PA      | $555929.48    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       744000 | PA      | $666856.50    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       556000 | PA      | $552008.85    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56923.34     | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56871.27     | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56291.66     | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       214000 | PA      | $208101.95    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                                                                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       291000 | PA      | $376284.17    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                            | Microsoft Corp                                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       913000 | PA      | $509380.28    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $190394.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       693000 | PA      | $688516.53    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                                  | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                                                                         | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              |  | XX        |      3051000 | PA      | $3024303.75   | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                                                                                     | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       432000 | PA      | $388207.37    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       265000 | PA      | $266592.31    | 0.00%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       359000 | PA      | $357120.23    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       288000 | PA      | $284326.35    | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       678000 | PA      | $676090.10    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       637000 | PA      | $634875.32    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       675000 | PA      | $687382.50    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1231000 | PA      | $1249436.03   | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54627.92     | 0.00%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       242000 | PA      | $239483.04    | 0.00%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4088693 | PA      | $4103210.39   | 0.06%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                                                     | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2751793 | PA      | $2757416.72   | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                                                     | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4460027 | PA      | $4436779.89   | 0.07%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                               | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4663672 | PA      | $4699949.12   | 0.07%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                 | Mylan Inc                                                                                                                                    | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       368000 | PA      | $311346.47    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                 | Mylan Inc                                                                                                                                    | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       181000 | PA      | $179997.83    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                      | Utah Acquisition Sub Inc                                                                                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       393000 | PA      | $315760.96    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                            | NBK Tier 1 Ltd                                                                                                                               | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |       300000 | PA      | $293064.00    | 0.00%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2023-A LLC                                                                                                                      | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |       569179 | PA      | $570925.67    | 0.01%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       313000 | PA      | $284755.66    | 0.00%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                                                                            | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       260000 | PA      | $259145.77    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       698000 | PA      | $693053.54    | 0.01%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $291448.91    | 0.00%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10690017 | PA      | $10387670.26  | 0.16%             | 2036-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2022-JERI                                                                                       | CUSIP: 63875LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8113245 | PA      | $7234171.66   | 0.11%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       414000 | PA      | $376261.59    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4321000 | PA      | $4478839.17   | 0.07%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $297556.06    | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                                             | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      8191104 | PA      | $7270326.44   | 0.11%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                                                    | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18001584.00  | 0.27%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 63 Ltd                                                                                                    | CUSIP: 640981AL0<br>LEI: 254900DDWWKSKL7QS113 | Long             | ABS-CBDO         | CORP              | KY        |      4040416 | PA      | $4020541.19   | 0.06%             | 2039-04-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                                                                                          | CUSIP: 64105MAE1<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       151000 | PA      | $149959.70    | 0.00%             | 2031-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                                                                                          | CUSIP: 64105MAF8<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       151000 | PA      | $149501.48    | 0.00%             | 2033-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                                                                                          | CUSIP: 64105MAG6<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       151000 | PA      | $149957.62    | 0.00%             | 2036-03-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                                    | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      5063064 | PA      | $5049140.57   | 0.08%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                                                    | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      5005000 | PA      | $4998753.76   | 0.07%             | 2037-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 9 LTD                                    | NEW MOUNTAIN CLO 9 LTD SER CLO-9A CL B V/R REGD 144A P/P                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3995892.00   | 0.06%             | 2039-04-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                            | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |       152000 | PA      | $159401.54    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                    | Newmont Corp / Newcrest Finance Pty Ltd                                                                                                      | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       507000 | PA      | $521551.28    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                         | Nexa Resources SA                                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $239957.83    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       687000 | PA      | $671340.14    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       147000 | PA      | $148258.40    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |       390000 | PA      | $390253.50    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       195000 | PA      | $194235.79    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       128000 | PA      | $128271.91    | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28208.71     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       287000 | PA      | $281951.18    | 0.00%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3066172.76   | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      5328000 | PA      | $4869897.12   | 0.07%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1459519.02   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6237681 | PA      | $6464225.46   | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                   | North Haven Private Income Fund LLC                                                                                                          | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56501.61     | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                  | Northern States Power Co/MN                                                                                                                  | CUSIP: 665772DC0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       324000 | PA      | $314370.33    | 0.00%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       585000 | PA      | $512416.84    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       484000 | PA      | $443310.00    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       167000 | PA      | $165081.34    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       589000 | PA      | $588412.68    | 0.01%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       288000 | PA      | $287970.55    | 0.00%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57758.13     | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58095.02     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58370.12     | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                                  | CUSIP: 671026AY8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |     10815000 | PA      | $10678622.85  | 0.16%             | 2039-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11955523 | PA      | $11955523.00  | 0.18%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |      8547529 | PA      | $8573335.05   | 0.13%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-28L                                                                                                       | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3263000 | PA      | $3249207.95   | 0.05%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       137000 | PA      | $141886.48    | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       517000 | PA      | $503939.04    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                  | Oaktree Strategic Credit Fund                                                                                                                | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |        53000 | PA      | $51806.71     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                                          | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      3080825 | PA      | $3091428.07   | 0.05%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO 2026-49 Ltd                                                                                                                          | CUSIP: 67570WAC2<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      3961451 | PA      | $3955857.43   | 0.06%             | 2039-04-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                            | Ohio Edison Co                                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98000 | PA      | $99127.83     | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                           | Oklahoma Gas and Electric Co                                                                                                                 | CUSIP: 678858CA7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       267000 | PA      | $266856.70    | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                         | Omnicom Group Inc                                                                                                                            | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       549000 | PA      | $543301.45    | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                         | Omnicom Group Inc                                                                                                                            | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57353.73     | 0.00%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       165000 | PA      | $164856.35    | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54705.87     | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5208000 | PA      | $5096944.19   | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       688000 | PA      | $686298.14    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       668000 | PA      | $676465.92    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      8912000 | PA      | $8856045.03   | 0.13%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                         | ONEOK Partners LP                                                                                                                            | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      5550000 | PA      | $5973439.69   | 0.09%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       653000 | PA      | $670368.42    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        39000 | PA      | $28769.63     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       400000 | PA      | $264395.48    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       495000 | PA      | $483050.12    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       542000 | PA      | $532745.12    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       362000 | PA      | $223399.42    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       257000 | PA      | $244920.37    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       455000 | PA      | $429953.81    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       644000 | PA      | $644245.03    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        34000 | PA      | $33426.73     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       379000 | PA      | $317769.97    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       247000 | PA      | $204496.37    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       515000 | PA      | $490023.43    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       115000 | PA      | $96689.28     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        57000 | PA      | $47244.86     | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     10439000 | PA      | $10166281.13  | 0.15%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       568000 | PA      | $537840.39    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       380000 | PA      | $387125.00    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp II                                                                                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       480000 | PA      | $472410.81    | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                     | Blue Owl Capital Corp                                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       673000 | PA      | $665250.56    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                            | PECO Energy Co                                                                                                                               | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       209000 | PA      | $207025.58    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                                                                                           | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4293000 | PA      | $4306377.42   | 0.06%             | 2029-04-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       604000 | PA      | $666517.46    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       410000 | PA      | $285693.13    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       570000 | PA      | $500460.00    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       320000 | PA      | $319321.60    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       204000 | PA      | $203006.52    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1268725 | PA      | $1275137.32   | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2889000 | PA      | $2909501.70   | 0.04%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       281000 | PA      | $277674.59    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112515.40    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        26000 | PA      | $25830.04     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       429000 | PA      | $312364.14    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        69000 | PA      | $50285.46     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       356000 | PA      | $220551.91    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       429000 | PA      | $366985.31    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       942000 | PA      | $824606.85    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23301.92     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       216000 | PA      | $197372.04    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6572000 | PA      | $6218346.62   | 0.09%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54963.18     | 0.00%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2452000 | PA      | $2458773.43   | 0.04%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55151.50     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2893000 | PA      | $2915384.50   | 0.04%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                     | Palmer Square Clo 2026-1 Ltd                                                                                                                 | CUSIP: 69704JAA0<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |      5583000 | PA      | $5582709.68   | 0.08%             | 2039-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                     | Palmer Square Clo 2026-1 Ltd                                                                                                                 | CUSIP: 69704JAC6<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |      4007277 | PA      | $4004311.62   | 0.06%             | 2039-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       670000 | PA      | $658610.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       400000 | PA      | $259600.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $5278331.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $3735147.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2969678.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       402000 | PA      | $389658.70    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       680000 | PA      | $679886.87    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2026-1 LLC                                                                                                        | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3905000 | PA      | $3891645.68   | 0.06%             | 2033-07-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                                | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57323.70     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       105000 | PA      | $55728.75     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       660000 | PA      | $449460.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       120000 | PA      | $115560.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       205000 | PA      | $180845.88    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       460000 | PA      | $456182.00    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       500000 | PA      | $513470.00    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                                                                                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |        37000 | PA      | $34319.35     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                                                                                   | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54059.61     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        97000 | PA      | $105852.50    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       734000 | PA      | $649962.78    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33276.82     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       267000 | PA      | $278534.58    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       304000 | PA      | $302539.33    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1070000 | PA      | $913512.50    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $202613.80    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $189368.75    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      4898576 | PA      | $4890885.24   | 0.07%             | 2034-05-18      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YBA2<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      2285997 | PA      | $2281219.27   | 0.03%             | 2034-05-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                     | PK Alift Loan Funding 8 LP                                                                                                                   | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14312000 | PA      | $14129809.67  | 0.21%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                                | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       230000 | PA      | $238337.50    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       442000 | PA      | $441040.86    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       158000 | PA      | $145274.68    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                               | Polaris Inc                                                                                                                                  | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      4299000 | PA      | $4261251.13   | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                         | Ralph Lauren Corp                                                                                                                            | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |       564000 | PA      | $531345.36    | 0.01%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $203784.00    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                                                                             | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       348000 | PA      | $349977.68    | 0.01%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                       | Progress Energy Inc                                                                                                                          | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |       609000 | PA      | $686834.44    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                          | Progressive Corp/The                                                                                                                         | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55112.65     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       689000 | PA      | $671662.36    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       675000 | PA      | $667645.33    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       301000 | PA      | $306355.60    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       417000 | PA      | $415446.52    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5076000 | PA      | $5061297.01   | 0.08%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       267000 | PA      | $265742.59    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                                    | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     13226000 | PA      | $8956039.47   | 0.13%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2025-CES12                                                                                                               | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      9851398 | PA      | $9797892.19   | 0.15%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2026-CES2                                                                                                                | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |     11589164 | PA      | $11441809.43  | 0.17%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 14 Ltd                                                                                                                               | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4744817.75   | 0.07%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5085000 | PA      | $2827176.25   | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3880000 | PA      | $2129940.74   | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       600000 | PA      | $622340.29    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |        57000 | PA      | $56173.34     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                        | Regency Centers LP                                                                                                                           | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |        80000 | PA      | $78001.06     | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                    | Regatta XX Funding Ltd                                                                                                                       | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6150000 | PA      | $6134698.80   | 0.09%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                   | Reliance Industries Ltd                                                                                                                      | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $211233.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       220000 | PA      | $229845.00    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                                                                                 | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       594814 | PA      | $538901.48    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       303038 | PA      | $309401.80    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2005-QS14 Trust                                                                                                                  | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       345542 | PA      | $306809.68    | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9303000 | PA      | $11664897.77  | 0.17%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                    | Rockford Tower CLO 2018-2 Ltd                                                                                                                | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1411797 | PA      | $1412443.47   | 0.02%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       514000 | PA      | $513604.22    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       284000 | PA      | $282793.00    | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $33086.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       488000 | PA      | $489638.60    | 0.01%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                                                                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       707000 | PA      | $681169.96    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1506824 | PA      | $1510743.78   | 0.02%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                                                                                             | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       658000 | PA      | $565838.05    | 0.01%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                                                                                             | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       540000 | PA      | $472535.18    | 0.01%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                               | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       214000 | PA      | $211298.02    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-1 LLC                                                                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10770000 | PA      | $10970810.96  | 0.16%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                               | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1664000 | PA      | $1664000.00   | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                                       | STC Sukuk Co II Ltd                                                                                                                          | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $497987.38    | 0.01%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15630331 | PA      | $15422916.20  | 0.23%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                               | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      4140000 | PA      | $4186747.31   | 0.06%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |        80000 | PA      | $69778.69     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       678000 | PA      | $462260.16    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $685420.28    | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55015.69     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55102.62     | 0.00%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      9825000 | PA      | $9811668.75   | 0.15%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      9825000 | PA      | $9807588.43   | 0.15%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54833.58     | 0.00%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       306000 | PA      | $310699.66    | 0.00%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       404000 | PA      | $410899.39    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57828.99     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      9466000 | PA      | $9486875.28   | 0.14%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $6836.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $2378410.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                      | SandRidge Energy Inc                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         4459 | NS      | $72726.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       499000 | PA      | $481011.21    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       277000 | PA      | $260757.84    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       450000 | PA      | $406395.00    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      9670000 | PA      | $9971053.79   | 0.15%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2598000 | PA      | $2600768.56   | 0.04%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       423000 | PA      | $419065.01    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       163000 | PA      | $168678.12    | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       650000 | PA      | $671300.53    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                                          | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |      8913186 | PA      | $8814405.53   | 0.13%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     20702000 | PA      | $15874123.95  | 0.24%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                                      | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      3090000 | PA      | $3071771.84   | 0.05%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $201400.00    | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       242000 | PA      | $221672.00    | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       280000 | PA      | $254433.20    | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                   | Schlumberger Holdings Corp                                                                                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       539000 | PA      | $534703.95    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5465113.73   | 0.08%             | 2026-05-13      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                        | Scotiabank Peru SAA                                                                                                                          | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |       200000 | PA      | $203570.00    | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-1413.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      2411661 | PA      | $2429915.30   | 0.04%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                                                                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       797000 | PA      | $677476.37    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                                                                                         | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57000 | PA      | $56006.43     | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                                                                                         | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       380000 | PA      | $383547.16    | 0.01%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       760000 | PA      | $745354.80    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1694827 | PA      | $1708775.95   | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                                | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |       402000 | PA      | $395621.89    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                                                                                           | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |       305000 | PA      | $299155.65    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       681083 | PA      | $679895.93    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                             | J M Smucker Co/The                                                                                                                           | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       699000 | PA      | $687179.13    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       250000 | PA      | $263835.00    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       305000 | PA      | $297260.63    | 0.00%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       551000 | PA      | $552540.22    | 0.01%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       646000 | PA      | $673636.83    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       282000 | PA      | $283912.68    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     17497000 | PA      | $17832945.37  | 0.27%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       895000 | PA      | $903266.46    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       533000 | PA      | $514682.82    | 0.01%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-2 Trust                                                                                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3941000 | PA      | $3952510.08   | 0.06%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                               | Sotheby's Artfi Master Trust                                                                                                                 | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     12994000 | PA      | $12973780.04  | 0.19%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                               | Sotheby's Artfi Master Trust                                                                                                                 | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |       908000 | PA      | $905984.24    | 0.01%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $4330.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       330000 | PA      | $317927.56    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       291000 | PA      | $277584.47    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       353000 | PA      | $354619.88    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                                                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |       107000 | PA      | $105636.49    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                         | Fund of National Welfare Samruk-Kazyna JSC                                                                                                   | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |       473000 | PA      | $464736.69    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $7607531.76   | 0.11%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       580000 | PA      | $577632.72    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      7864000 | PA      | $7144938.96   | 0.11%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       279000 | PA      | $292187.66    | 0.00%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $215623.64    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       367000 | PA      | $369451.49    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $243265.45    | 0.00%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $316456.08    | 0.00%             | 2030-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $316978.51    | 0.00%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1402000 | PA      | $1387727.18   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       990000 | PA      | $934706.83    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       685000 | PA      | $686280.18    | 0.01%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                        | Steel Dynamics Inc                                                                                                                           | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       675000 | PA      | $680929.30    | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                                                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5305000 | PA      | $5326726.63   | 0.08%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       505000 | PA      | $523165.28    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      3789000 | PA      | $3724253.87   | 0.06%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                                                                            | CUSIP: 86721ZAN9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       474000 | PA      | $300913.84    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                                                                            | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       610000 | PA      | $667437.73    | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                              | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7580000 | PA      | $7733527.22   | 0.12%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                             | Sutter Health                                                                                                                                | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       189000 | PA      | $172286.19    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $262950.00    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                                                                                  | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      4660000 | PA      | $4673873.38   | 0.07%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                                                                            | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       213000 | PA      | $211242.66    | 0.00%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       669000 | PA      | $670639.79    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       463000 | PA      | $472250.16    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      6358000 | PA      | $6464856.17   | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       299000 | PA      | $301362.09    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       227000 | PA      | $220055.28    | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        58000 | PA      | $55324.01     | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                                                                                 | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       682000 | PA      | $690558.08    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                                                                                 | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       612000 | PA      | $556119.00    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       660000 | PA      | $662050.82    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                          | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       684000 | PA      | $690799.75    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       302000 | PA      | $304621.55    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      9940000 | PA      | $10078044.73  | 0.15%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       348000 | PA      | $346477.79    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      5672000 | PA      | $5553501.03   | 0.08%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       215000 | PA      | $216778.78    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                                                                              | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       418000 | PA      | $418703.58    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     10638000 | PA      | $8049504.65   | 0.12%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCF8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       762000 | PA      | $570420.61    | 0.01%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       303000 | PA      | $307580.11    | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $475218.00    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $187387.18    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2717586.05   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                    | Tennessee Gas Pipeline Co LLC                                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $234430.25    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3521000 | PA      | $3535177.66   | 0.05%             | 2028-06-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8017000 | PA      | $8056346.63   | 0.12%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       170000 | PA      | $165261.20    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        71000 | PA      | $67279.53     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       592000 | PA      | $597921.02    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $407928.63    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       355000 | PA      | $352232.49    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       150000 | PA      | $129083.30    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32CD8   IRS R01.60PCN07 02/20/30 CITIGROUPGL FIXED / Short: IS32CD8   IRS PCN07R01.60 02/20/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    223010000 | OU      | $35910.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WP0   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WP0   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     38130000 | OU      | $-226115.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WV6   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WV6   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     75120000 | OU      | $-453642.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       173000 | PA      | $173389.74    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       226000 | PA      | $163761.96    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                                                                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       671000 | PA      | $622483.50    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                   | TotalEnergies Capital USA LLC                                                                                                                | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |       320000 | PA      | $315008.90    | 0.00%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2026-CES2                                                                                                          | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |      3453386 | PA      | $3406227.51   | 0.05%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IS8   IRS R01.58PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IS8   IRS PCN07R01.58 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    396687000 | OU      | $29470.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IU0   IRS R01.59PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IU0   IRS PCN07R01.59 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    428453000 | OU      | $52256.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                                                                                    | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $173112.32    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      3968000 | PA      | $4102912.00   | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                          | Trestles CLO X Ltd                                                                                                                           | CUSIP: 894946AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6597723 | PA      | $6594595.68   | 0.10%             | 2039-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                          | Trinitas CLO XXXV Ltd                                                                                                                        | CUSIP: 89643NAA3<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |      2501680 | PA      | $2501624.96   | 0.04%             | 2039-01-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                          | Trinitas CLO XXXV Ltd                                                                                                                        | CUSIP: 89643NAE5<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |      1261522 | PA      | $1259803.81   | 0.02%             | 2039-01-22      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                | Trust 2401                                                                                                                                   | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |       593000 | PA      | $568386.05    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $6839.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |            1 | NC      | $79296.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |            1 | NC      | $459629.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       253000 | PA      | $222907.22    | 0.00%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1373000 | PA      | $1458606.88   | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5185000 | PA      | $5024138.59   | 0.08%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35NW3   IRS R01.52PCN07 07/21/30 CITIGROUPGL FIXED / Short: IS35NW3   IRS PCN07R01.52 07/21/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    365530000 | OU      | $-129372.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35RI7   IRS R01.59PCN07 07/28/30 CITIGROUPGL FIXED / Short: IS35RI7   IRS PCN07R01.59 07/28/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    441560000 | OU      | $13241.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       415000 | PA      | $413034.93    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                                                                                           | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       315000 | PA      | $280733.48    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       381936 | PA      | $387761.74    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       550000 | PA      | $429550.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $353000.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $391875.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       248000 | PA      | $230979.76    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       510000 | PA      | $506685.00    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       240000 | PA      | $252000.00    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8967000 | PA      | $8760759.00   | 0.13%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       284000 | PA      | $274628.00    | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $197424.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68762400 | PA      | $48230377.13  | 0.72%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16638000 | PA      | $12577288.13  | 0.19%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122779300 | PA      | $76526035.58  | 1.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    131421600 | PA      | $82775073.38  | 1.24%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1349700 | PA      | $1260915.05   | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57402300 | PA      | $55886520.52  | 0.84%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16558700 | PA      | $15816145.80  | 0.24%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1545100 | PA      | $1506472.50   | 0.02%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    218191400 | PA      | $206651121.58 | 3.09%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5393000 | PA      | $5366456.36   | 0.08%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108643000 | PA      | $107242524.37 | 1.60%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1010000 | PA      | $1002622.26   | 0.02%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3082600 | PA      | $3034434.38   | 0.05%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1071400 | PA      | $1063071.54   | 0.02%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64061800 | PA      | $62820602.63  | 0.94%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       152478 | PA      | $152249.28    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                                                                                         | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $249145.33    | 0.00%             | 2030-11-19      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $207857.48    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       355000 | PA      | $350349.50    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS38KZ4   IRS R03.97PNF3F 12/05/35 MSNYUS33XXX FIXED / Short: IS38KZ4   IRS PNF3FR03.97 12/05/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     40650000 | OU      | $-418186.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      6774000 | PA      | $7078103.96   | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      3927000 | PA      | $4145267.14   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                             | VERDE CLO Ltd                                                                                                                                | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |      2026446 | PA      | $2026650.38   | 0.03%             | 2032-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       341000 | PA      | $277579.47    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54325.62     | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-9                                                                                                            | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      3225101 | PA      | $3206753.49   | 0.05%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-1                                                                                                            | CUSIP: 92540TAM2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |      1967623 | PA      | $1975114.34   | 0.03%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-4                                                                                                            | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |      6735172 | PA      | $6756316.83   | 0.10%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      4212809 | PA      | $4224503.99   | 0.06%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-6                                                                                                            | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      1817924 | PA      | $1822959.60   | 0.03%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-R1                                                                                                           | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |      2208777 | PA      | $2213420.71   | 0.03%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       172000 | PA      | $179517.66    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        12000 | PA      | $7233.20      | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       589000 | PA      | $543931.19    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       527000 | PA      | $313516.94    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       760000 | PA      | $688492.03    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS39QK4   IRS R12.618PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39QK4   IRS PBRL-CDIR12.618 01/02/29 MORGAN STANL FLOAT           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    299168000 | OU      | $-1229907.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS39RO5   IRS R12.6817PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39RO5   IRS PBRL-CDIPR12.6817 01/02/29 MORGAN STANL FLOAT        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    129732000 | OU      | $-502558.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        71000 | PA      | $71219.58     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       321000 | PA      | $315934.14    | 0.00%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2025-5 Ltd                                                                                                                          | CUSIP: 92892FAE4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      3234291 | PA      | $3197216.32   | 0.05%             | 2039-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2024-7 Ltd                                                                                                                          | CUSIP: 92920XAC5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     10950000 | PA      | $10951905.30  | 0.16%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       274000 | PA      | $272247.26    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                              | WB Commercial Mortgage Trust 2024-HQ                                                                                                         | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4005858.00   | 0.06%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS3AL24   IRS R12.49PBRL-CDI 01/02/29 MORGAN STAN FIXED / Short: IS3AL24   IRS PBRL-CDIR12.49 01/02/29 MORGAN STAN FLOAT               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    110075000 | OU      | $-480928.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                                                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       115000 | PA      | $99399.14     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS3ALI0   IRS R12.555PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3ALI0   IRS PBRL-CDIR12.555 01/02/29 MORGAN STANL FLOAT           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    110075000 | OU      | $-453552.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS3AQ07   IRS R13.02PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AQ07   IRS PBRL-CDIR13.02 01/02/29 MORGAN STANL FLOAT             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    115580000 | OU      | $-280281.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS3ASA1   IRS R01.23PMUTK 03/09/28 MSNYUS33XXX FIXED / Short: IS3ASA1   IRS PMUTKR01.23 03/09/28 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   1124000000 | OU      | $-12951.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: IS3AUI3   IRS R13.22PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AUI3   IRS PBRL-CDIR13.22 01/02/29 MORGAN STANL FLOAT             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    125670603 | OU      | $-212258.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3AVE6   CDX 2I65BRAD7 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS3AVE6   CDX 2I65BRAD7 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     16920090 | OU      | $918872.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3BEO0   CDX 2I65BYEJ0 01.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BEO0   CDX 2I65BYEJ0 01.000 SP 06/20/2031 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $980521.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3BEG2   CDX 2I667KNC8 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BEG2   CDX 2I667KNC8 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |      8180000 | OU      | $609086.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3BES4   CDX 2I668IBS0 01.000 BP 06/20/2031 MSNYUS33XXX FLOAT / Short: IS3BES4   CDX 2I668IBS0 01.000 BP 06/20/2031 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $-237653.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3BOM8   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BOM8   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100736000 | OU      | $4991627.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS3BR41   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BR41   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      7773000 | OU      | $385164.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                        | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       445889 | PA      | $405605.88    | 0.01%             | 2037-12-28      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $505380.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       283000 | PA      | $276227.74    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       388000 | PA      | $384825.31    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       666000 | PA      | $674648.70    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                   | Westpac New Zealand Ltd                                                                                                                      | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |       210000 | PA      | $208461.67    | 0.00%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      1402770 | PA      | $1415518.54   | 0.02%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       757000 | PA      | $685154.47    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                                         | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1348000 | PA      | $1394462.96   | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                                         | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       626000 | PA      | $535357.74    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                       | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |            1 | NC      | $-482175.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                  | Wisconsin Electric Power Co                                                                                                                  | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       226000 | PA      | $223686.92    | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       691000 | PA      | $688120.53    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       728000 | PA      | $680899.08    | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |        75000 | PA      | $76589.58     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      6467000 | PA      | $6720670.53   | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                                                                                   | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $237259.38    | 0.00%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                          | Zions Bancorp NA                                                                                                                             | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |       656000 | PA      | $673996.85    | 0.01%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |            1 | NC      | $68985.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $190394.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-8625.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $42170.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD INR                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $677755.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $66932.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-65506.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-459629.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                        | Qatarenergy LNG S3                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       142464 | PA      | $142090.74    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       153000 | PA      | $179627.62    | 0.00%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        50000 | PA      | $63605.29     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |        96000 | PA      | $122644.38    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                  | GE Capital UK Funding Unlimited Co                                                                                                           | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |        30000 | PA      | $40827.10     | 0.00%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        50000 | PA      | $68693.16     | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     10387000 | PA      | $14301000.79  | 0.21%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |        64000 | PA      | $81172.98     | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6389350000 | PA      | $31122942.35  | 0.47%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $2647.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     68020598 | PA      | $77575945.01  | 1.16%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |        79000 | PA      | $104696.37    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1070000000 | PA      | $6339338.23   | 0.09%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     38665000 | PA      | $45910092.14  | 0.69%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $155797.18    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106796.60    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $313017.00    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    731992605 | PA      | $39100744.67  | 0.58%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339117.36    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338139.23    | 0.01%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $109321.26    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                  | BRF GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |      1475000 | PA      | $1465250.25   | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       326000 | PA      | $343909.14    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                           | CFAMC II Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |       213000 | PA      | $212927.58    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4430000 | PA      | $3025186.90   | 0.05%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       441000 | PA      | $409827.49    | 0.01%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     11659000 | PA      | $11739881.28  | 0.18%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       367000 | PA      | $410410.39    | 0.01%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3215829.82   | 0.05%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                          | Gohl Capital Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |       290000 | PA      | $287201.50    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                                                                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       600000 | PA      | $629938.59    | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       228000 | PA      | $249299.19    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $4094295.32   | 0.06%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $970207.83    | 0.01%             | 2028-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                     | Intercorp Financial Services Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |       430000 | PA      | $425433.40    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $451625.54    | 0.01%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3424044.29   | 0.05%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $199500.00    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                       | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       540000 | PA      | $465693.08    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1570000 | PA      | $1744766.56   | 0.03%             | 2028-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RH INTL SINGAPORE CORP                                    | RH International Singapore Corp Pte Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFBAY9ELFJAI17 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $197826.00    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |       100000 | PA      | $123910.78    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       651000 | PA      | $738478.19    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       143000 | PA      | $156958.86    | 0.00%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1271080.24   | 0.02%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                   | TNB Global Ventures Capital Bhd                                                                                                              | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |       430000 | PA      | $433629.20    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                                   | Emirates Semb Corp Water & Power Co PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |       220000 | PA      | $201326.40    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9800000 | PA      | $11317486.93  | 0.17%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $274796.00    | 0.00%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                   | Transportadora de Gas Internacional SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $199626.00    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       647000 | PA      | $703043.91    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1271943.25   | 0.02%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     14527000 | PA      | $9834173.11   | 0.15%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |           14 | PA      | $0.82         | 0.00%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       520000 | PA      | $363370.80    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       164000 | PA      | $184645.42    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123586.77    | 0.00%             | 2030-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       690000 | PA      | $729421.74    | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     13000000 | PA      | $14162466.30  | 0.21%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6332475.64   | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                   | Gold Fields Orogen Holdings BVI Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $203750.00    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $230052.75    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 000000000<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      7556000 | PA      | $8465995.62   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $269193.11    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109419.93    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       210000 | PA      | $223990.30    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       526000 | PA      | $550468.61    | 0.01%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $106191.16    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1984250000 | PA      | $9127495.74   | 0.14%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    604000000 | PA      | $1916085.86   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |       181000 | PA      | $189700.60    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       587000 | PA      | $635551.83    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     13334000 | PA      | $13353005.45  | 0.20%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     29930000 | PA      | $33809368.49  | 0.51%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |       475000 | PA      | $522789.47    | 0.01%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       205000 | PA      | $231606.21    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                                        | Intercorp Peru Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       370000 | PA      | $355710.60    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10098000 | PA      | $10858386.84  | 0.16%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              |  | VG        |       260000 | PA      | $243297.60    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $9665831.61   | 0.14%             | 2029-07-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       330000 | PA      | $338307.46    | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                                                                               | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       268000 | PA      | $261470.94    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CFAMC IV CO LTD                                           | CFAMC IV Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $198592.00    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                  | Adani Electricity Mumbai Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |       680000 | PA      | $621180.00    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $236125.00    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       530000 | PA      | $499416.35    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5171000 | PA      | $6224999.89   | 0.09%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4052670.58   | 0.06%             | 2029-08-09      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |       129000 | PA      | $143040.16    | 0.00%             | 2027-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                    | SingTel Group Treasury Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |       290000 | PA      | $272979.90    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $12423282.22  | 0.19%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4210700000 | PA      | $25072231.29  | 0.38%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       266000 | PA      | $301591.21    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     11373000 | PA      | $13202252.69  | 0.20%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      7200000 | PA      | $8147582.79   | 0.12%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                           | Axiata SPV2 Bhd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |       200000 | PA      | $180556.00    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      6550000 | PA      | $8487438.77   | 0.13%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       297000 | PA      | $307807.64    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $109269.05    | 0.00%             | 2029-01-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $216548.49    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $101985.81    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      3699000 | PA      | $4271397.74   | 0.06%             | 2026-04-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       486000 | PA      | $633941.63    | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      8895000 | PA      | $10135548.15  | 0.15%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       240000 | PA      | $235567.04    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       502000 | PA      | $575097.32    | 0.01%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       396000 | PA      | $416978.56    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      2115000 | PA      | $2042378.28   | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                                  | Acciona Energia Financiacion Filiales SA                                                                                                     | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $604254.73    | 0.01%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       603000 | PA      | $614275.59    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $2758710.19   | 0.04%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                  | Tengizchevroil Finance Co International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |       280000 | PA      | $258440.00    | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1100000 | PA      | $970475.00    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       410000 | PA      | $255241.40    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                  | Industrias Penoles SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       230000 | PA      | $185338.60    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     16025000 | PA      | $18282076.90  | 0.27%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      9600000 | PA      | $10908598.53  | 0.16%             | 2029-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       480000 | PA      | $479100.00    | 0.01%             | 2026-04-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $463564.73    | 0.01%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       246000 | PA      | $321449.55    | 0.00%             | 2031-11-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $1443637.36   | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       309000 | PA      | $370969.52    | 0.01%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $102542.69    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $628795.56    | 0.01%             | 2026-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $653678.55    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $422701.05    | 0.01%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $110986.23    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                                                                                      | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       100000 | PA      | $102035.25    | 0.00%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       344000 | PA      | $348104.56    | 0.01%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       288000 | PA      | $311973.25    | 0.00%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $317664.47    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       340000 | PA      | $315445.70    | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                               | MEGlobal BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       260000 | PA      | $244318.75    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2474208.66   | 0.04%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $124345.93    | 0.00%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      3731000 | PA      | $3901681.87   | 0.06%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       337000 | PA      | $378837.48    | 0.01%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      1650000 | PA      | $1838460.97   | 0.03%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                    | CK Hutchison International 21 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |       460000 | PA      | $417792.34    | 0.01%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     17865000 | PA      | $19027632.64  | 0.28%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       180000 | PA      | $179861.40    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              |  | LU        |      1949000 | PA      | $1959157.16   | 0.03%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $118520.30    | 0.00%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      7100000 | PA      | $7763124.87   | 0.12%             | 2028-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       540000 | PA      | $505593.90    | 0.01%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110080.47    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $124695.44    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                             | Fresnillo PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $180600.00    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |       490000 | PA      | $385683.90    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                            | BorgWarner Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       640000 | PA      | $642111.56    | 0.01%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $2724330.93   | 0.04%             | 2032-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       214000 | PA      | $263394.28    | 0.00%             | 2034-01-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       627000 | PA      | $674165.26    | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       427000 | PA      | $497987.95    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       410000 | PA      | $471584.60    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8466000 | PA      | $9982338.85   | 0.15%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                  | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |       200000 | PA      | $176646.50    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2775000 | PA      | $3019578.68   | 0.05%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $111071.87    | 0.00%             | 2028-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       390000 | PA      | $431280.30    | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  17557600000 | PA      | $52099989.56  | 0.78%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       540000 | PA      | $475448.40    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      3304000 | PA      | $3523612.83   | 0.05%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |       539000 | PA      | $616600.20    | 0.01%             | 2031-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15251811.06  | 0.23%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230958.04    | 0.00%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       225000 | PA      | $261954.22    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                                                                                       | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $881092.63    | 0.01%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 699500000000 | PA      | $41492527.30  | 0.62%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     10740000 | PA      | $12565490.77  | 0.19%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                        | Chile Electricity PEC SpA                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       152495 | PA      | $138504.87    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $9792950.50   | 0.15%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1002000 | PA      | $967933.62    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109523.78    | 0.00%             | 2037-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $104970.76    | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2610152.79   | 0.04%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38350000 | PA      | $5471466.70   | 0.08%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                              | UPL Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       380000 | PA      | $335779.40    | 0.01%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $594625.38    | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |       510000 | PA      | $474024.60    | 0.01%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |       457000 | PA      | $423753.66    | 0.01%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $239549.19    | 0.00%             | 2031-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |       170000 | PA      | $196079.20    | 0.00%             | 2028-09-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       321000 | PA      | $354788.29    | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                                                                                         | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $951488.27    | 0.01%             | 2043-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     13189000 | PA      | $14631414.22  | 0.22%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      3500000 | PA      | $3838550.26   | 0.06%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                                             | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $8648075.97   | 0.13%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $241136.13    | 0.00%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      7900000 | PA      | $10637891.83  | 0.16%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231915.51    | 0.00%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21072000 | PA      | $18500162.40  | 0.28%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $751309.79    | 0.01%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       179000 | PA      | $197004.62    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  32285770000 | PA      | $19680886.00  | 0.29%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $526005.54    | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $149215.26    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                                   | Abu Dhabi Ports Co PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |       280000 | PA      | $248595.20    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       557000 | PA      | $651710.35    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1333138.37   | 0.02%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      6858000 | PA      | $6665502.83   | 0.10%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       415000 | PA      | $347999.15    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2135224.34   | 0.03%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     33061000 | PA      | $33915970.26  | 0.51%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $590310.22    | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1080457.48   | 0.02%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $765661.37    | 0.01%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1150000 | PA      | $1242098.67   | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       352000 | PA      | $379675.21    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $447608.09    | 0.01%             | 2033-09-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1268689.10   | 0.02%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       278000 | PA      | $326806.26    | 0.00%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                         | CIMIC Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       390000 | PA      | $418780.78    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      4115000 | PA      | $3975096.67   | 0.06%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       392000 | PA      | $437630.64    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLDT INC                                                  | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |       200000 | PA      | $181590.00    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1423571.81   | 0.02%             | 2031-12-09      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       168000 | PA      | $199484.33    | 0.00%             | 2033-05-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SAS                                                                                                                       | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $478490.80    | 0.01%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3699600000 | PA      | $12134167.93  | 0.18%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $737753.98    | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1809731 | PA      | $1847849.06   | 0.03%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $118000.00    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      5225000 | PA      | $5392379.71   | 0.08%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120365.55    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $654317.53    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8559338.70   | 0.13%             | 2031-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       328000 | PA      | $364217.92    | 0.01%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       250000 | PA      | $248437.50    | 0.00%             | 2026-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       344000 | PA      | $334478.21    | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                                                                                          | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      8660000 | PA      | $5800769.25   | 0.09%             | 2030-06-05      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     11880000 | PA      | $13528326.67  | 0.20%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      8670000 | PA      | $8832689.39   | 0.13%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1800000000 | PA      | $11287597.15  | 0.17%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $355829.61    | 0.01%             | 2030-03-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       815000 | PA      | $979284.38    | 0.01%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5204416.29   | 0.08%             | 2030-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2130000 | PA      | $2681804.55   | 0.04%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      8422000 | PA      | $9498481.69   | 0.14%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      9430000 | PA      | $10465024.82  | 0.16%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $370683.23    | 0.01%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5930000 | PA      | $4095096.98   | 0.06%             | 2027-06-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       184000 | PA      | $213023.34    | 0.00%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $216342.13    | 0.00%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       152000 | PA      | $173883.66    | 0.00%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     42708419 | PA      | $25280605.94  | 0.38%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     13044000 | PA      | $13407867.59  | 0.20%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                                                                            | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $252157.01    | 0.00%             | 2043-08-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $3603589.98   | 0.05%             | 2033-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5875000 | PA      | $8101075.93   | 0.12%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8812000 | PA      | $10558755.35  | 0.16%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      7165000 | PA      | $9291473.62   | 0.14%             | 2036-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      8450000 | PA      | $9356575.55   | 0.14%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8380604.41   | 0.13%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3139000 | PA      | $3796161.29   | 0.06%             | 2033-05-23      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |       257000 | PA      | $253064.69    | 0.00%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $543173.54    | 0.01%             | 2029-06-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                  | Indofood CBP Sukses Makmur Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       490000 | PA      | $450187.50    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     30274326 | PA      | $30719985.21  | 0.46%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6560000 | PA      | $7030821.50   | 0.11%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     17818000 | PA      | $20698984.89  | 0.31%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                          | alstria Sarl                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | LU        |      5300000 | PA      | $5852673.46   | 0.09%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $218630.21    | 0.00%             | 2028-05-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       286000 | PA      | $344925.72    | 0.01%             | 2032-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $323245.79    | 0.00%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC /AUD/ REGD V/R MTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $2387354.02   | 0.04%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       601000 | PA      | $643314.51    | 0.01%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HERAEUS FINANCE GMBH                                      | Heraeus Finance GmbH                                                                                                                         | CUSIP: 000000000<br>LEI: 529900SD9F0NFGBUIK83 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113535.70    | 0.00%             | 2027-06-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       673000 | PA      | $570031.00    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $859835.63    | 0.01%             | 2029-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       500000 | PA      | $321435.00    | 0.00%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $602840.32    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      9345000 | PA      | $10716682.89  | 0.16%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       540000 | PA      | $473833.80    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2069927.03   | 0.03%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2350700000 | PA      | $9556097.84   | 0.14%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $479761.10    | 0.01%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1845269.09   | 0.03%             | 2028-06-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       528000 | PA      | $599539.73    | 0.01%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    416137000 | PA      | $13001442.23  | 0.19%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       307000 | PA      | $345083.69    | 0.01%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     49470000 | PA      | $52283555.24  | 0.78%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $128095.85    | 0.00%             | 2039-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $110706.85    | 0.00%             | 2028-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       334000 | PA      | $410057.52    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       404000 | PA      | $449452.26    | 0.01%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                                                                              | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       130000 | PA      | $145936.54    | 0.00%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1959000 | PA      | $2151388.97   | 0.03%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4299000 | PA      | $4688250.62   | 0.07%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    326450000 | PA      | $42866837.45  | 0.64%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       704000 | PA      | $811610.97    | 0.01%             | 2032-07-24      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       477000 | PA      | $537819.54    | 0.01%             | 2029-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       158481 | PA      | $156559.38    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      5420000 | PA      | $3605374.61   | 0.05%             | 2030-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $493855.66    | 0.01%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     12300000 | PA      | $14151887.89  | 0.21%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234762.61    | 0.00%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113708.65    | 0.00%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348247.25    | 0.01%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     56606000 | PA      | $67797685.49  | 1.01%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                   | Wintershall Dea Finance 2 BV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |       182000 | PA      | $212527.66    | 0.00%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                                                                            | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       272000 | PA      | $311972.76    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       350000 | PA      | $406611.08    | 0.01%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $337430.78    | 0.01%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3090000 | PA      | $2179584.17   | 0.03%             | 2031-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4935000 | PA      | $5814868.67   | 0.09%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       530000 | PA      | $621858.69    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       351000 | PA      | $399476.25    | 0.01%             | 2030-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343971.53    | 0.01%             | 2028-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       273000 | PA      | $316458.11    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      4795000 | PA      | $5318777.23   | 0.08%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1220369.99   | 0.02%             | 2028-02-24      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $2647336.50   | 0.04%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 103292800000 | PA      | $27630433.87  | 0.41%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5617990 | PA      | $6218886.97   | 0.09%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    115591316 | PA      | $149199955.33 | 2.23%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     10115000 | PA      | $11595379.74  | 0.17%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8080800000 | PA      | $39900234.26  | 0.60%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1150000 | PA      | $1356216.91   | 0.02%             | 2034-05-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       247000 | PA      | $287072.21    | 0.00%             | 2030-03-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9657000 | PA      | $11140081.16  | 0.17%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PANDORA A/S                                               | Pandora A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |       350000 | PA      | $410741.17    | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       270000 | PA      | $280910.70    | 0.00%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     10467000 | PA      | $10978387.11  | 0.16%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5449000 | PA      | $6231145.77   | 0.09%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5997908.86   | 0.09%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5630000 | PA      | $6214713.63   | 0.09%             | 2035-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1884000 | PA      | $2120346.22   | 0.03%             | 2031-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       191000 | PA      | $230785.92    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $474574.75    | 0.01%             | 2028-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1858000 | PA      | $2491220.35   | 0.04%             | 2027-11-16      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       241000 | PA      | $291673.24    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $465568.94    | 0.01%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       239000 | PA      | $278979.07    | 0.00%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     31838904 | PA      | $38587575.98  | 0.58%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10605100000 | PA      | $45297653.41  | 0.68%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $110391.97    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13850000 | PA      | $16527155.93  | 0.25%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $250021.23    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $436675.73    | 0.01%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      3050000 | PA      | $2040786.62   | 0.03%             | 2035-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |       132000 | PA      | $149296.32    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       640000 | PA      | $672243.20    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       549000 | PA      | $648364.19    | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3382000 | PA      | $4063829.89   | 0.06%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      1544000 | PA      | $1596496.00   | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       240000 | PA      | $288333.81    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $242768.89    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116307.08    | 0.00%             | 2033-08-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COFACE SA                                                 | Coface SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $378181.38    | 0.01%             | 2032-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       400000 | PA      | $460174.98    | 0.01%             | 2054-09-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $132815.43    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      8300000 | PA      | $9309445.26   | 0.14%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $353901.15    | 0.01%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       343000 | PA      | $404258.03    | 0.01%             | 2029-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $131554.00    | 0.00%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      7365000 | PA      | $8524114.62   | 0.13%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       256000 | PA      | $287218.57    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $575740.13    | 0.01%             | 2030-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      8450000 | PA      | $5810525.95   | 0.09%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $118208.87    | 0.00%             | 2032-09-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      2567000 | PA      | $2959363.98   | 0.04%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     15700000 | PA      | $18692329.04  | 0.28%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      9360000 | PA      | $6326104.97   | 0.09%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      4671000 | PA      | $6458758.16   | 0.10%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2529000000 | PA      | $8360580.15   | 0.13%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $117757.19    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |     40000000 | PA      | $5975448.81   | 0.09%             | 2054-09-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     55000000 | PA      | $9038888.45   | 0.14%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       342000 | PA      | $398995.66    | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $114246.45    | 0.00%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     11600000 | PA      | $13319301.80  | 0.20%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       555000 | PA      | $650666.84    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4970000 | PA      | $3414756.07   | 0.05%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     22925000 | PA      | $7147798.79   | 0.11%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        23816 | PA      | $27596.00     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $251831.98    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       515000 | PA      | $604755.20    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      2100000 | PA      | $2439421.38   | 0.04%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126987.39    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       378000 | PA      | $419187.47    | 0.01%             | 2030-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $564537.22    | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $472329.74    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                                  | Groupe Bruxelles Lambert NV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $232576.20    | 0.00%             | 2033-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     12010000 | PA      | $8074648.97   | 0.12%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                                                                                 | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      2294000 | PA      | $2476636.77   | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $304510.46    | 0.00%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                                                                                 | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       179000 | PA      | $199939.42    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      5012000 | PA      | $5450338.05   | 0.08%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1905142.32   | 0.03%             | 2029-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1154878.28   | 0.02%             | 2030-11-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6843300000 | PA      | $42141073.74  | 0.63%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1570000 | PA      | $1066365.56   | 0.02%             | 2034-08-23      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                    | Bimbo Bakeries USA Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198730.59    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    370427000 | PA      | $58154432.35  | 0.87%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      4002000 | PA      | $5325413.45   | 0.08%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123008.76    | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    341966000 | PA      | $10003127.63  | 0.15%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       202000 | PA      | $228990.07    | 0.00%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5056100000 | PA      | $31741597.50  | 0.47%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                                                      | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $376897.59    | 0.01%             | 2033-09-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       147000 | PA      | $172153.94    | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       149000 | PA      | $172850.90    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       270000 | PA      | $283045.05    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                                                                                     | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       773000 | PA      | $888477.45    | 0.01%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       231000 | PA      | $262373.83    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3996000 | PA      | $4589364.15   | 0.07%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       159000 | PA      | $178296.51    | 0.00%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    372130000 | PA      | $55402174.86  | 0.83%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $338759.11    | 0.01%             | 2029-10-23      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                                                                                       | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       228000 | PA      | $262618.10    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $240728.93    | 0.00%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     47140000 | PA      | $6969156.48   | 0.10%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     12710000 | PA      | $8661776.24   | 0.13%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     20136037 | PA      | $23417141.80  | 0.35%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2639000 | PA      | $3006782.08   | 0.04%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     97910000 | PA      | $14524590.88  | 0.22%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1033000 | PA      | $1191832.34   | 0.02%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       272000 | PA      | $315450.95    | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $16620921.95  | 0.25%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $240047.18    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      1944000 | PA      | $2313177.14   | 0.03%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       171000 | PA      | $197849.33    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7279000 | PA      | $9363923.48   | 0.14%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                     | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                                                 | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      4955000 | PA      | $5820535.63   | 0.09%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       340000 | PA      | $338980.00    | 0.01%             | 2035-01-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      5300000 | PA      | $3682097.94   | 0.06%             | 2034-07-17      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231520.83    | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $5719677.14   | 0.09%             | 2030-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                        | Pinewood Finco PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      5929000 | PA      | $7662125.06   | 0.11%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131104.80    | 0.00%             | 2035-03-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345428.04    | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5700058.98   | 0.09%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3435000 | PA      | $3933142.55   | 0.06%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    156002000 | PA      | $45473872.45  | 0.68%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235273.26    | 0.00%             | 2033-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       240000 | PA      | $236160.00    | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       156000 | PA      | $161639.17    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       283000 | PA      | $313653.36    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |       570000 | PA      | $659866.50    | 0.01%             | 2036-03-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                                                                                         | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $105200.10    | 0.00%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                                                             | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       100000 | PA      | $121040.95    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      2987000 | PA      | $3435533.41   | 0.05%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |       353000 | PA      | $407151.14    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              |  | HK        |     40000000 | PA      | $5997530.07   | 0.09%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     26745000 | PA      | $35338408.59  | 0.53%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       468000 | PA      | $522892.13    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353799.01    | 0.01%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       630000 | PA      | $731982.77    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2190000 | PA      | $1495160.31   | 0.02%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231527.10    | 0.00%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $457706.76    | 0.01%             | 2032-09-05      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      4445000 | PA      | $4966357.97   | 0.07%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       349000 | PA      | $394042.33    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      7610000 | PA      | $8327177.73   | 0.12%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2537000 | PA      | $1740385.28   | 0.03%             | 2029-07-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       455000 | PA      | $491944.72    | 0.01%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       548000 | PA      | $629976.44    | 0.01%             | 2029-11-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345209.74    | 0.01%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3486000 | PA      | $3977928.49   | 0.06%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    119676220 | PA      | $154262013.31 | 2.31%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       240000 | PA      | $246900.00    | 0.00%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | Guangzhou Metro Investment Finance BVI Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 30030026WRIFBEGCB472 | Long             | DBT              | CORP              | VG        |     91460000 | PA      | $13235285.07  | 0.20%             | 2028-09-04      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     65350000 | PA      | $399937.59    | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  21040500000 | PA      | $132156561.09 | 1.98%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $7993355.92   | 0.12%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                                                                               | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112654.28    | 0.00%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                                                                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229101.64    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4670000 | PA      | $3199831.54   | 0.05%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    324711100 | PA      | $16571196.09  | 0.25%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     13835000 | PA      | $15735943.42  | 0.24%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111815.37    | 0.00%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7749000 | PA      | $8646855.46   | 0.13%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       136000 | PA      | $152570.94    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      5564000 | PA      | $6204889.24   | 0.09%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7313000 | PA      | $8283871.97   | 0.12%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115543.69    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      7420000 | PA      | $8482650.10   | 0.13%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $107473.21    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     46220000 | PA      | $6842109.80   | 0.10%             | 2035-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16964000 | PA      | $19237174.05  | 0.29%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     81699103 | PA      | $106708443.57 | 1.60%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       224000 | PA      | $251667.24    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                                                                               | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4653959.58   | 0.07%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      5430000 | PA      | $3683833.86   | 0.06%             | 2031-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5272050000 | PA      | $32577833.47  | 0.49%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       100000 | PA      | $112910.88    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      9900000 | PA      | $11408449.09  | 0.17%             | 2036-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14546718 | PA      | $15643008.40  | 0.23%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                                                                                       | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              |  | NL        |       195000 | PA      | $214682.32    | 0.00%             | 2032-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                                                                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     11200000 | PA      | $12629699.07  | 0.19%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1422000 | PA      | $1615159.91   | 0.02%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     41420000 | PA      | $10447888.72  | 0.16%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       200000 | PA      | $198408.00    | 0.00%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $113163.80    | 0.00%             | 2028-08-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       353000 | PA      | $395172.09    | 0.01%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117863.39    | 0.00%             | 2028-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18605000 | PA      | $21351582.23  | 0.32%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       362000 | PA      | $412135.04    | 0.01%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     51350000 | PA      | $7391629.58   | 0.11%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                   | MKS Inc                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |       225000 | PA      | $248450.70    | 0.00%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2676000 | PA      | $3015595.43   | 0.05%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4031000 | PA      | $4613546.21   | 0.07%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                           | SNB Funding Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $248062.50    | 0.00%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     55963000 | PA      | $62452829.92  | 0.93%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       423000 | PA      | $476165.35    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 119731000000 | PA      | $6825379.28   | 0.10%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $337625.36    | 0.01%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                                                      | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109756.90    | 0.00%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |       200000 | PA      | $225797.24    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                                                                            | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      3236000 | PA      | $3665923.13   | 0.05%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                                                                                | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110344.83    | 0.00%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6554000 | PA      | $8541807.18   | 0.13%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4805500 | PA      | $5450426.42   | 0.08%             | 2036-06-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5965000 | PA      | $6614584.65   | 0.10%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       598000 | PA      | $676330.32    | 0.01%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126757.99    | 0.00%             | 2033-11-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       591000 | PA      | $665207.52    | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       360000 | PA      | $406025.36    | 0.01%             | 2031-09-04      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1518200000 | PA      | $8810607.59   | 0.13%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  38612440000 | PA      | $20045260.06  | 0.30%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     69468487 | PA      | $78815770.63  | 1.18%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2789000 | PA      | $3186334.61   | 0.05%             | 2030-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage Operating Co                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       575000 | PA      | $636648.13    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |     13800000 | PA      | $15204547.42  | 0.23%             | 2056-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1908000 | PA      | $2157614.93   | 0.03%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      3949000 | PA      | $4659238.67   | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       230000 | PA      | $245876.06    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       597000 | PA      | $641465.60    | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                  | Adani Transmission Step-One Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      8086000 | PA      | $8045570.00   | 0.12%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       138000 | PA      | $162966.68    | 0.00%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      2861200 | PA      | $2660815.86   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |       315000 | PA      | $314810.09    | 0.00%             | 2046-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       583000 | PA      | $683950.43    | 0.01%             | 2048-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                               | Cencosud SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $228693.60    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $6004975.54   | 0.09%             | 2027-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000000 | PA      | $627214.01    | 0.01%             | 2026-12-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $179173.89    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |       356000 | PA      | $405560.20    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       370000 | PA      | $362230.00    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IMERYS SA                                                 | Imerys SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $223729.77    | 0.00%             | 2028-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING /GBP/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $131708.53    | 0.00%             | 2027-07-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $274621.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |            1 | NC      | $-218.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG /GBP/ REGD V/R REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $138840.71    | 0.00%             | 2033-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | DEUTSCHE BANK AG /GBP/ REGD V/R REG S EMTN                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $125027.39    | 0.00%             | 2028-12-22      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |            1 | NC      | $-13477.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $24658411.45  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11173.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | BANCO SANTANDER SA /GBP/ REGD REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $133414.38    | 0.00%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | BANCO SANTANDER SA /GBP/ REGD V/R REG S EMTN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $133329.69    | 0.00%             | 2031-01-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED COP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-890.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |            1 | NC      | $1060234.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $8879.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL /AUD/ REGD REG S MTN               | BANQUE FED CRED MUTUEL /AUD/ REGD REG S MTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       650000 | PA      | $432847.72    | 0.01%             | 2031-01-06      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA /AUD/ REGD REG S MTN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2870000 | PA      | $2014427.97   | 0.03%             | 2028-10-24      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1597410.26   | 0.02%             | 2027-11-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED CLP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CL        |            1 | NC      | $-229471.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                        | AL RAJHI SUKUK LTD REGD V/R /PERP/ REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       200000 | PA      | $196028.83    | 0.00%             | 2174-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE REGD                                          | BSF FINANCE REGD V/R REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       250000 | PA      | $240745.84    | 0.00%             | 2035-09-03      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ FINANCE LTD REGD REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $447750.00    | 0.01%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT WALL INTL                                           | GREAT WALL INTL V REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |       400000 | PA      | $396184.00    | 0.01%             | 2026-11-23      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CHINA GREATWALL VI                                        | CHINA GREATWALL VI REGD REG S                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       240000 | PA      | $242635.20    | 0.00%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD /GBP/ REGD REG S                         | CPUK FINANCE LTD /GBP/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       100000 | PA      | $134397.77    | 0.00%             | 2031-08-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK FINANCE LTD /GBP/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       100000 | PA      | $133259.00    | 0.00%             | 2027-08-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |       506000 | PA      | $485276.00    | 0.01%             | 2035-02-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      1030000 | PA      | $892778.01    | 0.01%             | 2054-01-29      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EAST LTD REGD REG                             | FOXCONN FAR EAST LTD REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: 254900NAQSPFDWVY8H73 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $183113.36    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $6090.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       212494 | PA      | $216639.47    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       360129 | PA      | $340620.37    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                                                                                      | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199727.26    | 0.00%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC /AUD/ REGD REG S MTN                  | NATWEST MARKETS PLC /AUD/ REGD REG S MTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4190000 | PA      | $2843395.75   | 0.04%             | 2029-06-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | OOREDOO INTL FINANCE REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       420000 | PA      | $379688.40    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC /EUR/ REGD V/R REG S                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       249000 | PA      | $299175.12    | 0.00%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC REGD                               | STANDARD CHARTERED PLC REGD V/R REG S                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $302003.94    | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       790000 | PA      | $713583.30    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-1521.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED COP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $22838.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $22351.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-19520.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |            1 | NC      | $1057264.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 44                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      4300000 | PA      | $26506.33     | 0.00%             | 2027-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 39                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      3000000 | PA      | $18854.52     | 0.00%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED MYR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |            1 | NC      | $-534993.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $91333.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      1541000 | PA      | $1490393.62   | 0.02%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD COP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $136685.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $111196.71    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       220000 | PA      | $122274.48    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1242000 | PA      | $692093.37    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $3875.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term B Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8916598 | PA      | $6575990.68   | 0.10%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term C Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1512358 | PA      | $1115364.30   | 0.02%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc. Tranche B-2 Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3860606 | PA      | $3855124.02   | 0.06%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                               | Opal US LLC Facility B4                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3312355 | PA      | $3308910.15   | 0.05%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                         | IRB Holding Corp. 2025 Replacement Term B Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1061203 | PA      | $1057998.40   | 0.02%             | 2030-12-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM REGD P/P                                    | BANK HAPOALIM REGD P/P                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |       460000 | PA      | $454633.40    | 0.01%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       690000 | PA      | $609408.00    | 0.01%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       260000 | PA      | $237277.61    | 0.00%             | 2032-03-28      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                                                                        | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       330000 | PA      | $284502.90    | 0.00%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $234233.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                       | BOELS TOPHOLDING BV /EUR/ REGD REG S                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7625000 | PA      | $9002029.34   | 0.13%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      9951000 | PA      | $4736676.00   | 0.07%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                       | Minejesa Capital BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       837210 | PA      | $824651.85    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       792000 | PA      | $746578.80    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1120000 | PA      | $720406.92    | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $288540.78    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $109495.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $10019.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |            1 | NC      | $-26984.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $14831.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $8814.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $166426.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       606781 | PA      | $562941.00    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                       | Alfa Desarrollo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       304068 | PA      | $231699.98    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |       244000 | PA      | $146817.24    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $178450.00    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $170950.00    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       310000 | PA      | $309535.00    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                          | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       450000 | PA      | $446737.50    | 0.01%             | 2035-03-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $286543.60    | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       520000 | PA      | $547261.00    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7003000 | PA      | $7038015.00   | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                  | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $350459.38    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $311540.00    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-297162.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       210000 | PA      | $182437.50    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                   | Natura &Co Luxembourg Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $3888454.24   | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       250000 | PA      | $243468.75    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $189380.42    | 0.00%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $346587.50    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      2410000 | PA      | $2308905.32   | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-222011.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       160000 | PA      | $208573.57    | 0.00%             | 2031-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-1199317.67  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $21856.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6108779.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $3213225.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $1177.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $83782.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-1033733.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia And New Zealand Banking Group Limited           | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $703182.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $1005314.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $2645.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $1253.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | AMERICAN HONDA FINANCE /GBP/ REGD EMTN                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $125281.40    | 0.00%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | CARGILL INC /EUR/ REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       199000 | PA      | $232983.52    | 0.00%             | 2030-04-24      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $4434.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | PROTECTIVE LIFE GLOBAL /GBP/ REGD REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $131175.41    | 0.00%             | 2031-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $69110.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5807000 | PA      | $6057905.66   | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      5827000 | PA      | $5779684.76   | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $4508.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $54560.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OFFICE CHERIFIEN DES PHO REGD REG S                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |       290000 | PA      | $294712.50    | 0.00%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $18683.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-25419.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $472410.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-300206.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTROLUX AB                                             | W2457QDH1 ELECTROLUX 4.5% 09/29/28/EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       389000 | PA      | $457526.66    | 0.01%             | 2028-09-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB /GBP/ REGD V/R REG S SER .                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1904000 | PA      | $2594661.49   | 0.04%             | 2032-11-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN AB /GBP/ REGD V/R REG S EMTN                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      6755000 | PA      | $8852732.54   | 0.13%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | NORDEA BANK ABP /GBP/ REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $131126.20    | 0.00%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       256000 | PA      | $224369.92    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD REG S                                        | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       270000 | PA      | $275562.00    | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY REGD                                              | HUNGARY REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |       331000 | PA      | $341214.66    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       200000 | PA      | $191000.00    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       520000 | PA      | $453960.00    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       290000 | PA      | $255501.60    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       440000 | PA      | $486882.00    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       300000 | PA      | $298776.00    | 0.00%             | 2032-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD/THE                                 | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       470000 | PA      | $487540.40    | 0.01%             | 2034-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | KEB Hana Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $195680.00    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      3300000 | PA      | $3235650.00   | 0.05%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL                                          | KASIKORNBANK PCL HK REGD REG S                                                                                                               | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |       240000 | PA      | $243823.20    | 0.00%             | 2028-03-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                      | LLPL Capital Pte Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |       532302 | PA      | $536959.64    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |       448000 | PA      | $422410.24    | 0.01%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                   | OVERSEA-CHINESE BANKING REGD V/R REG S                                                                                                       | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $250010.00    | 0.00%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $894841.10    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                | Philippines Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $163628.44    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENE                                  | Pertamina Geothermal Energy PT                                                                                                               | CUSIP: 000000000<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |       250000 | PA      | $251445.00    | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN            | SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       200000 | PA      | $201946.00    | 0.00%             | 2029-01-23      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                     | Xiaomi Best Time International Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |       210000 | PA      | $200113.20    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $228927.30    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller