# EDGAR Filing Document

**Accession Number:** 0001724826
**File Stem:** 0001752724-23-040935
**Filing Date:** 2023-2
**Character Count:** 2747254
**Document Hash:** 676ebeac0c82c3e167a41c98b885b85a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040935.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040935

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Six Circles Trust
- **CENTRAL INDEX KEY:** 0001724826
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23325
- **FILM NUMBER:** 23670592

**BUSINESS ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 383 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10179
- **BUSINESS PHONE:** 212-270-6000

**MAIL ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 23Wall Trust
- **DATE OF NAME CHANGE:** 20171208

## Series and Classes Contracts Data

### Six Circles Global Bond Fund (Series ID: S000068181)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000218339 | Six Circles Global Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SIX CIRCLES TRUST

- **b. Investment Company Act file number:** 811-23325

- **c. CIK number of Registrant:** 0001724826

- **d. LEI of Registrant:** 549300NG19QZK8S0N704

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

  - **Street Address 1:** 383 Madison Ave

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10179

  - **Telephone number:** 212-464-2070

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

- **a. Name of Series:** Six Circles Global Bond Fund

- **b. EDGAR series identifier (if any):** S000068181

- **c. LEI of Series:** 549300SSSIFRKGSSGN94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9594613211.09

**Total Liabilities:** $1694044788.03

**Net Assets:** $7900568423.06

**Delayed Delivery Securities:** $65620.12

**Cash Not Reported:** $212515637.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5878.04418900 | **1-Year:** 257392.96371200 | **5-Year:** 1051194.93937600 | **10-Year:** 1252000.56532800 | **30-Year:** 622459.33181700

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

- **3-Month:** 0.00000000 | **1-Year:** 2080.86912800 | **5-Year:** 2554.77607100 | **10-Year:** 532.08011100 | **30-Year:** 172.72477300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218339 | -0.06%               | 2.14%                | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-78003666.88            | $2668575.58                                |
| Month 2  | $-440323835.42           | $816889419.91                              |
| Month 3  | $-26896860.77            | $44687090.97                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global-Aggregate Total Return Index Value Hedged USD

- **Index Identifier:** 38TRUSD1

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANDORRA IN 1.25% 05/06/31/EUR/                              | ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000                                      | CUSIP: X65482AK1<br>LEI: N/A                  | Long             | DBT              | USGA              | AD        |     1000000 | NS      | $848117.52    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.625% 03/15/35/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER 1981 2.62500000                                        | CUSIP: L0594NBC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       40000 | NS      | $40218.00     | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 4% 09/21/29/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 4.00000000                                       | CUSIP: U3823FDK5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1039030.13   | 0.01%             | 2029-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 6.05% 03/15/39                              | SOUTHERN CAL EDISON REGD 6.05000000                                                            | CUSIP: 842400FL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $10192.84     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                              | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      900000 | NS      | $790017.13    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2640 2.5% 01/01/52                                 | FANNIE MAE POOL UMBS P#CB2640 2.50000000                                                       | CUSIP: 3140QM5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2866534 | NS      | $2435742.39   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.25% 05/25/24/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 2.25000000                                                         | CUSIP: F43750CF7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      883000 | NS      | $938186.34    | 0.01%             | 2024-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON  1.75% 06/03/27/EUR/                              | HAMMERSON IRELAND /EUR/ REGD REG S 1.75000000                                                  | CUSIP: G4271HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3000000 | NS      | $2488012.63   | 0.03%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6985 2% 09/01/50                                   | FANNIE MAE POOL UMBS P#CA6985 2.00000000                                                       | CUSIP: 3140QEXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364654 | NS      | $298783.69    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRE 3.375% 05/03/24                              | AMERICAN EXPRESS CO REGD 3.37500000                                                            | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       40000 | NS      | $39201.28     | 0.00%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 05/15/27                              | UNITEDHEALTH GROUP INC REGD 3.70000000                                                         | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       75000 | NS      | $72627.26     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 04/15/30                                    | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                          | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     1780000 | NS      | $1295449.13   | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 08/20/27                              | GENERAL MOTORS FINL CO REGD 2.70000000                                                         | CUSIP: 37045XDA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | NS      | $1269520.78   | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60                                  | ORACLE CORP REGD 3.85000000                                                                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | NS      | $40180.45     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 0.625% 11/01/31/EUR/                              | ELI LILLY & CO /EUR/ REGD 0.62500000                                                           | CUSIP: 532457BW7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4800000 | NS      | $4042241.77   | 0.05%             | 2031-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.88% 02/09/28/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1805 4.88000000                                          | CUSIP: Y1456TFY7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    28400000 | NS      | $4473870.99   | 0.06%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  3.3% 09/15/51                              | BURLINGTN NORTH SANTA FE REGD 3.30000000                                                       | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $14677.88     | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                                   | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                       | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139986 | NS      | $114305.17    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BI 2.425% 12/13/26/EUR/                              | ZIMMER BIOMET HOLDINGS /EUR/ REGD 2.42500000                                                   | CUSIP: 98956PAN2<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      500000 | NS      | $505597.07    | 0.01%             | 2026-12-13      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| LANXESS AG 1.75% 03/22/28/EUR/                              | LANXESS AG /EUR/ REGD REG S EMTN 1.75000000                                                    | CUSIP: D5032EAG1<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $939769.45    | 0.01%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED ME 2.125% 10/25/51/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 2.12500000                                                    | CUSIP: P6625ABB7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     2200000 | NS      | $1277582.05   | 0.02%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.875% 04/13/42/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 2.87500000                                                       | CUSIP: X7360WBX9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1000000 | NS      | $597734.99    | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 3/15/25                                  | UNITED STATES TREASURY BOND    REGD 1.75000000                                                 | CUSIP: 91282CED9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5800000 | NS      | $5484625.00   | 0.07%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNA 1.5% 02/04/31                              | MONDELEZ INTERNATIONAL REGD 1.50000000                                                         | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $771542.55    | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 07/19/33                                        | BPCE SA REGD V/R 144A P/P 5.74800000                                                           | CUSIP: 05583JAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      850000 | NS      | $810934.81    | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK  0.875% 10/17/35/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: N14287LK5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      100000 | NS      | $80988.96     | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.25% 04/22/33/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 86 1.25000000                                                   | CUSIP: B11204W32<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      874000 | NS      | $782829.71    | 0.01%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| THERMO FI 1.875% 10/01/49/EUR/                              | THERMO FISHER SCIENTIFIC /EUR/ REGD EMTN 1.87500000                                            | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      900000 | NS      | $613588.78    | 0.01%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.5% 08/15/32                              | DUKE ENERGY CORP REGD 4.50000000                                                               | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      450000 | NS      | $424207.66    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 HF V/R 09/25/48                                 | FANNIE MAE REMICS SER 2018-67 CL HF V/R 4.68871000                                             | CUSIP: 3136B2V41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2759870 | NS      | $2640107.87   | 0.03%             | 2048-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.625% 05/15/30                              | ALLEGHANY CORP REGD 3.62500000                                                                 | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      150000 | NS      | $139516.74    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVI 2.375% 03/15/33                              | REPUBLIC SERVICES INC REGD 2.37500000                                                          | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      150000 | NS      | $120085.47    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR A 1.125% 09/16/24                              | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.12500000                                           | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1458595.71   | 0.02%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM7105 3.5% 08/01/49                                 | FANNIE MAE POOL UMBS P#FM7105 3.50000000                                                       | CUSIP: 3140XA3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      615329 | NS      | $569236.76    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/26/29/EUR/                              | ING GROEP NV /EUR/ REGD V/R EMTN 1.62500000                                                    | CUSIP: N4578EEX2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1001468.04   | 0.01%             | 2029-09-26      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/30/26/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 680 0.00000000                                    | CUSIP: H61731W78<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $204126.10    | 0.00%             | 2026-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0295 3% 02/01/49                                   | FREDDIE MAC POOL UMBS P#SD0295 3.00000000                                                      | CUSIP: 3132DMKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2317878 | NS      | $2087236.11   | 0.03%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RYANAIR D 0.875% 05/25/26/EUR/                              | RYANAIR DAC /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: G7722YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1500000 | NS      | $1435216.51   | 0.02%             | 2026-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES L 5.4% 02/01/43                              | TECK RESOURCES LIMITED REGD 5.40000000                                                         | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     1100000 | NS      | $982161.40    | 0.01%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERCK FIN 0.005% 12/15/23/EUR/                              | MERCK FIN SERVICES GMBH /EUR/ REGD EMTN 0.00500000                                             | CUSIP: D5400PND3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      600000 | NS      | $624050.07    | 0.01%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.987% 07/08/30/AUD/                              | DEUTSCHE BAHN FIN GMBH /AUD/ REGD P/P MTN 1.98700000                                           | CUSIP: Q3127HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $105108.54    | 0.00%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 10/10/33/EUR/                                | SNCF RESEAU /EUR/ REGD EMTN 5.00000000                                                         | CUSIP: F77540BW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $240483.87    | 0.00%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN  5.125% 05/04/35/GBP/                              | NORTHERN POWERGRID YORKS /GBP/ REGD REG S 5.12500000                                           | CUSIP: G9856CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      150000 | NS      | $175345.50    | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 2.75% 07/03/30                              | STATE OF ISRAEL REGD 2.75000000                                                                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      400000 | NS      | $362900.00    | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEXIA CRED 1.25% 11/26/24/EUR/                              | DEXIA CREDIT LOCAL /EUR/ REGD 1.25000000                                                       | CUSIP: F26017KN6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      700000 | NS      | $721725.21    | 0.01%             | 2024-11-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 03/01/28                              | SOUTHERN CAL EDISON REGD SER B 3.65000000                                                      | CUSIP: 842400GJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $23343.43     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORTINET INC 2.2% 03/15/31                                  | FORTINET INC REGD 2.20000000                                                                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     1060000 | NS      | $818605.48    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.5% 02/24/27/EUR/                                  | BPCE SA /EUR/ REGD REG S EMTN 0.50000000                                                       | CUSIP: F1883FCH1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1300000 | NS      | $1203183.85   | 0.02%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5253 3.5% 06/20/48                              | GINNIE MAE II POOL P#MA5253 3.50000000                                                         | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53362 | NS      | $48727.98     | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALIANT BANK 0% 07/31/29/CHF/                               | VALIANT BANK /CHF/ REGD REG S 0.00000000                                                       | CUSIP: H90202AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       50000 | NS      | $46289.40     | 0.00%             | 2029-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 3.5% 03/30/39/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1053 3.50000000                                              | CUSIP: W9478GTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     3010000 | NS      | $336712.35    | 0.00%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHOENIX G 5.625% 04/28/31/GBP/                              | PHOENIX GRP HLD PLC /GBP/ REGD REG S EMTN 5.62500000                                           | CUSIP: G7S8MZAE9<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     1400000 | NS      | $1494503.93   | 0.02%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOV INC 3.95% 12/01/42                                      | NOV INC REGD 3.95000000                                                                        | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |       15000 | NS      | $10518.86     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEXIA CRE 0.625% 01/17/26/EUR/                              | DEXIA CREDIT LOCAL /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: F3R304DU5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $593961.01    | 0.01%             | 2026-01-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 10/31/26                                | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 912828YQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1400000 | NS      | $1279632.82   | 0.02%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.38% 07/04/26/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000                                              | CUSIP: Y5325PBQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    24000000 | NS      | $3528648.84   | 0.04%             | 2026-07-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA INT STRIPS ZCP 07/15/30                                | FANNIE MAE INTEREST STRIP ZCP 0.00000000                                                       | CUSIP: 31359YQF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      112000 | NS      | $82118.03     | 0.00%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 3.35% 04/01/51                              | CENTERPOINT ENER HOUSTON REGD SER AF 3.35000000                                                | CUSIP: 15189XAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7413.88      | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 5.15% 05/22/45                              | GOLDMAN SACHS GROUP INC REGD 5.15000000                                                        | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       21000 | NS      | $18976.40     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC 2.75% 01/15/31                                | WELLTOWER INC REGD 2.75000000                                                                  | CUSIP: 95040QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $40138.14     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 7.5% 09/15/29                              | PROVINCE OF QUEBEC REGD SER PD 7.50000000                                                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      100000 | NS      | $117743.73    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                                   | BOEING CO REGD 5.80500000                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | NS      | $46551.58     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOL 3.05% 09/22/26                              | AGILENT TECHNOLOGIES INC REGD 3.05000000                                                       | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      275000 | NS      | $256113.04    | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 0% 09/04/26/EUR/                                  | ORANGE SA /EUR/ REGD REG S EMTN 0.00000000                                                     | CUSIP: F6861DKX7<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1886368.36   | 0.02%             | 2026-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BAN 0.25% 03/25/24/EUR/                              | LLOYDS BANK PLC /EUR/ REGD REG S EMTN 0.25000000                                               | CUSIP: G5S554PH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $103041.51    | 0.00%             | 2024-03-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTESA SAN 0.75% 03/16/28/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: T5R13SLL4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $444959.30    | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUI 0.25% 01/05/26/EUR/                              | CREDIT SUISSE AG LONDON /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: G315C4GV9<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $908377.43    | 0.01%             | 2026-01-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 5.8% 09/15/62                                | LOWE'S COS INC REGD 5.80000000                                                                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       75000 | NS      | $72524.39     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.33% 01/06/26/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1605 3.33000000                                          | CUSIP: Y0R4AWHA5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    37000000 | NS      | $5429507.11   | 0.07%             | 2026-01-06      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ 1.5% 05/24/24/EUR/                              | KRAFT HEINZ FOODS CO /EUR/ REGD REG S 1.50000000                                               | CUSIP: U5009LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1045799.66   | 0.01%             | 2024-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR23                                 | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          61 | NC      | $8679989.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE D' 4% 12/15/25 /EUR/                                 | CAISSE D' 4% 12/15/25 /EUR/ 4.00000000                                                         | CUSIP: F1R890AF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1383000 | NS      | $1513798.30   | 0.02%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&G PLC V/R 07/20/55/GBP/                                   | M&G PLC /GBP/ REGD V/R EMTN 5.56000000                                                         | CUSIP: G7289NKB4<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      825000 | NS      | $854296.45    | 0.01%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 3.1% 05/01/27                              | MIDAMERICAN ENERGY CO REGD 3.10000000                                                          | CUSIP: 595620AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9360.47      | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 06/04/31/EUR/                              | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.25000000                                                | CUSIP: F7053NAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $166462.25    | 0.00%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1548 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#FS1548 2.50000000                                                       | CUSIP: 3140XGWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      767269 | NS      | $651901.76    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 2.95% 03/01/30                              | CENTERPOINT ENERGY INC REGD 2.95000000                                                         | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       45000 | NS      | $38783.57     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING  4.1% 01/15/52                              | DICK'S SPORTING GOODS REGD 4.10000000                                                          | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      115000 | NS      | $74601.36     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.23% 01/10/25/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2003 3.23000000                                          | CUSIP: Y1456THS8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   187300000 | NS      | $27333784.75  | 0.35%             | 2025-01-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                              | BANK OF AMERICA CORP REGD V/R 2.57200000                                                       | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2605000 | NS      | $2047642.33   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/27/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000                                               | CUSIP: K30904AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     2948000 | NS      | $382179.85    | 0.00%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.85% 03/01/39                                     | AT&T INC REGD 4.85000000                                                                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      195000 | NS      | $175816.05    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4096 2% 01/01/51                                   | FANNIE MAE POOL UMBS P#BR4096 2.00000000                                                       | CUSIP: 3140L2RS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4237232 | NS      | $3467406.89   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 3% 12/15/26                                      | PFIZER INC REGD 3.00000000                                                                     | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      920000 | NS      | $871766.41    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE  4.08% 05/31/29/GBP/                              | MACQUARIE GROUP LTD /GBP/ REGD REG S EMTN 4.08000000                                           | CUSIP: Q57085JY1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $2159440.91   | 0.03%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27                                | UNITED STATES TREASURY NOTE 0.62500000                                                         | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $869101.56    | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.625% 11/10/26/EUR/                              | APPLE INC /EUR/ REGD 1.62500000                                                                | CUSIP: 037833AV2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $1142766.90   | 0.01%             | 2026-11-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REGION WALL 0.5% 06/22/37/EUR/                              | REGION WALLONNE /EUR/ REGD REG S EMTN 0.50000000                                               | CUSIP: B70023NK6<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $69196.24     | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 2.5% 05/01/60                              | CONSUMERS ENERGY CO REGD 2.50000000                                                            | CUSIP: 210518DJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $5702.48      | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYPO VORAR 0.75% 02/11/25/EUR/                              | HYPO VORARLBERG BANK AG /EUR/ REGD EMTN 0.75000000                                             | CUSIP: A91803EW1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $101174.01    | 0.00%             | 2025-02-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0963 3.5% 01/01/52                                 | FREDDIE MAC POOL UMBS P#SD0963 3.50000000                                                      | CUSIP: 3132DNB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      438330 | NS      | $399321.89    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44                                | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      350000 | NS      | $297882.81    | 0.00%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERMEDIAT 2.5% 01/28/30/EUR/                              | INTERMEDIATE CAPITAL GRO /EUR/ REGD REG S 2.50000000                                           | CUSIP: G4807DBB6<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1139062.61   | 0.01%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANC 0.75% 05/29/26/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.75000000                                            | CUSIP: F23069MD0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $98287.65     | 0.00%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL 1.2% 08/05/25                              | TRUIST FINANCIAL CORP REGD MTN 1.20000000                                                      | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      160000 | NS      | $146433.31    | 0.00%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.9% 10/12/35/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 0.90000000                                                    | CUSIP: X6694NBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      861000 | NS      | $665784.44    | 0.01%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 05/20/31/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 5 2.20000000                                              | CUSIP: J2615Q4R3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   143400000 | NS      | $1244118.47   | 0.02%             | 2031-05-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MUENCHENE 0.125% 02/01/29/EUR/                              | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: D5557ESV4<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       50000 | NS      | $44549.45     | 0.00%             | 2029-02-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURA V/R 12/09/41/EUR/                              | UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 2.37500000                                       | CUSIP: A9098YAE8<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      500000 | NS      | $371949.25    | 0.00%             | 2041-12-09      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN 2.496% 07/01/50                              | YALE-NEW HAVEN HLTH SRVC REGD SER 2020 2.49600000                                              | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |       50000 | NS      | $30097.39     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC S 0.427% 12/14/26/EUR/                              | WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 0.42700000                                         | CUSIP: G9572ZDM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |     2500000 | NS      | $2326355.42   | 0.03%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| WOOLWORTH 0.375% 11/15/28/EUR/                              | WOOLWORTHS GROUP LTD /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: Q9839GAA2<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |     1500000 | NS      | $1264273.15   | 0.02%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                                 | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      900000 | NS      | $826934.81    | 0.01%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY 0.5% 11/18/30/EUR/                                  | HUNGARY /EUR/ REGD REG S 0.50000000                                                            | CUSIP: X93622FW7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     1000000 | NS      | $732273.42    | 0.01%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 3.85% 03/15/52                              | BERKSHIRE HATHAWAY FIN REGD 3.85000000                                                         | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | NS      | $319386.15    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.6% 02/18/28                                   | PEPSICO INC REGD 3.60000000                                                                    | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       55000 | NS      | $52748.79     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.9% 05/20/41/EUR/                              | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.90000000                                      | CUSIP: C69798AK9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     1850000 | NS      | $1274720.20   | 0.02%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA H 0.125% 11/03/26/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: W9T10Z3T0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     3200000 | NS      | $3000136.35   | 0.04%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 2.9% 12/15/31                              | HOST HOTELS & RESORTS LP REGD SER J 2.90000000                                                 | CUSIP: 44107TBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | NS      | $441361.58    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 08/27/38/EUR/                              | LAND BERLIN /EUR/ REGD REG S SER 506 1.37500000                                                | CUSIP: D09856ZP9<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      115000 | NS      | $95314.73     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT  1.5% 09/18/26/EUR/                              | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: E04648AP1<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $993484.63    | 0.01%             | 2026-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 3.1% 03/01/41                              | FIDELITY NATL INFO SERV REGD 3.10000000                                                        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      180000 | NS      | $124749.13    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/24                              | BANK OF AMERICA CORP REGD V/R MTN 0.81000000                                                   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | NS      | $57587.22     | 0.00%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 2.989% 07/01/50                              | MASS INSTITUTE OF TECH REGD SER F 2.98900000                                                   | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       20000 | NS      | $14662.87     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.9% 02/15/24                              | ENTERPRISE PRODUCTS OPER REGD 3.90000000                                                       | CUSIP: 29379VBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $49246.55     | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MP10 2017-1A AR V/R 10/15/30                                | MARBLE POINT CLO X LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.11914000                          | CUSIP: 566061AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | NS      | $1760736.96   | 0.02%             | 2030-10-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATI 5% 10/15/27                              | MARRIOTT INTERNATIONAL REGD 5.00000000                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      995000 | NS      | $983333.47    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7660 2.5% 08/01/46                                 | FANNIE MAE POOL UMBS P#AS7660 2.50000000                                                       | CUSIP: 3138WHQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5621693 | NS      | $4854852.28   | 0.06%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S  0.9% 06/15/26/EUR/                              | MCDONALD'S CORP /EUR/ REGD REG S EMTN 0.90000000                                               | CUSIP: U58013CX6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1471084.08   | 0.02%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SCENTRE GR 2.25% 07/16/24/EUR/                              | SCENTRE GROUP TRST 1 /EUR/ REGD REG S EMTN 2.25000000                                          | CUSIP: Q8351JAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $2078638.31   | 0.03%             | 2024-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 05/06/34/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                            | CUSIP: F2276HBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $81927.96     | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS P 3.25% 02/12/27/GBP/                              | BARCLAYS PLC /GBP/ REGD REG S EMTN 3.25000000                                                  | CUSIP: G08036LL0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1200000 | NS      | $1300046.12   | 0.02%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/32                              | BANK OF AMERICA CORP REGD V/R SER N 2.65100000                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $803012.85    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2% 11/15/26                                    | UNITED STATES TREASURY NOTE 2.00000000                                                         | CUSIP: 912828U24<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1535000 | NS      | $1421134.18   | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.25% 07/15/32                                        | FEDERAL HOME LOAN MORTGAGE CORP 6.25000000                                                     | CUSIP: 3134A4KX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      184000 | NS      | $215234.31    | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2021-122 IT 2.5% 07/20/51                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL IT 2.50000000                         | CUSIP: 38382WCH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12523600 | NS      | $1406435.32   | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 1.5% JAN 23                                   | UMBS TBA 30YR 1.5% JAN 23 TO BE ANNOUNCED 1.50000000                                           | CUSIP: 01F012619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8275000 | NS      | $6381714.43   | 0.08%             | 2053-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 01/27/27/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 483 0.00000000                                     | CUSIP: H6218UEQ9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      900000 | NS      | $902670.42    | 0.01%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4.5% JAN 23                                   | FNMA 15YR TBA 4.5% JAN 23     TO BE ANNOUNCED 4.50000000                                       | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7000000 | NS      | $6956410.65   | 0.09%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 06/01/41                                      | AT&T INC REGD 3.50000000                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2790000 | NS      | $2094803.54   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OB 3.218% 11/15/50                              | PEACEHEALTH OBLIGATED GR REGD SER 2020 3.21800000                                              | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      849000 | NS      | $555481.83    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.2% 06/01/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.20000000                                         | CUSIP: T6247A8G4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1977000 | NS      | $1987360.08   | 0.03%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | NZD/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12266.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 3.35% 06/01/50                              | PIEDMONT NATURAL GAS CO REGD 3.35000000                                                        | CUSIP: 720186AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $10104.07     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 02/15/26/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000                                           | CUSIP: D2R8H4AV1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      967000 | NS      | $973897.48    | 0.01%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELEPERFOR 0.25% 11/26/27/EUR/                              | TELEPERFORMANCE /EUR/ REGD REG S EMTN 0.25000000                                               | CUSIP: F9120FGQ3<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $437172.84    | 0.01%             | 2027-11-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 1.625% 06/02/26/EUR/                              | ELI LILLY & CO /EUR/ REGD 1.62500000                                                           | CUSIP: 532457BM9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1512841.26   | 0.02%             | 2026-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.5% 09/15/27/EUR/                                      | KFW /EUR/ REGD 0.50000000                                                                      | CUSIP: D4S46MFY6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $477042.82    | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40                                 | COMCAST CORP REGD 3.75000000                                                                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | NS      | $248850.58    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/43/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                                 | CUSIP: E8922AMU1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      190000 | NS      | $188538.35    | 0.00%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CREDIT MUT 3.25% 06/01/26/EUR/                              | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: F2850KVG8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $516958.83    | 0.01%             | 2026-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7281 2% 09/01/28                                   | FANNIE MAE POOL UMBS P#AT7281 2.00000000                                                       | CUSIP: 3138WVCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25366 | NS      | $23768.00     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALES & W 1.875% 05/28/41/GBP/                              | WALES & WEST UTL FIN PLC /GBP/ REGD REG S 1.87500000                                           | CUSIP: G9419DAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $592272.15    | 0.01%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN D 0.875% 05/24/28/EUR/                              | AFRICAN DEVELOPMENT BANK /EUR/ REGD MTN SER GDIF 0.87500000                                    | CUSIP: V00001JL8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      400000 | NS      | $380814.72    | 0.00%             | 2028-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2514.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45% 03/01/27                               | S&P GLOBAL INC REGD 144A P/P 2.45000000                                                        | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      335000 | NS      | $305974.16    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOL 0.5% 03/08/28/EUR/                              | BOOKING HOLDINGS INC /EUR/ REGD 0.50000000                                                     | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1348371.98   | 0.02%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA 1.875% 01/28/25/EUR/                              | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 1.87500000                                           | CUSIP: E0R088AB6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      100000 | NS      | $103954.18    | 0.00%             | 2025-01-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                              | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $29364.14     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 3.0 1-53 90 18                              | PUT OPTION ON 100SHS           OTC EPUT FN 3.0 1-53 90 18 SAL 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -11100000 | NC      | $-299203.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.7% 08/15/32/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.70000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |     2090000 | NS      | $2085555.55   | 0.03%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLB 0.5% 04/14/25                                          | FEDERAL HOME LOAN BANKS 0.50000000                                                             | CUSIP: 3130AJHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2000000 | NS      | $1839524.26   | 0.02%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 10/01/53/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 1.00000000                                    | CUSIP: K741813A2<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           2 | NS      | $0.17         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANOFI 1.875% 03/21/38/EUR/                                 | SANOFI /EUR/ REGD REG S EMTN SER 20FX 1.87500000                                               | CUSIP: F81267JP6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      800000 | NS      | $700484.76    | 0.01%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 06/30/24                                 | UNITED STATES TREASURY NOTE 1.75000000                                                         | CUSIP: 9128286Z8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3800000 | NS      | $3642804.68   | 0.05%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  2.625% 10/15/31                              | JEFFERIES FIN GROUP INC REGD 2.62500000                                                        | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1250000 | NS      | $955360.00    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0.1% 01/15/30/EUR/                              | BNG BANK NV /EUR/ REGD REG S 0.10000000                                                        | CUSIP: N14287TV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      320000 | NS      | $277493.52    | 0.00%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 3.05% 10/01/41                              | QUANTA SERVICES INC REGD 3.05000000                                                            | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      150000 | NS      | $99169.85     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.9% 11/15/63                              | LOCKHEED MARTIN CORP REGD 5.90000000                                                           | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      185000 | NS      | $200328.55    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0941 3% 04/01/52                                   | FREDDIE MAC POOL UMBS P#SD0941 3.00000000                                                      | CUSIP: 3132DNBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2864808 | NS      | $2531541.74   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 0.475% 10/18/30/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 0.47500000                                                    | CUSIP: X6694NBF7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      647000 | NS      | $560095.91    | 0.01%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| UPJOHN FI 1.362% 06/23/27/EUR/                              | UPJOHN FINANCE BV /EUR/ REGD REG S 1.36200000                                                  | CUSIP: N9041QAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $931666.14    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 3.25% 06/24/26/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 3.25000000                                           | CUSIP: X5S007GA9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     2215000 | NS      | $417415.30    | 0.01%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS 1.2% 12/10/25                              | JUNIPER NETWORKS INC REGD 1.20000000                                                           | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      300000 | NS      | $268541.82    | 0.00%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.1% 03/12/33/EUR/                              | REPUBLIC OF INDONESIA /EUR/ REGD 1.10000000                                                    | CUSIP: Y39814KP5<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     1000000 | NS      | $777292.27    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9419 3.5% 07/01/31                                 | FANNIE MAE POOL UMBS P#AL9419 3.50000000                                                       | CUSIP: 3138ERPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75624 | NS      | $74281.46     | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SGD/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23382.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL 4.5% 04/14/27                              | CANTOR FITZGERALD LP REGD 144A P/P 4.50000000                                                  | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     2055000 | NS      | $1906277.08   | 0.02%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMP 3.87% 09/14/25/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1514 3.87000000                                        | CUSIP: Y23862JR0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    25000000 | NS      | $3711512.11   | 0.05%             | 2025-09-14      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 2.3% 05/01/31                                | PUBLIC STORAGE REGD 2.30000000                                                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       65000 | NS      | $52932.51     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 4.0 1-53 96 29                              | CALL OPTION ON 100SHS          OTC ECAL FN 4.0 1-53 96 29 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -10000000 | NC      | $-46.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM8160 2.5% 07/01/51                                 | FANNIE MAE POOL UMBS P#FM8160 2.50000000                                                       | CUSIP: 3140XCB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262355 | NS      | $225468.37    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  3.65% 02/01/26                              | ANHEUSER-BUSCH CO/INBEV REGD SER * 3.65000000                                                  | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $48158.02     | 0.00%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 4.9% 12/15/48                                    | CIGNA CORP REGD SER WI 4.90000000                                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      880000 | NS      | $798761.94    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP 1.554% 05/11/25                                | CHEVRON CORP REGD 1.55400000                                                                   | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | NS      | $69834.23     | 0.00%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7543 4% 06/01/52                                   | FREDDIE MAC POOL UMBS P#RA7543 4.00000000                                                      | CUSIP: 3133KPLY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194918 | NS      | $183154.52    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.50000000                                         | CUSIP: T6247AT89<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      994000 | NS      | $1050509.87   | 0.01%             | 2024-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7506 4% 09/01/49                                   | FREDDIE MAC POOL UMBS P#SD7506 4.00000000                                                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1541875 | NS      | $1478728.56   | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOP 6% 01/22/25/IDR/                              | KOREA DEVELOPMENT BANK /IDR/ REGD EMTN 6.00000000                                              | CUSIP: Y4S21XQT7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        | 15000000000 | NS      | $942925.97    | 0.01%             | 2025-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.15% 09/09/52                              | MCDONALD'S CORP REGD 5.15000000                                                                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      265000 | NS      | $255835.30    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S V/R 11/21/33                              | INTESA SANPAOLO SPA REGD V/R 144A P/P 8.24800000                                               | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1305000 | NS      | $1328447.57   | 0.02%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EFSF 0.05% 01/18/52/EUR/                                    | EFSF /EUR/ REGD REG S 0.05000000                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $447615.08    | 0.01%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & 0% 07/19/24/CHF/                              | KOREA HYDRO & NUCLEAR PO /CHF/ REGD REG S EMTN 0.00000000                                      | CUSIP: Y4899GDK6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      300000 | NS      | $312604.77    | 0.00%             | 2024-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27                              | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                            | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1200000 | NS      | $1039816.80   | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| BRIT COL MU 2.8% 12/03/23/CAD/                              | BRIT COL MUNI FIN AUTH /CAD/ REGD 2.80000000                                                   | CUSIP: 62620DAG6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | USGA              | CA        |      500000 | NS      | $363285.82    | 0.00%             | 2023-12-03      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/36/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 1.25000000                                                         | CUSIP: F43750FE7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2854000 | NS      | $2393887.24   | 0.03%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC 4.1% 08/08/62                                     | APPLE INC REGD 4.10000000                                                                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      425000 | NS      | $356026.60    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HOLDING D 0.625% 09/14/28/EUR/                              | HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: F4946TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      300000 | NS      | $257558.61    | 0.00%             | 2028-09-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31                              | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                         | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1130000 | NS      | $906470.91    | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/42                                  | CITIGROUP INC REGD V/R 2.90400000                                                              | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       75000 | NS      | $52087.02     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| BANKINTER 0.875% 07/08/26/EUR/                              | BANKINTER SA /EUR/ REGD REG S EMTN 0.87500000                                                  | CUSIP: E2R168DL7<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     3000000 | NS      | $2844857.84   | 0.04%             | 2026-07-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.118% 11/15/27                               | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL ASB REGD 4.11860000                     | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      687000 | NS      | $660139.67    | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 3.6% 03/01/52                              | CENTERPOINT ENER HOUSTON REGD SER AH 3.60000000                                                | CUSIP: 15189XAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7740.93      | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 2.1% 09/01/40                              | JOHNSON & JOHNSON REGD 2.10000000                                                              | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6929.57      | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROCHE FIN 0.875% 02/25/25/EUR/                              | ROCHE FINANCE EUROPE BV /EUR/ REGD EMTN 0.87500000                                             | CUSIP: N7532RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1600000 | NS      | $1653917.15   | 0.02%             | 2025-02-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BU 0% 02/19/27/EUR/                              | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 58 0.00000000                                    | CUSIP: D04767AA3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |      220000 | NS      | $207981.41    | 0.00%             | 2027-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILIT 1% 06/23/27/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S 1.00000000                                           | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $4904823.21   | 0.06%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL CME CDS SAL USD                             | CASH COLLATERAL CME CDS SAL USD 4.23000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     2222000 | NS      | $2222000.00   | 0.03%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN S 1% 11/26/29/EUR/                              | JT INTL FIN SERVICES BV /EUR/ REGD REG S 1.00000000                                            | CUSIP: N484BNDK1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6100000 | NS      | $5105868.71   | 0.06%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 4% JAN 23                                     | FNMA TBA 15YR 4% JAN 23        TO BE ANNOUNCED 4.00000000                                      | CUSIP: 01F040412<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3000000 | NS      | $-2926054.68  | -0.04%            | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.75% 02/26/26/EUR/                                 | ROMANIA /EUR/ REGD REG S 2.75000000                                                            | CUSIP: X7360WBG6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |       15000 | NS      | $15133.49     | 0.00%             | 2026-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF IS 1.5% 01/18/27/EUR/                              | STATE OF ISRAEL /EUR/ REGD REG S EMTN 1.50000000                                               | CUSIP: M87068AJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     2000000 | NS      | $1982610.38   | 0.03%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| METSO OUT 4.875% 12/07/27/EUR/                              | METSO OUTOTEC OYJ /EUR/ REGD REG S EMTN 4.87500000                                             | CUSIP: X5404WBC7<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |     3050000 | NS      | $3274249.15   | 0.04%             | 2027-12-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 0.9% 06/01/25                               | HERSHEY COMPANY REGD 0.90000000                                                                | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      255000 | NS      | $232916.86    | 0.00%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6766 3% 07/20/50                                | GINNIE MAE II POOL P#MA6766 3.00000000                                                         | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4167362 | NS      | $3745870.95   | 0.05%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.25% 09/15/24                              | DEVON ENERGY CORPORATION REGD SER WI 5.25000000                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |        8000 | NS      | $8010.16      | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 06/05/37/EUR/                              | LAND BERLIN /EUR/ REGD REG S SER 495 1.37500000                                                | CUSIP: D09856ZC8<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      260000 | NS      | $219361.11    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CGCMT 2014-GC 3.863% 07/10/24                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 SER 2014-GC23 CL AS REGD 3.86300000              | CUSIP: 17322VAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | NS      | $238850.63    | 0.00%             | 2047-07-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.25% 04/22/25/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2005 2.25000000                                          | CUSIP: Y0R4AWKY9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   106800000 | NS      | $15234428.60  | 0.19%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 1.625% 03/14/25                              | EUROPEAN INVESTMENT BANK REGD 1.62500000                                                       | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      200000 | NS      | $188558.00    | 0.00%             | 2025-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.15% 03/15/32                              | COMMONWEALTH EDISON CO REGD SER 132 3.15000000                                                 | CUSIP: 202795JW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $175333.51    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/25/25                              | BANK OF AMERICA CORP REGD V/R MTN 0.98100000                                                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      177000 | NS      | $162962.96    | 0.00%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V/R 03/24/27/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R EMTN SER GMTN 0.12500000                               | CUSIP: E11805X65<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2000000 | NS      | $1892576.97   | 0.02%             | 2027-03-24      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.74% 02/23/27/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2202 2.74000000                                          | CUSIP: Y0R4AWMR2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    17000000 | NS      | $2430520.40   | 0.03%             | 2027-02-23      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AAREAL BAN 0.01% 02/01/28/EUR/                              | AAREAL BANK AG /EUR/ REGD REG S SER 236 0.01000000                                             | CUSIP: D0037WKC5<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $91003.88     | 0.00%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  4.5% 11/15/39/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD 4.50000000                                                       | CUSIP: K5675SHC6<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     6730000 | NS      | $1207353.57   | 0.02%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                                 | UNITED STATES TREASURY BOND 1.75000000                                                         | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   117500000 | NS      | $81006152.06  | 1.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA 2% 05/12/29/EUR/                               | KLEPIERRE SA /EUR/ REGD REG S EMTN 2.00000000                                                  | CUSIP: F5S74MD93<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $895452.59    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/66/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                                 | CUSIP: E8922ABZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      970000 | NS      | $925573.13    | 0.01%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/09/29/EUR/                              | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.50000000                                              | CUSIP: E2R193ZK3<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1500000 | NS      | $1299232.77   | 0.02%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK2675 3.5% 11/01/25                                 | FREDDIE MAC POOL UMBS P#ZK2675 3.50000000                                                      | CUSIP: 3131X56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      200065 | NS      | $195584.13    | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE GENER 0.625% 11/02/40/EUR/                              | CIE GENERALE DES ESTABLI /EUR/ REGD REG S 0.62500000                                           | CUSIP: F61824FF4<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $190679.68    | 0.00%             | 2040-11-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EFSF 3.375% 04/03/37/EUR/                                   | EFSF /EUR/ REGD EMTN 3.37500000                                                                | CUSIP: L2669HAQ0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     3000000 | NS      | $3253052.53   | 0.04%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC 2.8% 06/15/23                                     | AETNA INC REGD 2.80000000                                                                      | CUSIP: 00817YAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $29683.75     | 0.00%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KFW 2% 05/02/25                                             | KFW REGD 2.00000000                                                                            | CUSIP: 500769GQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      195000 | NS      | $184620.15    | 0.00%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 1% 12/03/31/EUR/                               | STRYKER CORP /EUR/ REGD 1.00000000                                                             | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1082024.11   | 0.01%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WELF 2015-1A AR4 V/R 07/20/29                               | WELLFLEET CLO 2015-1 LTD SER 2015-1A CL AR4 V/R REGD 144A P/P 5.13257000                       | CUSIP: 949496BJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1128600 | NS      | $1111189.22   | 0.01%             | 2029-07-20      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP I 3.875% 09/16/46                              | ALTRIA GROUP INC REGD 3.87500000                                                               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       40000 | NS      | $26938.55     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0157 4% 08/01/46                                   | FANNIE MAE POOL UMBS P#BF0157 4.00000000                                                       | CUSIP: 3140FXE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112170 | NS      | $108415.12    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SP 2.95% 03/10/26                              | BAIN CAPITAL SPECIALTY F REGD 2.95000000                                                       | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      150000 | NS      | $129715.38    | 0.00%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE C 1.25% 03/01/33/EUR/                              | GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: G39146AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6325000 | NS      | $4628866.99   | 0.06%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHR 4790 F V/R 10/15/43                                     | FREDDIE MAC REMICS SER 4790 CL F V/R 4.50786000                                                | CUSIP: 3137F5BX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1971616 | NS      | $1902114.01   | 0.02%             | 2043-10-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8102 4.5% 08/01/52                                 | FREDDIE MAC POOL UMBS P#QE8102 4.50000000                                                      | CUSIP: 3133BJAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55221 | NS      | $53260.42     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FAR 4.625% 11/02/35/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD 4.62500000                                                    | CUSIP: U94974BW8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1661518.22   | 0.02%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 04/15/30                                 | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1369615.37   | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/21/49                                   | ABBVIE INC REGD SER WI 4.25000000                                                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      480000 | NS      | $404537.56    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/71/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                                 | CUSIP: E8922AKN9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      389000 | NS      | $193082.85    | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.50PCD03 12/03/25 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-102762.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA 3.5% 01/14/29/EUR/                                   | SES SA /EUR/ REGD REG S EMTN 3.50000000                                                        | CUSIP: L8300GDS7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     2300000 | NS      | $2234503.53   | 0.03%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 3.65% 02/01/29                              | DUKE ENERGY OHIO INC REGD 3.65000000                                                           | CUSIP: 26442EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9308.60      | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA 4.625% 07/11/24                                     | BPCE SA REGD P/P MTN 4.62500000                                                                | CUSIP: 05578QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1167707.41   | 0.01%             | 2024-07-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FE 1.375% 07/16/28/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.37500000                                        | CUSIP: F07334AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2820984.66   | 0.04%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.75% 09/01/46                              | DUKE ENERGY CORP REGD 3.75000000                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7468.99      | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.25% 03/10/25/EUR/                                | NRW.BANK /EUR/ REGD REG S 0.25000000                                                           | CUSIP: D5S25R5X0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      120000 | NS      | $120556.39    | 0.00%             | 2025-03-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FHMS K103 A2 2.651% 11/25/29                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K103 CL A2 2.65100000         | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $446809.50    | 0.01%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 3.945% 11/15/46                              | ASCENSION HEALTH REGD 3.94500000                                                               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | NS      | $116524.90    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 06/27/28/CNY/                              | CHINA GOVERNMENT BOND /CNY/   REGD REG S 3.60000000                                            | CUSIP: Y5325PAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    26500000 | NS      | $3944309.82   | 0.05%             | 2028-06-27      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2468 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#RC2468 2.00000000                                                      | CUSIP: 3133L8W50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      595096 | NS      | $531439.21    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP A 1.5% 11/30/24/EUR/                              | UBS GROUP AG /EUR/ REGD REG S 1.50000000                                                       | CUSIP: H42097BN6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5000000 | NS      | $5205758.82   | 0.07%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIBERBANK  0.25% 09/25/29/EUR/                              | LIBERBANK SA /EUR/ REGD REG S 0.25000000                                                       | CUSIP: E7178VGH4<br>LEI: 635400XT3V7WHLSFYY25 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $85903.61     | 0.00%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGK 0.25% 09/07/26/EUR/                              | DNB BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: R1815VEL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $95824.11     | 0.00%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VILLE DE  1.375% 11/20/34/EUR/                              | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.37500000                                                | CUSIP: F7S25ABW6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $84249.98     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SAGAX EUR 1.625% 02/24/26/EUR/                              | SAGAX EURO MTN /EUR/ REGD REG S EMTN 1.62500000                                                | CUSIP: N7667RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $938103.83    | 0.01%             | 2026-02-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-69443.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP 4% 07/27/25                                        | IBM CORP REGD 4.00000000                                                                       | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | NS      | $294906.25    | 0.00%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.125% 06/20/28/EUR/                              | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 1.12500000                                          | CUSIP: F0109PBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1000000 | NS      | $955999.61    | 0.01%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASML HOLD 1.625% 05/28/27/EUR/                              | ASML HOLDING NV /EUR/ REGD REG S 1.62500000                                                    | CUSIP: N07046AC4<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |     2750000 | NS      | $2742874.46   | 0.03%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOG 3% 10/30/29                              | KEYSIGHT TECHNOLOGIES REGD 3.00000000                                                          | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      245000 | NS      | $213244.13    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.05% 09/06/29/EUR/                              | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000                                             | CUSIP: X5S9GCVJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      400000 | NS      | $350771.90    | 0.00%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.9% 10/31/46/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.90000000                                                 | CUSIP: E8922ABW9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1593000 | NS      | $1466781.53   | 0.02%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FI 0.214% 10/07/25/EUR/                              | MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 0.21400000                                        | CUSIP: J4S19BBR6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2000000 | NS      | $1953691.10   | 0.02%             | 2025-10-07      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.2% 03/20/50/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 3 2.20000000                                              | CUSIP: J2615Q7F6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   976550000 | NS      | $8622049.54   | 0.11%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 01/15/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 4Y 0.00000000                                    | CUSIP: T6052BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1045000 | NS      | $1084133.17   | 0.01%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/32/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.50000000                                   | CUSIP: T6052BN53<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      490000 | NS      | $439036.24    | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 05/06/25/EUR/                              | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.25000000                                         | CUSIP: X3446DCP4<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       70000 | NS      | $69717.76     | 0.00%             | 2025-05-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGA 0.625% 02/15/29/EUR/                              | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 0.62500000                                              | CUSIP: X5918MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $91695.34     | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/52/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N8T17VZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      814329 | NS      | $422015.38    | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/32/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |     4389000 | NS      | $3757793.46   | 0.05%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING BANK  0.125% 12/08/31/EUR/                              | ING BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                   | CUSIP: N4R82BRQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $81611.11     | 0.00%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AME 1.625% 09/18/25/EUR/                              | ANGLO AMERICAN CAPITAL /EUR/ REGD REG S EMTN 1.62500000                                        | CUSIP: G037625Q3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1009980.26   | 0.01%             | 2025-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 1% 11/09/31/EUR/                                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.00000000                                                   | CUSIP: F8446VFF2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $264069.31    | 0.00%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 11/30/27                                | UNITED STATES TREASURY NOTE 0.62500000                                                         | CUSIP: 91282CAY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      200000 | NS      | $170140.62    | 0.00%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 0.9% 09/15/25                                  | ENTERGY CORP REGD 0.90000000                                                                   | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      230000 | NS      | $205067.73    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25% 08/15/29                              | CVS HEALTH CORP REGD 3.25000000                                                                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      300000 | NS      | $269081.48    | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU9251 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#BU9251 3.00000000                                                       | CUSIP: 3140MBH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28490 | NS      | $25120.82     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL5439 3.5% 11/01/43                                 | FANNIE MAE POOL UMBS P#AL5439 3.50000000                                                       | CUSIP: 3138ENBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112345 | NS      | $105069.96    | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELEC ZCP 04/11/31/CAD/                              | ONTARIO ELECTRICITY FIN /CAD/ REGD ZCP SER 40 0.00000000                                       | CUSIP: 683078FP9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     1500000 | NS      | $784632.94    | 0.01%             | 2031-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 09/20/28/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 105 2.10000000                                            | CUSIP: J2615Q2G9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   263700000 | NS      | $2209984.43   | 0.03%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 6.75% 10/22/28/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/A 6.75000000                                         | CUSIP: X9379QRH5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    75000000 | NS      | $173927.29    | 0.00%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.55% 04/30/30/EUR/                              | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000                                           | CUSIP: E0R088AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      100000 | NS      | $85525.96     | 0.00%             | 2030-04-30      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 1.25% 03/13/27/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: G08820FA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3000000 | NS      | $2845024.83   | 0.04%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINAN 2% 02/15/33/EUR/                              | CELLNEX FINANCE CO SA /EUR/ REGD REG S EMTN 2.00000000                                         | CUSIP: E2R41NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1200000 | NS      | $941447.05    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 01/20/26/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R EMTN 1.20000000                                                   | CUSIP: T9T20LJ41<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3275000 | NS      | $3245798.11   | 0.04%             | 2026-01-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 2.25% 06/01/31                              | GENERAL DYNAMICS CORP REGD 2.25000000                                                          | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      300000 | NS      | $251775.31    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ZURICH FI 1.625% 06/17/39/EUR/                              | ZURICH FINANCE IRELAND /EUR/ REGD REG S EMTN 1.62500000                                        | CUSIP: G9897UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | NS      | $374850.66    | 0.00%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3822 4.5% 10/01/50                                 | FREDDIE MAC POOL UMBS P#RA3822 4.50000000                                                      | CUSIP: 3133KKG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3584415 | NS      | $3471594.44   | 0.04%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3175 3% 07/01/50                                   | FREDDIE MAC POOL UMBS P#RA3175 3.00000000                                                      | CUSIP: 3133KJQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1601730 | NS      | $1414948.73   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3410 3.5% 05/01/50                                 | FANNIE MAE POOL UMBS P#FM3410 3.50000000                                                       | CUSIP: 3140X6YG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4192827 | NS      | $3851268.26   | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/25/28/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 683 0.00000000                                    | CUSIP: H61731Y68<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $195868.27    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANTON OF Z 0.1% 06/23/45/CHF/                              | CANTON OF ZURICH /CHF/ REGD REG S 0.10000000                                                   | CUSIP: H98449CZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       50000 | NS      | $35728.44     | 0.00%             | 2045-06-23      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HONG KONG 2.8% 11/30/24/CNH/                                | HONG KONG /CNH/ REGD REG S EMTN SER GMTN 2.80000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | HK        |     5000000 | NS      | $720447.35    | 0.01%             | 2024-11-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IBRD 0.7% 10/22/46/EUR/                                     | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.70000000                           | CUSIP: U4586HLS0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2000000 | NS      | $1298729.86   | 0.02%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.875% 05/10/27/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD EMTN 0.87500000                                                  | CUSIP: X65708AJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1900000 | NS      | $1833768.38   | 0.02%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 3.362% 02/15/50                              | OTIS WORLDWIDE CORP REGD SER WI 3.36200000                                                     | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7051.10      | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 5.6% 06/15/42                              | CONSTELLATION EN GEN LLC REGD SER WI 5.60000000                                                | CUSIP: 30161MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $67512.77     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENGIE SA V/R /PERP//EUR/                                    | ENGIE SA /EUR/ REGD V/R /PERP/ REG S 1.62500000                                                | CUSIP: F3R09RR28<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $978123.67    | 0.01%             | 2171-07-08      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EU 0% 04/09/27/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.00000000                                             | CUSIP: F2R96BFZ9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $1880510.86   | 0.02%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS I 2% 12/10/30                              | JUNIPER NETWORKS INC REGD 2.00000000                                                           | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      381000 | NS      | $291343.87    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 2.1% 04/07/32/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 2.10000000                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1326965.12   | 0.02%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/22/27/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                                | CUSIP: G4527HHD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     3271000 | NS      | $3562349.51   | 0.05%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/29/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.50000000                                                   | CUSIP: F43750KE1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3547000 | NS      | $3282863.64   | 0.04%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | DKK/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13610.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50                              | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | NS      | $538690.74    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/26                              | WELLS FARGO & COMPANY REGD V/R MTN 3.90800000                                                  | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1635000 | NS      | $1583520.60   | 0.02%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF C 1.15% 06/10/25                              | ROYAL BANK OF CANADA REGD MTN 1.15000000                                                       | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $91606.93     | 0.00%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 3.4% 06/17/36/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 3.40000000                                                 | CUSIP: Y6065BBR7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    25000000 | NS      | $747741.55    | 0.01%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRENNTAG  1.125% 09/27/25/EUR/                              | BRENNTAG FINANCE BV /EUR/ REGD REG S 1.12500000                                                | CUSIP: N1632QAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1002277.30   | 0.01%             | 2025-09-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LANXESS A 0.625% 12/01/29/EUR/                              | LANXESS AG /EUR/ REGD REG S EMTN 0.62500000                                                    | CUSIP: D5032EAF3<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      500000 | NS      | $412283.81    | 0.01%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1476 2.5% 08/01/36                                 | FANNIE MAE POOL UMBS P#CB1476 2.50000000                                                       | CUSIP: 3140QLUA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142140 | NS      | $130415.01    | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S V/R 12/08/22/EUR/                                | ORSTED A/ /EUR/ REGD V/R REG S 5.25000000                                                      | CUSIP: K7653QAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     2050000 | NS      | $2227338.79   | 0.03%             | 3022-12-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 04/15/26                              | T-MOBILE USA INC REGD 2.62500000                                                               | CUSIP: 87264ABU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | NS      | $467262.51    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL  0.553% 09/18/29/EUR/                              | NATIONAL GRID PLC /EUR/ REGD REG S EMTN 0.55300000                                             | CUSIP: G6S98DFJ8<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     3075000 | NS      | $2599087.12   | 0.03%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.452% 04/15/51                              | EXXON MOBIL CORPORATION REGD 3.45200000                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      545000 | NS      | $409955.07    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EFSF 0.7% 01/20/50/EUR/                                     | EFSF /EUR/ REGD REG S 0.70000000                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     2500000 | NS      | $1501043.84   | 0.02%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 2.125% 06/03/30/EUR/                              | ELI LILLY & CO /EUR/ REGD 2.12500000                                                           | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      500000 | NS      | $491320.48    | 0.01%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ISS GLOBA 0.875% 06/18/26/EUR/                              | ISS GLOBAL A/S /EUR/ REGD REG S EMTN 0.87500000                                                | CUSIP: K5059PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      500000 | NS      | $473701.52    | 0.01%             | 2026-06-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.55% 04/22/41/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.55000000                                            | CUSIP: G4R49GAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      385000 | NS      | $258854.61    | 0.00%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WENDEL SE 1.375% 01/18/34/EUR/                              | WENDEL SE /EUR/ REGD REG S 1.37500000                                                          | CUSIP: F98370BG7<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $737760.55    | 0.01%             | 2034-01-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHR 5062 EI 2% 01/25/51                                     | FREDDIE MAC REMICS SER 5062 CL EI 2.00000000                                                   | CUSIP: 3137F8U27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3827759 | NS      | $545976.59    | 0.01%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000000605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3008512.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP 2021-330N A V/R 06/15/23                                | BCP TRUST 2021-330N SER 2021-330N CL A V/R REGD 144A P/P 5.11700000                            | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | NS      | $2614762.36   | 0.03%             | 2038-06-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ESTEE LAUDER CO  2.6% 04/15/30                              | ESTEE LAUDER CO INC REGD 2.60000000                                                            | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       60000 | NS      | $51725.94     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP  2% 02/23/27/EUR/                              | SMITHS GROUP PLC /EUR/ REGD REG S EMTN 2.00000000                                              | CUSIP: G82401MZ3<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     4602000 | NS      | $4602184.36   | 0.06%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 07/04/41/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.45000000                                             | CUSIP: B3S09CAP1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     4800000 | NS      | $3115739.06   | 0.04%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SGS NEDER 0.125% 04/21/27/EUR/                              | SGS NEDERLAND HLDG BV /EUR/ REGD REG S EMTN 0.12500000                                         | CUSIP: N79068AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2500000 | NS      | $2550079.46   | 0.03%             | 2027-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 1% 03/01/28/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.00000000                                         | CUSIP: N6S779J92<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      300000 | NS      | $289034.34    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INB 4% 04/13/28                              | ANHEUSER-BUSCH INBEV WOR REGD 4.00000000                                                       | CUSIP: 035240AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | NS      | $476811.39    | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 11/18/38/MXN/                              | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 30 8.50000000                                         | CUSIP: P6625CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     2000000 | NS      | $97106.20     | 0.00%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.2% 10/20/25/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 1.20000000                                                      | CUSIP: A0654UAF8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      860000 | NS      | $884330.58    | 0.01%             | 2025-10-20      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29                                    | AMGEN INC REGD 4.05000000                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      845000 | NS      | $791471.08    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL4010 3.5% 07/01/43                                 | FANNIE MAE POOL UMBS P#AL4010 3.50000000                                                       | CUSIP: 3138ELN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         484 | NS      | $453.50       | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.8% 03/15/32                              | ROGERS COMMUNICATIONS IN REGD P/P 3.80000000                                                   | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       68000 | NS      | $58925.25     | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST  7.414% 01/01/40                              | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.41400000                                         | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      230000 | NS      | $285115.71    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| STADSHYPO 2.625% 09/27/29/EUR/                              | STADSHYPOTEK AB /EUR/ REGD EMTN 2.62500000                                                     | CUSIP: W86201YB5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $102673.33    | 0.00%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZU V/R 02/19/49/EUR/                              | ARGENTUM (ZURICH INS) /EUR/ REGD V/R REG S 2.75000000                                          | CUSIP: N0610RAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $462380.87    | 0.01%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 3.1% 05/15/30                                   | EQUIFAX INC REGD 3.10000000                                                                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1518817.99   | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                                 | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     3020000 | NS      | $2913368.81   | 0.04%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 1.9% 08/15/40                                  | ALPHABET INC REGD 1.90000000                                                                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      700000 | NS      | $467653.67    | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINAN 3% 05/15/32                              | JBS USA/FOOD/FINANCE REGD 144A P/P 3.00000000                                                  | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      575000 | NS      | $439932.79    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 09/20/39/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 170 0.30000000                                            | CUSIP: J2S39K6E1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   293500000 | NS      | $1944023.77   | 0.02%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MO 2.25% 09/06/24/GBP/                              | GENERAL MOTORS FINL CO /GBP/ REGD REG S EMTN 2.25000000                                        | CUSIP: U37047AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1491959.33   | 0.02%             | 2024-09-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $412402.35    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV 2.125% 03/31/27/EUR/                                | IMCD NV /EUR/ REGD 2.12500000                                                                  | CUSIP: N4447SAB2<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |     1100000 | NS      | $1037778.13   | 0.01%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 2.125% 06/08/27/EUR/                              | ESB FINANCE DAC /EUR/ REGD REG S EMTN 2.12500000                                               | CUSIP: G3194BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | NS      | $99228.14     | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 3.1% 05/17/27                              | NOVARTIS CAPITAL CORP REGD 3.10000000                                                          | CUSIP: 66989HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | NS      | $35111.38     | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#890272 3.5% 12/01/25                                 | FANNIE MAE POOL UMBS P#890272 3.50000000                                                       | CUSIP: 31410LCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209393 | NS      | $205734.33    | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2019-48 IB V/R 06/25/39                                 | FANNIE MAE REMICS SER 2019-48 CL IB V/R 0.67028500                                             | CUSIP: 3136B5F42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23315446 | NS      | $511909.27    | 0.01%             | 2039-06-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.125% 09/01/31/EUR/                              | BAYERISCHE LANDESBANK /EUR/ REGD REG S 2.12500000                                              | CUSIP: D0R14GGC3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $49401.16     | 0.00%             | 2031-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2370 2% 11/01/36                                   | FREDDIE MAC POOL UMBS P#RC2370 2.00000000                                                      | CUSIP: 3133L8T39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1927894 | NS      | $1721717.25   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/25/30/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: F0108ULF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $175065.67    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.608% 07/14/31                              | NOMURA HOLDINGS INC REGD 2.60800000                                                            | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1255000 | NS      | $971697.73    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/44/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                                 | CUSIP: E4R46CBB2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      971000 | NS      | $1237066.79   | 0.02%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYN 2.9% 09/29/31                              | HELMERICH & PAYNE INC REGD 2.90000000                                                          | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      700000 | NS      | $570061.46    | 0.01%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNI 3.524% 04/15/54                              | WASHINGTON UNIVERSITY REGD SER 2022 3.52400000                                                 | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |      900000 | NS      | $713222.14    | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 4.55% 03/30/27/CAD/                                | EUROFIMA /CAD/ REGD MTN SER MPLE 4.55000000                                                    | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |      300000 | NS      | $225655.61    | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 05/14/32/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 239 1.00000000                                   | CUSIP: X5S008CX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      718000 | NS      | $613072.60    | 0.01%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDAT 3.002% 06/01/51                              | KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000                                              | CUSIP: 48305QAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | NS      | $171701.52    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  2.75% 04/02/30/EUR/                              | AEROPORTS DE PARIS /EUR/ REGD REG S 2.75000000                                                 | CUSIP: F01177AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2500000 | NS      | $2455719.30   | 0.03%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  4.125% 05/15/49                              | CON EDISON CO OF NY INC REGD SER A 4.12500000                                                  | CUSIP: 209111FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $16380.78     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NESTLE FIN 1.25% 03/29/31/EUR/                              | NESTLE FINANCE INTL LTD /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: L6S79FWT9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1200000 | NS      | $1085436.28   | 0.01%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  3.85% 08/15/32                              | META PLATFORMS INC REGD 144A P/P 3.85000000                                                    | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      630000 | NS      | $558567.35    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 1.75% 04/28/41/EUR/                              | REPUBLIC OF PHILIPPINES /EUR/ REGD 1.75000000                                                  | CUSIP: Y6972FA34<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     1000000 | NS      | $728013.03    | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1090 2.5% 07/01/36                                 | FANNIE MAE POOL UMBS P#CB1090 2.50000000                                                       | CUSIP: 3140QLF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      942116 | NS      | $865466.91    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 12/15/31/GBP/                              | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R 1.98500000                                             | CUSIP: G55365GF4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1900000 | NS      | $1922565.54   | 0.02%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                              | CVS HEALTH CORP REGD 5.05000000                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1330000 | NS      | $1199781.52   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 5.9% 07/30/26/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.90000000                                                 | CUSIP: E892288N8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      420000 | NS      | $493396.04    | 0.01%             | 2026-07-30      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7987 2.5% 04/20/52                              | GINNIE MAE II POOL P#MA7987 2.50000000                                                         | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      491509 | NS      | $426513.19    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAST NIPPON 0.1% 12/18/26/JPY/                              | EAST NIPPON EXPRESSWAY /JPY/ REGD SER 66 0.10000000                                            | CUSIP: J1326SDD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   100000000 | NS      | $752135.36    | 0.01%             | 2026-12-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IBRD 1.2% 08/08/34/EUR/                                     | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 1.20000000              | CUSIP: U4586FXL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     9000000 | NS      | $7790420.23   | 0.10%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB  1.15% 05/13/26                              | CHARLES SCHWAB CORP REGD 1.15000000                                                            | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      525000 | NS      | $467054.19    | 0.01%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GENERAL EL 5.25% 12/07/28/GBP/                              | GENERAL ELECTRIC CO /GBP/ REGD EMTN 5.25000000                                                 | CUSIP: U3698EHS9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      500000 | NS      | $586848.48    | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                              | DCP MIDSTREAM OPERATING REGD 3.25000000                                                        | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | NS      | $276428.60    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 10/15/28                                    | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                          | CUSIP: 76116EHL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      358000 | NS      | $280866.80    | 0.00%             | 2028-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI V/R /PERP//EUR/                               | ASSICURAZIONI GENERALI /EUR/ REGD V/R /PERP/ REG S EMTN 4.59600000                             | CUSIP: T05040AN9<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1038655.21   | 0.01%             | 2171-11-21      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.7% 05/15/50                              | ONCOR ELECTRIC DELIVERY REGD 3.70000000                                                        | CUSIP: 68233JBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | NS      | $3973.28      | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 0.625% 12/03/32/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 0.62500000                                                   | CUSIP: F1233NSN1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2255042.04   | 0.03%             | 2032-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 1.75% 01/22/26                                  | EQUINOR ASA REGD 1.75000000                                                                    | CUSIP: 29446MAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      200000 | NS      | $182983.67    | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 0.625% 07/25/25                              | EUROPEAN INVESTMENT BANK REGD 0.62500000                                                       | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $91073.53     | 0.00%             | 2025-07-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 0.95% 09/01/27                              | JOHNSON & JOHNSON REGD 0.95000000                                                              | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      105000 | NS      | $90568.84     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DBS BANK  2.812% 10/13/25/EUR/                              | DBS BANK LTD /EUR/ REGD REG S EMTN 2.81200000                                                  | CUSIP: Y2R2E06V7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      100000 | NS      | $105075.52    | 0.00%             | 2025-10-13      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS6347 4% 05/01/26                                   | FREDDIE MAC POOL UMBS P#ZS6347 4.00000000                                                      | CUSIP: 3132A7BQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16443 | NS      | $16058.41     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5268 4.5% 12/01/52                                 | FANNIE MAE POOL UMBS P#CB5268 4.50000000                                                       | CUSIP: 3140QQ2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498999 | NS      | $481284.59    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | MXN/USD FWD 20230315 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $950.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS COR 1.8% 10/01/24                              | HYATT HOTELS CORP REGD 1.80000000                                                              | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      400000 | NS      | $374937.62    | 0.00%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 4.65% 06/15/27                              | WILLIS NORTH AMERICA INC REGD 4.65000000                                                       | CUSIP: 970648AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $96703.58     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0176 2.5% 04/01/51                                 | FANNIE MAE POOL UMBS P#CB0176 2.50000000                                                       | CUSIP: 3140QKFS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6716707 | NS      | $5713706.17   | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H14 FH V/R 08/20/70                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 4.56366000                     | CUSIP: 38380QGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6985215 | NS      | $7008387.83   | 0.09%             | 2070-08-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8806 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD8806 3.00000000                                                      | CUSIP: 3133B6YB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      145205 | NS      | $127730.78    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 2.5% 10/25/27/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 2.50000000                                           | CUSIP: X5S007GT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1350000 | NS      | $232069.63    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALB 0.625% 04/20/26/EUR/                              | KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.62500000                                             | CUSIP: R6333MY76<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     1200000 | NS      | $1179860.24   | 0.01%             | 2026-04-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL P 5.3% 10/24/27                              | DIAGEO CAPITAL PLC REGD 5.30000000                                                             | CUSIP: 25243YBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | NS      | $409080.93    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 1% 04/14/32/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 1.00000000                                        | CUSIP: B3821SNT0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3275000 | NS      | $2917883.76   | 0.04%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 0.875% 10/10/25/EUR/                              | DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 0.87500000                              | CUSIP: J1R67PGZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     1000000 | NS      | $998520.02    | 0.01%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.625% 05/25/26/EUR/                              | BPIFRANCE SACA /EUR/ REGD REG S SER * 0.62500000                                               | CUSIP: F7053HD38<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $491941.34    | 0.01%             | 2026-05-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3% 02/15/41                                | T-MOBILE USA INC REGD SER WI 3.00000000                                                        | CUSIP: 87264ABL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $35333.95     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750KU5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3634000 | NS      | $3208056.65   | 0.04%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 06/15/30/EUR/                              | UBS GROUP AG /EUR/ REGD V/R REG S EMTN 3.12500000                                              | CUSIP: H42097DF1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1500000 | NS      | $1491550.01   | 0.02%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  4.125% 06/01/48                              | FLORIDA POWER & LIGHT CO REGD 4.12500000                                                       | CUSIP: 341081FR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $17088.26     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/40/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                      | CUSIP: A0654UTB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      350000 | NS      | $213544.28    | 0.00%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230112 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-422803.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC V/R 07/03/44/EUR/                                 | AVIVA PLC /EUR/ REGD V/R EMTN 3.87500000                                                       | CUSIP: G0683QWT2<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1045116.71   | 0.01%             | 2044-07-03      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 4.875% 05/19/33                              | UNITED MEXICAN STATES REGD 4.87500000                                                          | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | NS      | $183634.62    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KI 0.125% 06/18/27/EUR/                              | NORDEA KIINNITSLOUTTO /EUR/ REGD REG S EMTN 0.12500000                                         | CUSIP: X585B5AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $93312.10     | 0.00%             | 2027-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 2.696% 07/16/24                              | SUMITOMO MITSUI FINL GRP REGD 2.69600000                                                       | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | NS      | $191877.92    | 0.00%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA TBA CONV 30YR 2.5% 2/1/53                              | FNMA CONV 30YR                 TO BE ANNOUNCED 2.50000000                                      | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46500000 | NS      | $39464923.86  | 0.50%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ0685 4% 04/01/48                                   | FANNIE MAE POOL UMBS P#BJ0685 4.00000000                                                       | CUSIP: 3140H1XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      446642 | NS      | $426406.13    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAGAX AB 2.25% 03/13/25/EUR/                                | SAGAX AB /EUR/ REGD REG S EMTN 2.25000000                                                      | CUSIP: W7519ACQ2<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $986209.85    | 0.01%             | 2025-03-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 6.125% 06/02/34  /GBP                             | ELECTRICI 6.125% 06/02/34  /GBP 6.12500000                                                     | CUSIP: F2940HGB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $727299.45    | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 1.05% 03/02/26                              | BANK OF NOVA SCOTIA REGD 1.05000000                                                            | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      170000 | NS      | $150485.18    | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 4% 05/15/29                              | UNITEDHEALTH GROUP INC REGD 4.00000000                                                         | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      250000 | NS      | $238862.52    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.625% 08/02/32/EUR/                              | LAND BERLIN /EUR/ REGD 1.62500000                                                              | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | USGA              | DE        |      180000 | NS      | $169397.04    | 0.00%             | 2032-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN EXP  0.02% 03/31/26/JPY/                              | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 271 0.02000000                                         | CUSIP: J2739WES8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   200000000 | NS      | $1518594.22   | 0.02%             | 2026-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.288% 07/13/29/EUR/                              | PROSUS NV /EUR/ REGD REG S EMTN 1.28800000                                                     | CUSIP: N7163RAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4000000 | NS      | $3239010.36   | 0.04%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC PO 4% 06/15/50                              | TUCSON ELECTRIC POWER CO REGD 4.00000000                                                       | CUSIP: 898813AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7641.05      | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.25% 07/15/25/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000                                                   | CUSIP: N2R466EV2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      354000 | NS      | $356862.29    | 0.00%             | 2025-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVER 0% 10/18/31/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.00000000                                            | CUSIP: G4R49GAW3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |     1127000 | NS      | $929816.12    | 0.01%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COM 1.5% 09/19/39/EUR/                              | VERIZON COMMUNICATIONS /EUR/ REGD 1.50000000                                                   | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      700000 | NS      | $502647.99    | 0.01%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6432 4.5% 04/01/48                                 | FREDDIE MAC POOL UMBS P#ZM6432 4.50000000                                                      | CUSIP: 3131Y1ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      623906 | NS      | $612106.35    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 4.75% 05/15/64                              | CATERPILLAR INC REGD 4.75000000                                                                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      100000 | NS      | $95497.28     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 5.9% 05/15/38                                | CONOCOPHILLIPS REGD 5.90000000                                                                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       25000 | NS      | $26402.81     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 11/29/25/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 0.12500000                                                   | CUSIP: N4R82BRG1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1487137.13   | 0.02%             | 2025-11-29      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.80PCD03 12/03/51 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-67513.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.1% 04/01/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 1.10000000                                    | CUSIP: T6052BM47<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1430000 | NS      | $1372942.19   | 0.02%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 01/31/27/EUR/                              | BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 2.88500000                                              | CUSIP: G0809LHV4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3150000 | NS      | $3192342.60   | 0.04%             | 2027-01-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 3.377% 04/05/40                              | CARRIER GLOBAL CORP REGD 3.37700000                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      100000 | NS      | $76343.23     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8810 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD8810 3.00000000                                                      | CUSIP: 3133B6YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269804 | NS      | $237692.09    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.85% 07/01/42                              | PARAMOUNT GLOBAL REGD 4.85000000                                                               | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2080000 | NS      | $1548908.84   | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  1.5% 09/27/30/EUR/                              | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.50000000                                       | CUSIP: F4041GQQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $89706.06     | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE  0.375% 04/09/24/EUR/                              | MET LIFE GLOB FUNDING I /EUR/ REGD REG S 0.37500000                                            | CUSIP: U5922DCT7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2125000 | NS      | $2188358.36   | 0.03%             | 2024-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 1.75% 05/25/31/EUR/                              | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.75000000                                                | CUSIP: F7S25ABH9<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $191028.22    | 0.00%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ V/R 09/03/52/EUR/                                 | SAMPO OYJ /EUR/ REGD V/R EMTN 2.50000000                                                       | CUSIP: X75653JC4<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |     1025000 | NS      | $820834.69    | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED C V/R 06/16/32/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD V/R REG S 3.87500000                                         | CUSIP: F07336QM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1005382.70   | 0.01%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33                              | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                       | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      265000 | NS      | $192304.34    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4777 3% 10/20/47                                | GINNIE MAE II POOL P#MA4777 3.00000000                                                         | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      457411 | NS      | $412725.23    | 0.01%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/29/28/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 0.37500000                                                   | CUSIP: N4578ELB2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $883810.60    | 0.01%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 5.1% 03/07/51/GBP/                              | LCR FINANCE PLC /GBP/ REGD 5.10000000                                                          | CUSIP: G5373RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | NS      | $66631.46     | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RENTOKIL  4.375% 06/27/30/EUR/                              | RENTOKIL INITIAL FINANCE /EUR/ REGD REG S EMTN 4.37500000                                      | CUSIP: N4547UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1900000 | NS      | $2062389.95   | 0.03%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 2.875% 05/14/29/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 2.87500000                                                   | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1215303.27   | 0.02%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINA 0.375% 06/17/27/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: N30706EJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $922612.27    | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HESS CORP 5.8% 04/01/47                                     | HESS CORP REGD 5.80000000                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       16000 | NS      | $15382.91     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.25% 05/21/28/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 149 2.25000000                                            | CUSIP: Q08184MW2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1340000 | NS      | $846769.15    | 0.01%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP 5.6% 02/15/41                                     | HESS CORP REGD 5.60000000                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      120000 | NS      | $113080.63    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL  1.5% 03/28/28/EUR/                              | AKZO NOBEL NV /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: N01803A67<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $953674.59    | 0.01%             | 2028-03-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRI 1% 04/13/26/EUR/                              | DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 1.00000000                                        | CUSIP: D18835UD4<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $99625.07     | 0.00%             | 2026-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 0.125% 03/07/24/EUR/                              | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.12500000                                             | CUSIP: X5S9GCQN3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      180000 | NS      | $186134.85    | 0.00%             | 2024-03-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 10/12/26/EUR/                              | CREDIT AGRICOLE SA /EUR/ REGD V/R REG S EMTN 4.00000000                                        | CUSIP: F2276J7D1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2132550.45   | 0.03%             | 2026-10-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT 3.125% 12/06/28/EUR/                              | MICROSOFT CORP /EUR/ REGD 3.12500000                                                           | CUSIP: U59340AB2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1098495.77   | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50                              | COMMONSPIRIT HEALTH REGD 3.91000000                                                            | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      368000 | NS      | $274406.81    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 02/05/48/EUR/                                | SNCF RESEAU /EUR/ REGD REG S EMTN 2.00000000                                                   | CUSIP: F8446VHH6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $75608.18     | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                                | GINNIE MAE II POOL P#MA7828 3.00000000                                                         | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8794940 | NS      | $7844029.07   | 0.10%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.789% 09/06/24                              | BAT CAPITAL CORP REGD 2.78900000                                                               | CUSIP: 05526DBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | NS      | $464298.46    | 0.01%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BANCO SANT 1.75% 02/17/27/GBP/                              | BANCO SANTANDER SA /GBP/ REGD REG S EMTN 1.75000000                                            | CUSIP: E2R99C8X8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1024464.19   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8171 2% 10/01/36                                   | FREDDIE MAC POOL UMBS P#QN8171 2.00000000                                                      | CUSIP: 3133GFCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      690542 | NS      | $616512.62    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7% 02/01/30                                        | EQT CORP REGD 7.50000000                                                                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      550000 | NS      | $570416.00    | 0.01%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRITISH C 7.875% 11/30/23/CAD/                              | BRITISH COLUMBIA PROV OF /CAD/ REGD 7.87500000                                                 | CUSIP: C11070AD8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |      620000 | NS      | $467793.21    | 0.01%             | 2023-11-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 01/31/46/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                                | CUSIP: G4527HTX9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2409000 | NS      | $1541046.40   | 0.02%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  3.9% 10/01/25                              | DOMINION ENERGY INC REGD 3.90000000                                                            | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      220000 | NS      | $214205.11    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 05/30/25/EUR/                              | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 1.50000000                                          | CUSIP: F8586RGL7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $518563.44    | 0.01%             | 2025-05-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.875% 03/01/53                                   | AMGEN INC REGD 4.87500000                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       85000 | NS      | $75644.66     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/06/26                                        | BPCE SA REGD V/R 1.65200000                                                                    | CUSIP: 05583JAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1145000 | NS      | $1018460.50   | 0.01%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 23                                     | FNMA TBA 30YR 3% JAN 23        TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   105578000 | NS      | $92781397.39  | 1.17%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/31/51/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                                | CUSIP: G4527HUU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1886000 | NS      | $1231470.99   | 0.02%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CZK/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14719.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AL9276 4% 09/01/46                                   | FANNIE MAE POOL UMBS P#AL9276 4.00000000                                                       | CUSIP: 3138ERJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147874 | NS      | $142664.39    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTTING HI 5.25% 07/07/42/GBP/                              | NOTTING HILL GENESIS /GBP/ REGD REG S 5.25000000                                               | CUSIP: G66814AA5<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1151154.89   | 0.01%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30                              | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                       | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | NS      | $447357.80    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TESCO COR 1.875% 11/02/28/GBP/                              | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 1.87500000                                      | CUSIP: G8762ZAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1300000 | NS      | $1280549.13   | 0.02%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHMS K729 A2 3.136% 10/25/24                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K729 CL A2 3.13600000         | CUSIP: 3137FCM43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | NS      | $194001.96    | 0.00%             | 2024-10-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA V/R 12/23/32/EUR/                              | BANKINTER SA /EUR/ REGD V/R REG S 1.25000000                                                   | CUSIP: E2R16JTA0<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     3600000 | NS      | $3074279.25   | 0.04%             | 2032-12-23      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.55% 01/23/49                              | ANHEUSER-BUSCH INBEV WOR REGD 5.55000000                                                       | CUSIP: 03523TBV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $49893.03     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN 0.778% 12/28/23/JPY/                              | JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 55 0.77800000                                           | CUSIP: J2S20EFU0<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $767378.31    | 0.01%             | 2023-12-28      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/26/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                     | CUSIP: K741814U7<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      800000 | NS      | $105991.20    | 0.00%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9434 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD9434 3.00000000                                                      | CUSIP: 3133B7PT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88447 | NS      | $77986.90     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 11/15/28                                | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 9128285M8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6390000 | NS      | $6107442.19   | 0.08%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 02/15/28/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000                                           | CUSIP: D2R8H4DB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      230000 | NS      | $223092.37    | 0.00%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANC 0.75% 01/21/25/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.75000000                                            | CUSIP: F3R259CP3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $101532.18    | 0.00%             | 2025-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 3.75% 09/25/27                              | BUNGE LTD FINANCE CORP REGD 3.75000000                                                         | CUSIP: 120568AZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $28053.30     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIER GAS TR 0.5% 09/10/34/EUR/                              | VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: D8T1B1AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1200000 | NS      | $824931.57    | 0.01%             | 2034-09-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 1% 09/17/25/SEK/                              | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5535 1.00000000                                     | CUSIP: W6S579AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2200000 | NS      | $196907.35    | 0.00%             | 2025-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINAN 3% 09/08/33/EUR/                              | SIEMENS FINANCIERINGSMAT /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: N79935CA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2027295.24   | 0.03%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4019 4% 09/01/47                                   | FANNIE MAE POOL UMBS P#BH4019 4.00000000                                                       | CUSIP: 3140GSPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42131 | NS      | $40367.65     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.7% 07/06/51/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.70000000                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     8900000 | NS      | $5180594.68   | 0.07%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 11/19/32/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 696 0.12500000                                    | CUSIP: H617312Q9<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | NS      | $88656.25     | 0.00%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TERNA RET 1.375% 07/26/27/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 1.37500000                                          | CUSIP: T9451NAH6<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     2125000 | NS      | $2054000.56   | 0.03%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.35% 04/01/30                              | CON EDISON CO OF NY INC REGD SER 20A 3.35000000                                                | CUSIP: 209111FX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $63132.58     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.625% 10/13/32                              | REALTY INCOME CORP REGD 5.62500000                                                             | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      440000 | NS      | $448366.55    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.5% 06/17/41/EUR/                                 | NRW.BANK /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: D5S2673H0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $202822.44    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER V/R 10/27/26/EUR/                              | BANK OF AMERICA CORP /EUR/ REGD V/R REG S EMTN 1.94900000                                      | CUSIP: U0662LFZ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2009071.90   | 0.03%             | 2026-10-27      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.25% 05/19/27/EUR/                              | LINDE FINANCE BV /EUR/ REGD REG S MTN 0.25000000                                               | CUSIP: N52667GP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $946438.35    | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA H 1.4% 06/15/31/EUR/                              | CHUBB INA HOLDINGS INC /EUR/ REGD 1.40000000                                                   | CUSIP: 171239AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $854261.90    | 0.01%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.39% 03/16/50/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000                                           | CUSIP: Y6S39BWT3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   215500000 | NS      | $31581164.32  | 0.40%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.45% 04/15/46                                  | EXELON CORP REGD 4.45000000                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8505.17      | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS 4.1% 10/15/41                              | KYNDRYL HOLDINGS INC REGD SER WI 4.10000000                                                    | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       50000 | NS      | $30024.79     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 8Y 0.85000000                                    | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1460000 | NS      | $1398569.44   | 0.02%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/25                                  | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CFW6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2517187.50   | 0.03%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 2% 04/07/28/EUR/                                  | AIRBUS SE /EUR/ REGD REG S 2.00000000                                                          | CUSIP: N0280GBS8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     1100000 | NS      | $1095193.17   | 0.01%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE C 2.875% 07/31/23                              | INTL FINANCE CORP REGD MTN SER GMTN 2.87500000                                                 | CUSIP: 45950KCP3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |       80000 | NS      | $79102.31     | 0.00%             | 2023-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BAN 2.375% 09/13/27/EUR/                              | ROYAL BANK OF CANADA /EUR/ REGD REG S 2.37500000                                               | CUSIP: C8S08PMK9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | NS      | $153455.00    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UN 2.64% 12/01/50                              | NORTHWESTERN UNIVERSITY REGD SER 2020 2.64000000                                               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6532.54      | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/30/58/CHF/                              | SWITZERLAND /CHF/ REGD REG S 0.50000000                                                        | CUSIP: H21069Q46<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      160000 | NS      | $125957.11    | 0.00%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 5.5 2-53 99 24                              | PUT OPTION ON 100SHS           OTC EPUT FN 5.5 2-53 99 24 SAL 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -9900000 | NC      | $-60019.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN IN 1.5% 10/16/48/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 1.50000000                                        | CUSIP: B3821SL39<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2845000 | NS      | $2190845.93   | 0.03%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AME 2.375% 08/03/29/GBP/                              | INTER-AMERICAN DEVEL BK /GBP/ REGD MTN SER GMTN 2.37500000                                     | CUSIP: U4582NLK8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $1076594.11   | 0.01%             | 2029-08-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CHF/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-251450.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL CORP 3.45% 05/07/52                                  | MARKEL CORP REGD 3.45000000                                                                    | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $680247.61    | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 0.524% 06/26/28/EUR/                              | EXXON MOBIL CORPORATION /EUR/ REGD 0.52400000                                                  | CUSIP: U30276AF3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1360221.86   | 0.02%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| BNZ INTL  0.375% 09/14/24/EUR/                              | BNZ INTL FUNDING/LONDON /EUR/ REGD REG S EMTN SER GMTN 0.37500000                              | CUSIP: G1204FKP5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |     4050000 | NS      | $4111611.11   | 0.05%             | 2024-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO 3.5% 09/12/29/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 3.50000000                                         | CUSIP: U9T116AD2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1595723.26   | 0.02%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.2% 09/03/49/EUR/                              | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.20000000                                           | CUSIP: D3R33ABA6<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       70000 | NS      | $36872.74     | 0.00%             | 2049-09-03      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 2.5% 10/24/24/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 24/C 2.50000000                                         | CUSIP: X51627BX8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   281740000 | NS      | $646571.20    | 0.01%             | 2024-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 01/15/40/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                   | CUSIP: N2R466HG2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      980000 | NS      | $723103.95    | 0.01%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 08/15/40                                | UNITED STATES TREASURY BOND 3.87500000                                                         | CUSIP: 912810QK7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    31800000 | NS      | $31217414.14  | 0.40%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9475 2% 03/01/36                                   | FANNIE MAE POOL UMBS P#CA9475 2.00000000                                                       | CUSIP: 3140QHQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66046 | NS      | $58983.96     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL N 1.873% 09/26/24/AUD/                              | CENTRAL NIPPON EXPRESSWY /AUD/ REGD REG S EMTN 1.87300000                                      | CUSIP: J05755EF6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $644114.28    | 0.01%             | 2024-09-26      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PL 1.5% 12/15/28/EUR/                              | CLOVERIE PLC ZURICH INS /EUR/ REGD REG S 1.50000000                                            | CUSIP: G2R35EDF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $932620.98    | 0.01%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VANTAGE T 0.375% 03/31/27/EUR/                              | VANTAGE TOWERS AG /EUR/ REGD EMTN 0.37500000                                                   | CUSIP: D8T6E6AC0<br>LEI: 213800BBQO965UPQ7J59 | Long             | DBT              | CORP              | DE        |     1200000 | NS      | $1190126.29   | 0.02%             | 2027-03-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8078 1.5% 12/01/35                                 | FREDDIE MAC POOL UMBS P#SB8078 1.50000000                                                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      393752 | NS      | $341553.16    | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 2% 03/13/45/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.00000000                                          | CUSIP: G08820FB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      800000 | NS      | $458041.26    | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                              | BANK OF AMERICA CORP REGD V/R 4.94800000                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1720000 | NS      | $1682370.11   | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 03/01/46/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                     | CUSIP: V81778FV5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      318000 | NS      | $246916.53    | 0.00%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3149 4% 10/01/47                                   | FANNIE MAE POOL UMBS P#MA3149 4.00000000                                                       | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      522472 | NS      | $499287.07    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 6.27% 08/28/24/IDR/                              | EUROPEAN INVESTMENT BANK /IDR/ REGD REG S EMTN 6.27000000                                      | CUSIP: L32482AY4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       | 10000000000 | NS      | $639858.68    | 0.01%             | 2024-08-28      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CARMILA S 1.625% 05/30/27/EUR/                              | CARMILA SA /EUR/ REGD REG S 1.62500000                                                         | CUSIP: F1387KES5<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $875242.72    | 0.01%             | 2027-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHMS K071 A2 3.286% 11/25/27                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K071 CL A2 3.28600000         | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $475598.40    | 0.01%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7650 3% 10/20/51                                | GINNIE MAE II POOL P#MA7650 3.00000000                                                         | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2300747 | NS      | $2059123.29   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC 3.25% 11/02/28/EUR/                              | PERNOD RICARD SA /EUR/ REGD REG S EMTN 3.25000000                                              | CUSIP: F7202GAL3<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1578153.70   | 0.02%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA 0.75% 03/17/31/EUR/                               | SAFRAN SA /EUR/ REGD REG S 0.75000000                                                          | CUSIP: F4035ARE4<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $420432.44    | 0.01%             | 2031-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 2.75% 09/07/24/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 2.75000000                                                | CUSIP: G4527HCX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2780000 | NS      | $3309297.38   | 0.04%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 2.3% 02/01/30                                     | ADOBE INC REGD 2.30000000                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      288000 | NS      | $246276.18    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/22/24                              | NATWEST GROUP PLC REGD V/R_ 2.35900000                                                         | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1969688.10   | 0.02%             | 2024-05-22      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/40                                | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810QE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    19900000 | NS      | $21516097.71  | 0.27%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                                | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1217636.72   | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9717 3% 04/01/52                                   | FREDDIE MAC POOL UMBS P#QD9717 3.00000000                                                      | CUSIP: 3133B7YN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166599 | NS      | $146897.02    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE T 5.55% 11/15/24                              | GE HEALTHCARE TECH INC REGD 144A P/P 5.55000000                                                | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      700000 | NS      | $702865.51    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/27/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 148 2.75000000                                      | CUSIP: Q08184MV4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     4230000 | NS      | $2759582.75   | 0.03%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0940 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#SD0940 3.00000000                                                      | CUSIP: 3132DNBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1145627 | NS      | $1009743.42   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.05% 10/13/34/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000                                        | CUSIP: L32482HD3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    34000000 | NS      | $25244289.12  | 0.32%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                              | GINNIE MAE II POOL P#MA5467 4.50000000                                                         | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274027 | NS      | $266195.85    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 1.85% 03/12/31                              | REPUBLIC OF INDONESIA REGD 1.85000000                                                          | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      234000 | NS      | $188900.67    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| VINCI SA 3.375% 10/17/32/EUR/                               | VINCI SA /EUR/ REGD REG S EMTN 3.37500000                                                      | CUSIP: F97962HE1<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2071539.08   | 0.03%             | 2032-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXA BANK EU 0.5% 04/18/25/EUR/                              | AXA BANK EUROPE SCF /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: F0586LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $100291.04    | 0.00%             | 2025-04-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 10/25/27/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 2.75000000                                                         | CUSIP: F43750AD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3179000 | NS      | $3399632.39   | 0.04%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AYT CEDULA 3.75% 06/30/25/EUR/                              | AYT CEDULAS CAJAS X /EUR/ REGD SER X 3.75000000                                                | CUSIP: E1178VAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      100000 | NS      | $107205.35    | 0.00%             | 2025-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3712 4.5% 06/01/39                                 | FANNIE MAE POOL UMBS P#MA3712 4.50000000                                                       | CUSIP: 31418DDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34224 | NS      | $33630.19     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.375% 07/15/25                              | DCP MIDSTREAM OPERATING REGD 5.37500000                                                        | CUSIP: 23311VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $69349.00     | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  0.75% 06/23/31/EUR/                              | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.75000000                                             | CUSIP: F5407GVY9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $79744.88     | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM5808 4.5% 03/01/48                                 | FREDDIE MAC POOL UMBS P#ZM5808 4.50000000                                                      | CUSIP: 3131Y0NZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      214785 | NS      | $209867.53    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.181% 07/15/24/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0114 4.18100000                                             | CUSIP: Y55745QW9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     3000000 | NS      | $685188.52    | 0.01%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375% 02/08/41                                   | APPLE INC REGD 2.37500000                                                                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       85000 | NS      | $60256.26     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.2% 03/17/32                              | BROWN & BROWN INC REGD 4.20000000                                                              | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      200000 | NS      | $173974.36    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.375% 04/21/36/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 242 0.37500000                                   | CUSIP: X5S008DB8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      379000 | NS      | $253753.52    | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40                                | UNITED STATES TREASURY BOND 1.12500000                                                         | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    51225000 | NS      | $32055644.53  | 0.41%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HA 0.05% 09/06/28/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 0.05000000                                      | CUSIP: W9T10Z2S3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $871710.24    | 0.01%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  0.05% 02/12/27/EUR/                              | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.05000000                              | CUSIP: J2820RG24<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      500000 | NS      | $466694.78    | 0.01%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                              | TIME WARNER CABLE LLC REGD 5.50000000                                                          | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | NS      | $666242.80    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF A 1.75% 07/03/25/EUR/                              | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: D341DRAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1518901.08   | 0.02%             | 2025-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 3.8% 02/15/28                              | EXPEDIA GROUP INC REGD SER WI 3.80000000                                                       | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | NS      | $643778.98    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/36/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.12500000                                                       | CUSIP: X27717KZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      280000 | NS      | $203054.65    | 0.00%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANC 0% 06/14/26/EUR/                              | NESTLE FINANCE INTL LTD /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: L6S79FRM0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1445030.40   | 0.02%             | 2026-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 2% 10/04/27/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.00000000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    15000000 | NS      | $15329057.79  | 0.19%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3988 2.5% 11/01/50                                 | FREDDIE MAC POOL UMBS P#RA3988 2.50000000                                                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11922735 | NS      | $10183881.48  | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 05/15/26/EUR/                              | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 0.01000000                                           | CUSIP: D3R62XAN3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      100000 | NS      | $96425.06     | 0.00%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 4% 04/25/47/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0447 4.00000000                                          | CUSIP: X8T024UE3<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      373000 | NS      | $56188.16     | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW 0.25% 09/15/25/EUR/                                     | KFW /EUR/ REGD 0.25000000                                                                      | CUSIP: D4S46MHF5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1100000 | NS      | $1096977.87   | 0.01%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.7% 03/15/45                               | DTE ELECTRIC CO REGD 3.70000000                                                                | CUSIP: 23338VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | NS      | $878597.24    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHR 5069 LI 2.5% 02/25/51                                   | FREDDIE MAC REMICS SER 5069 CL LI 2.50000000                                                   | CUSIP: 3137F9CS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15065039 | NS      | $2223690.18   | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA 1% 12/22/25/GBP/                                    | BPCE SA /GBP/ REGD REG S EMTN 1.00000000                                                       | CUSIP: F1883FVR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2138342.31   | 0.03%             | 2025-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROFINS  2.125% 07/25/24/EUR/                              | EUROFINS SCIENTIFIC SE /EUR/ REGD REG S 2.12500000                                             | CUSIP: F3R95XAB8<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      796000 | NS      | $832974.59    | 0.01%             | 2024-07-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.7% 11/01/42                              | KINDER MORGAN ENER PART REGD 4.70000000                                                        | CUSIP: 28370TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | NS      | $706258.38    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 10/13/51/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 243 1.00000000                                   | CUSIP: X5S008DC6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      130000 | NS      | $68961.38     | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL  1.5% 08/31/27/EUR/                              | ISS GLOBAL A/S /EUR/ REGD REG S EMTN 1.50000000                                                | CUSIP: K5059PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1700000 | NS      | $1584443.88   | 0.02%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28                              | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                    | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      480000 | NS      | $446698.91    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FHR 5065 IG 3% 01/25/51                                     | FREDDIE MAC REMICS SER 5065 CL IG 3.00000000                                                   | CUSIP: 3137F8RG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3504053 | NS      | $540943.82    | 0.01%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTE 4% 07/06/32/EUR/                              | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 4.00000000                                             | CUSIP: B4S13THL8<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      200000 | NS      | $212809.74    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                              | WARNERMEDIA HOLDINGS INC REGD 144A P/P 5.05000000                                              | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | NS      | $542017.88    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 10/12/34/EUR/                              | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                      | CUSIP: F3R505JK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $106013.04    | 0.00%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZ 2.5% 09/15/50                              | ACTIVISION BLIZZARD REGD 2.50000000                                                            | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |       70000 | NS      | $43327.50     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V/R 01/16/30/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R REG S MTN SER GMTN 1.00000000                          | CUSIP: E11805K69<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $969390.94    | 0.01%             | 2030-01-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSIT 2.682% 10/01/44                              | DUKE UNIVERSITY REGD SER 2020 2.68200000                                                       | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |       20000 | NS      | $14553.74     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP 5.65% 06/01/52                               | ALBEMARLE CORP REGD 5.65000000                                                                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      210000 | NS      | $192204.38    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/31/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F26348AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     4604000 | NS      | $3806225.17   | 0.05%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.6% 11/08/23/AUD/                              | EXPORT-IMPORT BANK KOREA /AUD/ REGD REG S EMTN SER GMTN 2.60000000                             | CUSIP: Y2R8324J1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     1100000 | NS      | $737513.15    | 0.01%             | 2023-11-08      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0% 12/07/28/EUR/                                   | SNAM SPA /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: T8578NRK1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $421543.20    | 0.01%             | 2028-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5% 07/15/52                                     | METLIFE INC REGD 5.00000000                                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      275000 | NS      | $261863.71    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 01/15/30                                 | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                         | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      915000 | NS      | $670244.74    | 0.01%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT 2% 04/15/37/NZD/                              | NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 2.00000000                                           | CUSIP: Q6762SAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      830000 | NS      | $338031.31    | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 05/31/24                                  | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 91282CER8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1455820.32   | 0.02%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                                  | CITIGROUP INC REGD V/R 3.78500000                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | NS      | $85836.93     | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2404 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#RC2404 2.00000000                                                      | CUSIP: 3133L8U52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2424829 | NS      | $2165448.08   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7882 3% 02/20/52                                | GINNIE MAE II POOL P#MA7882 3.00000000                                                         | CUSIP: 36179WXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      376054 | NS      | $335384.42    | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37                              | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                        | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      170000 | NS      | $180855.28    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.875% 06/21/27/EUR/                              | AMERICAN INTL GROUP /EUR/ REGD 1.87500000                                                      | CUSIP: U02687CV8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $964775.16    | 0.01%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.3% 11/04/50/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.30000000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     1220000 | NS      | $622459.68    | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 04/15/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 0.00000000                                    | CUSIP: T6052BZF8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1278000 | NS      | $1315153.74   | 0.02%             | 2024-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9441 2.5% 03/01/36                                 | FANNIE MAE POOL UMBS P#CA9441 2.50000000                                                       | CUSIP: 3140QHP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2358237 | NS      | $2166376.80   | 0.03%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3579 3% 09/01/30                                   | FANNIE MAE POOL UMBS P#BM3579 3.00000000                                                       | CUSIP: 3140J76R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147914 | NS      | $142225.77    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 2.375% 04/07/32/EUR/                              | AIRBUS SE /EUR/ REGD EMTN 2.37500000                                                           | CUSIP: N0280GBR0<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $960675.33    | 0.01%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5434 3.5% 05/01/48                                 | FREDDIE MAC POOL UMBS P#ZA5434 3.50000000                                                      | CUSIP: 31329PBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3958923 | NS      | $3671958.00   | 0.05%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER  2.5% 07/04/28/EUR/                              | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: D55551QR5<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $103293.07    | 0.00%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 0.25% 11/15/52/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD SER 30Y 0.25000000                                               | CUSIP: K30904BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     3801000 | NS      | $293387.00    | 0.00%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 06/20/50/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 67 0.60000000                                             | CUSIP: J2S39LCF9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    50000000 | NS      | $300781.01    | 0.00%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 06/15/27/EUR/                              | HSBC HOLDINGS PLC /EUR/ REGD V/R REG S 3.01900000                                              | CUSIP: G4634UP55<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2175000 | NS      | $2217037.16   | 0.03%             | 2027-06-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 03/20/25/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 143 0.10000000                                             | CUSIP: J2S39K8U3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    15700000 | NS      | $119758.56    | 0.00%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  1.375% 01/12/37/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S 1.37500000                                                   | CUSIP: N02598VU6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $83688.21     | 0.00%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7535 3% 08/20/51                                | GINNIE MAE II POOL P#MA7535 3.00000000                                                         | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      683228 | NS      | $612612.21    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 1.75% 01/15/31                              | SOUTHERN CO GAS CAPITAL REGD SER 20-A 1.75000000                                               | CUSIP: 8426EPAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | NS      | $2845552.64   | 0.04%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN 1.4% 09/17/25                              | SCHLUMBERGER FIN CA REGD 1.40000000                                                            | CUSIP: 80685XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       30000 | NS      | $27501.90     | 0.00%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FIN 0.3% 02/28/24/EUR/                              | SIEMENS FINANCIERINGSMAT /EUR/ REGD REG S 0.30000000                                           | CUSIP: N79935AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       20000 | NS      | $20739.84     | 0.00%             | 2024-02-28      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| IBRD 0.875% 12/13/24/GBP/                                   | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ 0.87500000                           | CUSIP: U4586FT98<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2050000 | NS      | $2320575.80   | 0.03%             | 2024-12-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 09/22/28/EUR/                              | SOCIETE GENERALE /EUR/ REGD V/R REG S 0.87500000                                               | CUSIP: F8586MV23<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1363125.85   | 0.02%             | 2028-09-22      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2402 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#RC2402 2.00000000                                                      | CUSIP: 3133L8U37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      426974 | NS      | $381302.06    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BA 3.25% 10/18/27/EUR/                              | BELFIUS BANK SA/NV /EUR/ REGD REG S 3.25000000                                                 | CUSIP: B1107XRB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      100000 | NS      | $106881.22    | 0.00%             | 2027-10-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL G 5.5% 06/15/52                              | LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000                                              | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | NS      | $447069.41    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERIC 4.875% 04/01/44                              | BANK OF AMERICA CORP REGD MTN 4.87500000                                                       | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | NS      | $22459.61     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 08/21/31/AUD/                              | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                                 | CUSIP: Q7943QZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1160000 | NS      | $630082.94    | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/31/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.50000000                                                   | CUSIP: F43750DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3873000 | NS      | $3731524.54   | 0.05%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC 4.1% 06/15/30                              | PUGET ENERGY INC REGD 4.10000000                                                               | CUSIP: 745310AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8948.55      | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/27                                 | UNITED STATES TREASURY NOTE 3.25000000                                                         | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $484199.22    | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHN 1% 04/30/25/EUR/                              | DEUTSCHE WOHNEN SE /EUR/ REGD REG S 1.00000000                                                 | CUSIP: D2046UBZ3<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1981655.67   | 0.03%             | 2025-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TOTALENER 1.994% 04/08/32/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.99400000                                        | CUSIP: F93777BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1868812.98   | 0.02%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.4% 06/01/27                              | NXP BV/NXP FDG/NXP USA REGD 4.40000000                                                         | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      590000 | NS      | $565782.23    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHR 4134 PI 3% 11/15/42                                     | FREDDIE MAC REMICS SER 4134 CL PI 3.00000000                                                   | CUSIP: 3137AW2H7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486660 | NS      | $59377.66     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3278 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3278 3.00000000                                                       | CUSIP: 3140QNUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1899331 | NS      | $1674713.90   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT F 1.4% 07/15/28                              | PRIVATE EXPORT FUNDING REGD SER PP 1.40000000                                                  | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |      775000 | NS      | $657534.21    | 0.01%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59                                     | AT&T INC REGD 3.65000000                                                                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      720000 | NS      | $484360.20    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8152 5% 07/20/52                                | GINNIE MAE II POOL P#MA8152 5.00000000                                                         | CUSIP: 36179XBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125000 | NS      | $124085.80    | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  1.375% 04/30/29/EUR/                              | JUNTA DE ANDALUCIA /EUR/ REGD REG S 1.37500000                                                 | CUSIP: E6960NKA6<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       30000 | NS      | $28285.25     | 0.00%             | 2029-04-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4525 3.5% 10/01/49                                 | FREDDIE MAC POOL UMBS P#QA4525 3.50000000                                                      | CUSIP: 31346YA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      540551 | NS      | $500796.87    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/29/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000                                           | CUSIP: D2R8H4DU0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1270000 | NS      | $1191554.99   | 0.02%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 0.8% 08/15/25                              | PUBLIC SERVICE ENTERPRIS REGD 0.80000000                                                       | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2688709.62   | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CN 5.735% 06/01/39                              | LOS ANGELES CNTY CA MET TRANSP REGD N/C B/E 5.73500000                                         | CUSIP: 5447122H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | NS      | $52521.56     | 0.00%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.375% 01/18/36/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.37500000                                            | CUSIP: X7327PAG4<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1000000 | NS      | $896202.13    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 3.375% 03/27/25/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S 3.37500000                                            | CUSIP: U3823EGZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4000000 | NS      | $4256571.55   | 0.05%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 11/30/28                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $435156.25    | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 08/15/24                                | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 912828D56<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | NS      | $772187.50    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 05/31/27                                  | UNITED STATES TREASURY NOTE 0.50000000                                                         | CUSIP: 912828ZS2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $429375.00    | 0.01%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.07% 03/10/30/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2005 3.07000000                                          | CUSIP: Y1456THX7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    47200000 | NS      | $6810475.01   | 0.09%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                              | DUKE ENERGY CORP REGD 3.50000000                                                               | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7024.10      | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 8.125% 05/15/24/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR77 8.12500000                                            | CUSIP: Y6S86ZJU4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 18300000000 | NS      | $1212333.05   | 0.02%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN  V/R 10/07/83/EUR/                              | JT INTL FIN SERVICES BV /EUR/ REGD V/R REG S 2.87500000                                        | CUSIP: N484BNDN5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2500000 | NS      | $2241067.31   | 0.03%             | 2083-10-07      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 1.45% 08/01/39/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 1.45000000                                                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1224470.60   | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 0.65% 08/03/23                                   | HUMANA INC REGD 0.65000000                                                                     | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      175000 | NS      | $170481.42    | 0.00%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CGI INC 2.3% 09/14/31                                       | CGI INC REGD 2.30000000                                                                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      540000 | NS      | $411431.11    | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ASTM SPA 1% 11/25/26/EUR/                                   | ASTM SPA /EUR/ REGD REG S EMTN 1.00000000                                                      | CUSIP: T0510NAA9<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $915555.74    | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.625% 10/21/26/EUR/                              | LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000                                                   | CUSIP: F7S68YBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1300000 | NS      | $1239114.58   | 0.02%             | 2026-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FHMS K117 A2 1.406% 08/25/30                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K117 CL A2 1.40600000         | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | NS      | $1204374.75   | 0.02%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.125% 03/10/47/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 4703 2.12500000                                             | CUSIP: Y7277FWY2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   365530000 | NS      | $217204.35    | 0.00%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE  4.777% 07/19/26/EUR/                              | CELANESE US HOLDINGS LLC /EUR/ REGD 4.77700000                                                 | CUSIP: 15089QAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | NS      | $3970868.24   | 0.05%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC  4.625% 05/15/52                              | VIRGINIA ELEC & POWER CO REGD SER C 4.62500000                                                 | CUSIP: 927804GJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | NS      | $79194.44     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                                   | ORACLE CORP REGD 6.90000000                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      745000 | NS      | $804097.94    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4535 1.5% 02/01/37                                 | FANNIE MAE POOL UMBS P#MA4535 1.50000000                                                       | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1735243 | NS      | $1504560.65   | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO 3.9% 05/01/45                              | WELLS FARGO & COMPANY REGD 3.90000000                                                          | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       20000 | NS      | $15472.13     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                              | REPUBLIC OF PERU /PEN/ REGD REG S 6.90000000                                                   | CUSIP: P87324BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1000000 | NS      | $235325.87    | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY V/R 06/22/25/GBP/                              | VIRGIN MONEY UK PLC /GBP/ REGD V/R MTN SER GMTN 3.12500000                                     | CUSIP: G2727ZAC7<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1143376.50   | 0.01%             | 2025-06-22      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6216 2% 11/01/51                                   | FREDDIE MAC POOL UMBS P#RA6216 2.00000000                                                      | CUSIP: 3133KM3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1418511 | NS      | $1162190.61   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230104 000004842 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4751233.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 03/20/27/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 94 2.10000000                                             | CUSIP: J2615QY25<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1047500000 | NS      | $8618089.95   | 0.11%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30                              | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       78000 | NS      | $60987.51     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 2% 12/17/31/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000                                                 | CUSIP: Y6065BNK9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     4242000 | NS      | $117835.01    | 0.00%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 04/30/30/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                                 | CUSIP: E8922AJF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1423000 | NS      | $1250015.77   | 0.02%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.65% 05/21/29/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000                                          | CUSIP: Y1456THG4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   181900000 | NS      | $27184481.26  | 0.34%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VONOVIA F 0.875% 07/03/23/EUR/                              | VONOVIA FINANCE BV /EUR/ REGD EMTN 0.87500000                                                  | CUSIP: N9391TBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $105649.77    | 0.00%             | 2023-07-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 3.3% 03/15/51                                    | PACIFICORP REGD 3.30000000                                                                     | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1012044.18   | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WESSEX WAT 5.75% 10/14/33/GBP/                              | WESSEX WATER SERVS FIN /GBP/ REGD REG S 5.75000000                                             | CUSIP: G95641AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2675000 | NS      | $3239474.35   | 0.04%             | 2033-10-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 2.625% 06/15/31                                   | IDEX CORP REGD 2.62500000                                                                      | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     1185000 | NS      | $988035.52    | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4724 3.5% 06/01/49                                 | FANNIE MAE POOL UMBS P#FM4724 3.50000000                                                       | CUSIP: 3140X8HA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1912134 | NS      | $1766407.86   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9465 3.5% 05/01/43                                 | FANNIE MAE POOL UMBS P#AB9465 3.50000000                                                       | CUSIP: 31417GQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5138 | NS      | $4813.39      | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.3% 02/01/27                                  | COMCAST CORP REGD 3.30000000                                                                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1940000 | NS      | $1830700.05   | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAP SE 1% 04/01/25/EUR/                                     | SAP SE /EUR/ REGD REG S EMTN 1.00000000                                                        | CUSIP: D66992AN4<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       50000 | NS      | $51756.26     | 0.00%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH A 3.875% 09/15/49                              | WILLIS NORTH AMERICA INC REGD 3.87500000                                                       | CUSIP: 970648AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | NS      | $178608.56    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-C27 3.451% 02/15/25                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C27 SER 2015-C27 CL A5 REGD 3.45100000              | CUSIP: 94989DAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918000 | NS      | $873933.98    | 0.01%             | 2048-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C2 3.325% 03/15/26                               | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C29 CL A4 REGD 3.32500000       | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $466564.75    | 0.01%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 2.375% 05/20/24/EUR/                              | CREDIT AGRICOLE LONDON /EUR/ REGD EMTN 2.37500000                                              | CUSIP: G2551ULF0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $634337.95    | 0.01%             | 2024-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52                                | GINNIE MAE II POOL P#MA7826 2.00000000                                                         | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      537846 | NS      | $451506.87    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSEST 0% 04/07/26/EUR/                              | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: D3R33ABE8<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |      280000 | NS      | $271433.66    | 0.00%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 0.375% 06/15/24/EUR/                              | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: F7706VFN2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $308477.78    | 0.00%             | 2024-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 1.8% 03/03/27/EUR/                              | BOOKING HOLDINGS INC /EUR/ REGD 1.80000000                                                     | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1479908.87   | 0.02%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6535 3.5% 02/01/45                                 | FANNIE MAE POOL UMBS P#AL6535 3.50000000                                                       | CUSIP: 3138EPHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31467 | NS      | $29430.14     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE H 1.5% 03/18/30/EUR/                              | BERKSHIRE HATHAWAY FIN /EUR/ REGD 1.50000000                                                   | CUSIP: 084664DC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | NS      | $1993418.93   | 0.03%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVI 1.5% 04/03/29/EUR/                              | VEOLIA ENVIRONNEMENT SA /EUR/ REGD REG S EMTN 1.50000000                                       | CUSIP: F9155XBK0<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     2300000 | NS      | $2147012.66   | 0.03%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATURGY F 1.375% 01/19/27/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 1.37500000                                            | CUSIP: N34221FA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1200000 | NS      | $1159073.82   | 0.01%             | 2027-01-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUNZL FINAN 1.5% 10/30/30/GBP/                              | BUNZL FINANCE PLC /GBP/ REGD REG S EMTN 1.50000000                                             | CUSIP: G17937AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1050000 | NS      | $935274.81    | 0.01%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/48                              | COMMONWEALTH EDISON CO REGD 4.00000000                                                         | CUSIP: 202795JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $20692.17     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE V/R /PERP//EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD V/R /PERP/ REG S 3.00000000                                   | CUSIP: L4806FAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | NS      | $513815.99    | 0.01%             | 2171-07-05      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.35% 09/01/24                              | GLP CAPITAL LP / FIN II REGD 3.35000000                                                        | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $19125.48     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 4.5% 04/25/41/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 4.50000000                                                         | CUSIP: F4040HAL4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2502000 | NS      | $3121465.28   | 0.04%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0.2% 11/09/24/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 0.20000000                                                   | CUSIP: N6S20ZEG1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      550000 | NS      | $557391.97    | 0.01%             | 2024-11-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      400000 | NS      | $332265.62    | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5173 3% 08/01/42                                   | FREDDIE MAC POOL UMBS P#RB5173 3.00000000                                                      | CUSIP: 3133KYXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127532 | NS      | $114101.41    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                                 | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1110000 | NS      | $1070807.74   | 0.01%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA  5.75% 07/01/34                              | LOS ANGELES CA UNIF SCH DIST REGD N/C B/E 5.75000000                                           | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | NS      | $26114.54     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KFW 0% 12/15/27/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MKE4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1140000 | NS      | $1053401.01   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 1% 04/22/24/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.00000000                                                | CUSIP: G4527HDX6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1510000 | NS      | $1764304.92   | 0.02%             | 2024-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                              | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                                 | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | NS      | $69630.80     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 02/28/33/EUR/                              | DNB BANK ASA /EUR/ REGD V/R EMTN 4.62500000                                                    | CUSIP: R1659TS75<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     5425000 | NS      | $5716761.56   | 0.07%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 0% 09/15/30/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.00000000                                                       | CUSIP: X27717LM1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      170000 | NS      | $144630.55    | 0.00%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                                 | MORGAN STANLEY REGD V/R MTN 1.92800000                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1350000 | NS      | $1022043.74   | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 11/19/25/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R EMTN 1.00000000                                                | CUSIP: D1T7F65J3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $399579.98    | 0.01%             | 2025-11-19      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 3.7% 05/01/50                              | APPALACHIAN POWER C REGD SER Z 3.70000000                                                      | CUSIP: 037735CY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $33020.32     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2 1.875% 11/17/26/GBP/                              | LOGICOR 2019 1 UK /GBP/ REGD REG S 1.87500000                                                  | CUSIP: G5557CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $867302.17    | 0.01%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 4.75% 05/09/32                              | CONSTELLATION BRANDS INC REGD 4.75000000                                                       | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      200000 | NS      | $193084.00    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EFSF 0.625% 10/16/26/EUR/                                   | EFSF /EUR/ REGD REG S EMTN 0.62500000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      100000 | NS      | $98190.66     | 0.00%             | 2026-10-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 8/31/26                                  | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CCW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | NS      | $1773281.24   | 0.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 03/20/51/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                      | CUSIP: A0654UMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |     1052000 | NS      | $645425.13    | 0.01%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 10/31/24                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 912828YM6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $473984.38    | 0.01%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 2.75% 05/15/51/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0551 2.75000000                                          | CUSIP: Q54627DX1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      433000 | NS      | $197026.45    | 0.00%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7051 2% 12/20/50                                | GINNIE MAE II POOL P#MA7051 2.00000000                                                         | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3026263 | NS      | $2556840.95   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 1.375% 01/20/25/EUR/                              | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 1.37500000                                       | CUSIP: D9T70CEC4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1012868.33   | 0.01%             | 2025-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP0350 4.5% 01/01/50                                 | FANNIE MAE POOL UMBS P#BP0350 4.50000000                                                       | CUSIP: 3140K7L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153848 | NS      | $152459.32    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 02/15/30                              | UNITEDHEALTH GROUP INC REGD 5.30000000                                                         | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      220000 | NS      | $227225.29    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE 3.6% 03/25/50                              | PROCTER & GAMBLE CO/THE REGD 3.60000000                                                        | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       35000 | NS      | $28948.32     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.75% 06/30/28/EUR/                                | NRW.BANK /EUR/ REGD REG S EMTN 0.75000000                                                      | CUSIP: D5S267HW2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      260000 | NS      | $245584.13    | 0.00%             | 2028-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 3.4% 06/15/29                                 | DTE ENERGY CO REGD SER C 3.40000000                                                            | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       19000 | NS      | $16921.82     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2403 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#RC2403 2.00000000                                                      | CUSIP: 3133L8U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      473288 | NS      | $422662.51    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 2.375% 02/08/28/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 2.37500000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      100000 | NS      | $102246.81    | 0.00%             | 2028-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46                              | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1466456.18   | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AFFORDABL 2.893% 08/11/43/GBP/                              | AFFORDABLE HOUSING FINAN /GBP/ REGD REG S 2.89300000                                           | CUSIP: G012AQAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $93227.21     | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.26% 02/24/27/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000                                        | CUSIP: Y23862PC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    52400000 | NS      | $7685200.17   | 0.10%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.65% 08/18/25                              | TOYOTA MOTOR CREDIT CORP REGD MTN 3.65000000                                                   | CUSIP: 89236TKF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | NS      | $564047.60    | 0.01%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANS 2.472% 10/01/44                              | TEXAS ST TRANSPRTN COMMISSION REGD B/E 2.47200000                                              | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |       10000 | NS      | $6822.17      | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CREDITO EMIL V/R 01/19/28/EUR/                              | CREDITO EMILIANO SPA /EUR/ REGD V/R REG S 1.12500000                                           | CUSIP: T3R38PFD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2000000 | NS      | $1829184.92   | 0.02%             | 2028-01-19      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 3.4% 06/01/30                               | XCEL ENERGY INC REGD 3.40000000                                                                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       20000 | NS      | $17901.18     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 4.125% 11/16/38/EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S 4.12500000                                             | CUSIP: N93695TA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1900000 | NS      | $1857926.51   | 0.02%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SKANDINAVI 0.25% 05/19/23/EUR/                              | SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN SER GMTN 0.25000000                               | CUSIP: W8T54FEV6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      325000 | NS      | $345104.72    | 0.00%             | 2023-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYPO TIROL 0.01% 03/11/31/EUR/                              | HYPO TIROL BANK AG /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: A3R12BHZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $81591.84     | 0.00%             | 2031-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230119 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23157.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC C 3.1% 06/01/51                              | NSTAR ELECTRIC CO REGD 3.10000000                                                              | CUSIP: 67021CAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $20770.77     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 12/31/28                                | UNITED STATES TREASURY NOTE 1.37500000                                                         | CUSIP: 91282CDP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2161035.15   | 0.03%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT MUT 4.25% 12/01/32/EUR/                              | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 4.25000000                                           | CUSIP: F2850M6B3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3600000 | NS      | $3806682.83   | 0.05%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.125% 06/10/30/EUR/                              | REPUBLIC OF ESTONIA /EUR/ REGD REG S 0.12500000                                                | CUSIP: X2235CAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |      200000 | NS      | $167621.38    | 0.00%             | 2030-06-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                             | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     2000000 | NS      | $179347.95    | 0.00%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OB 1.95% 04/30/26/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000                                                 | CUSIP: E8922ABT6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     2578000 | NS      | $2668834.07   | 0.03%             | 2026-04-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32                                  | CITIGROUP INC REGD V/R 2.52000000                                                              | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      465000 | NS      | $361903.71    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9605 3% 04/01/52                                   | FREDDIE MAC POOL UMBS P#QD9605 3.00000000                                                      | CUSIP: 3133B7U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433585 | NS      | $382108.62    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 04/25/60/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 4.00000000                                                         | CUSIP: F40411HF4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1288000 | NS      | $1602605.52   | 0.02%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.05PMUTK 07/08/23 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-1725.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE DU  0.7% 10/15/60/EUR/                              | SOCIETE DU GRAND PARIS /EUR/ REGD REG S EMTN 0.70000000                                        | CUSIP: F45204CL0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $123091.04    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSU 3.125% 10/15/52                              | EVEREST REINSURANCE HLDG REGD 3.12500000                                                       | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | NS      | $13829.79     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTESA SA 2.125% 05/26/25/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 2.12500000                                           | CUSIP: T5R13HT63<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     4375000 | NS      | $4484416.03   | 0.06%             | 2025-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.85% 07/30/35/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000                                                 | CUSIP: E8922AHJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     2233000 | NS      | $1945644.54   | 0.02%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 03/28/31/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.37500000                                        | CUSIP: D1T0VZAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1793838.07   | 0.02%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL O 0.375% 03/27/25/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.37500000                                             | CUSIP: F2R96BAY7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      175000 | NS      | $176072.16    | 0.00%             | 2025-03-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CANADA HOU 0.95% 06/15/25/CAD/                              | CANADA HOUSING TRUST /CAD/ REGD 144A SER MAR 0.95000000                                        | CUSIP: 13509PHN6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     1000000 | NS      | $686160.27    | 0.01%             | 2025-06-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & 4.55% 06/01/52                              | BALTIMORE GAS & ELECTRIC REGD 4.55000000                                                       | CUSIP: 059165EP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | NS      | $583500.05    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1907 3.5% 07/01/47                                 | FANNIE MAE POOL UMBS P#FS1907 3.50000000                                                       | CUSIP: 3140XHDM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483607 | NS      | $452499.99    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.375% 06/04/29/EUR/                              | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: D4S75UPY1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $83115.73     | 0.00%             | 2029-06-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45                              | GENERAL MOTORS CO REGD 5.20000000                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      425000 | NS      | $347909.20    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CHF/USD FWD 20230119 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-168762.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.45% 04/13/29                               | AMAZON.COM INC REGD 3.45000000                                                                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      885000 | NS      | $828773.99    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED KING 2.5% 07/22/65/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 2.50000000                                                | CUSIP: G4527HHF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1082000 | NS      | $978315.91    | 0.01%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCO 0.7% 04/15/24                              | BANK OF NOVA SCOTIA REGD 0.70000000                                                            | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      140000 | NS      | $132350.91    | 0.00%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINA 0.875% 06/17/36/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.87500000                                          | CUSIP: N30706UZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1026899.79   | 0.01%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DE 2.25% 09/14/29/EUR/                              | AFRICAN DEVELOPMENT BANK /EUR/ REGD EMTN 2.25000000                                            | CUSIP: V00001YJ6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2026511.67   | 0.03%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TENNET HOLD 4.5% 10/28/34/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.50000000                                             | CUSIP: N85094UM5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $222686.14    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY  5.4% 03/13/25  /EUR/                              | TREASURY /EUR/ REGD EMTN 5.40000000                                                            | CUSIP: G4935KAW0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      790000 | NS      | $891917.91    | 0.01%             | 2025-03-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.774% 11/15/43                                 | MAYO CLINIC REGD 3.77400000                                                                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |       30000 | NS      | $24703.08     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/SEK FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1781.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 6.5% 02/15/37                              | CANADIAN NATL RESOURCES REGD 6.50000000                                                        | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      145000 | NS      | $145172.73    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 11/15/30                              | WILLIAMS COMPANIES INC REGD 3.50000000                                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1666084.22   | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52                                | GINNIE MAE II POOL P#MA7986 2.00000000                                                         | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3429698 | NS      | $2879024.09   | 0.04%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 365 C2 4% 06/15/49                                      | FREDDIE MAC STRIPS SER 365 CL C2 4.00000000                                                    | CUSIP: 31325XU73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4228355 | NS      | $822129.71    | 0.01%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 3.3% 06/17/38/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 3.30000000                                                 | CUSIP: Y6065BKV8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    19320000 | NS      | $565702.65    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                              | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      550000 | NS      | $445214.83    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/01/25                              | BANK OF AMERICA CORP REGD V/R MTN 3.09300000                                                   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9578.81      | 0.00%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 3.05% 10/15/29                              | BLACK HILLS CORP REGD 3.05000000                                                               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       20000 | NS      | $17010.23     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.7% 03/25/26                                      | AT&T INC REGD 1.70000000                                                                       | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1170000 | NS      | $1056068.23   | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OPTIVO FIN 5.25% 03/13/43/GBP/                              | OPTIVO FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000                                            | CUSIP: G0403ZAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1149663.04   | 0.01%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 4990 MI 4% 07/25/50                                     | FREDDIE MAC REMICS SER 4990 CL MI 4.00000000                                                   | CUSIP: 3137FUSA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4506996 | NS      | $1032882.23   | 0.01%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.01% 04/12/28/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: F2276HBY4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4200000 | NS      | $3782194.36   | 0.05%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                                 | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      400000 | NS      | $280875.00    | 0.00%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NAT GRID E 6.25% 12/10/40/GBP/                              | NAT GRID ELECTY EM /GBP/ REGD EMTN 6.25000000                                                  | CUSIP: G2070XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1269673.09   | 0.02%             | 2040-12-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS  1.125% 09/30/27/EUR/                              | NOVARTIS FINANCE SA /EUR/ REGD REG S 1.12500000                                                | CUSIP: L7000UAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $968949.91    | 0.01%             | 2027-09-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMER 4.75% 09/21/32/EUR/                              | ANGLO AMERICAN CAPITAL /EUR/ REGD REG S EMTN 4.75000000                                        | CUSIP: G037626V1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1051941.90   | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 2.95% 11/15/51                              | VIRGINIA ELEC & POWER CO REGD 2.95000000                                                       | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $16568.22     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN 5.75% 01/27/28/EUR/                              | RAIFFEISEN BANK INTL /EUR/ REGD REG S EMTN 5.75000000                                          | CUSIP: A6S36JBD3<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |     3000000 | NS      | $3298583.05   | 0.04%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELFONICA  1.75% 07/05/25/EUR/                              | TELFONICA DEUTSCH FINAN /EUR/ REGD REG S 1.75000000                                            | CUSIP: D5S7ANAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1014440.42   | 0.01%             | 2025-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7935 2% 03/20/52                                | GINNIE MAE II POOL P#MA7935 2.00000000                                                         | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1464744 | NS      | $1229514.47   | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 06/03/27/MXN/                              | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 20 7.50000000                                         | CUSIP: P4R086AF1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    17000000 | NS      | $822270.80    | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNI 4.349% 04/15/22                              | WASHINGTON UNIVERSITY REGD 4.34900000                                                          | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |      255000 | NS      | $201571.76    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.7% 04/15/50                                   | EXELON CORP REGD 4.70000000                                                                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8810.72      | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARI 1.5% 10/08/27/EUR/                              | MOL HUNGARIAN OIL & GAS /EUR/ REGD REG S 1.50000000                                            | CUSIP: X5S32SAC7<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |     5200000 | NS      | $4576733.72   | 0.06%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 5.375% 01/31/44                              | ALTRIA GROUP INC REGD 5.37500000                                                               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       65000 | NS      | $57466.44     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROADSTER  2.375% 12/08/27/EUR/                              | ROADSTER FINANCE DAC /EUR/ REGD REG S EMTN 2.37500000                                          | CUSIP: G7605SAA3<br>LEI: 635400KZYOJPAAGFRD47 | Long             | DBT              | CORP              | IE        |      500000 | NS      | $399434.13    | 0.01%             | 2027-12-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                                   | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11475735 | NS      | $9384924.04   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5047 CI 2% 12/25/50                                     | FREDDIE MAC REMICS SER 5047 CL CI 2.00000000                                                   | CUSIP: 3137F7UV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1784148 | NS      | $253237.45    | 0.00%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.25PSO/N 05/08/46 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $-888039.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISS V/R 04/02/32/EUR/                              | CREDIT SUISSE GROUP AG /EUR/ REGD V/R REG S 2.87500000                                         | CUSIP: H3698DDK7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $770501.33    | 0.01%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.603% 07/01/50                              | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.60300000                                          | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |       30000 | NS      | $35482.74     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 4.224% 03/15/32                              | PUGET ENERGY INC REGD 4.22400000                                                               | CUSIP: 745310AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $178087.12    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | PLN/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.3% 07/26/36/EUR/                              | REPUBLIC OF CHILE /EUR/ REGD 1.30000000                                                        | CUSIP: P79082AC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     1000000 | NS      | $753810.88    | 0.01%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29                              | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                   | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | NS      | $313450.45    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.25% 04/01/28                              | ENTERGY LOUISIANA LLC REGD 3.25000000                                                          | CUSIP: 29364WAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9111.85      | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HA 1.125% 03/01/25/EUR/                              | PARKER-HANNIFIN CORP /EUR/ REGD SER WI 1.12500000                                              | CUSIP: U70109AG5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1650000 | NS      | $1677217.71   | 0.02%             | 2025-03-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 0.875% 04/20/26                              | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 0.87500000                                           | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      400000 | NS      | $358304.00    | 0.00%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 3.5% 09/01/25                              | SIMON PROPERTY GROUP LP REGD 3.50000000                                                        | CUSIP: 828807CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $47916.66     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV 2.125% 03/31/27/EUR/                                | IMCD NV /EUR/ REGD REG S 2.12500000                                                            | CUSIP: N4447SAB2<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $2830304.00   | 0.04%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.8% 09/15/62                              | T-MOBILE USA INC REGD 5.80000000                                                               | CUSIP: 87264ACX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | NS      | $469546.08    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELEC 4% 10/15/28                              | ATLANTIC CITY ELECTRIC REGD 4.00000000                                                         | CUSIP: 048303CH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $47714.21     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESS 1.375% 06/10/24/EUR/                              | LAND HESSEN /EUR/ REGD REG S EMTN 1.37500000                                                   | CUSIP: D3R1TJAC0<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      490000 | NS      | $512129.22    | 0.01%             | 2024-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 06/30/28/EUR/                              | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: D3R33ABG3<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |      180000 | NS      | $163466.70    | 0.00%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACH V/R 10/29/29/GBP/                              | GOLDMAN SACHS GROUP INC /GBP/ REGD V/R EMTN 3.62500000                                         | CUSIP: U3823EK87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2156167.07   | 0.03%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6994 2% 11/20/50                                | GINNIE MAE II POOL P#MA6994 2.00000000                                                         | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1820179 | NS      | $1538630.84   | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 3.75% 02/15/25                              | ENTERPRISE PRODUCTS OPER REGD 3.75000000                                                       | CUSIP: 29379VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $48648.38     | 0.00%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 06/03/30/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S 1.25000000                                             | CUSIP: F07335ND4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $869156.14    | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT 2.625% 05/02/33/EUR/                              | MICROSOFT CORP /EUR/ REGD 2.62500000                                                           | CUSIP: U59340AA4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $999616.16    | 0.01%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 06/05/35/EUR/                                 | HUNGARY /EUR/ REGD REG S 1.75000000                                                            | CUSIP: X93622FQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     2000000 | NS      | $1402225.25   | 0.02%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                              | GINNIE MAE II POOL P#MA4719 3.50000000                                                         | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3657709 | NS      | $3429683.84   | 0.04%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBA 0.5% 01/14/27/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN 0.50000000                              | CUSIP: E11805K36<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $934213.81    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  2.95% 10/01/51                              | ANALOG DEVICES INC REGD 2.95000000                                                             | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      250000 | NS      | $170657.55    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ4909 2% 09/01/50                                   | FANNIE MAE POOL UMBS P#BQ4909 2.00000000                                                       | CUSIP: 3140KQN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943969 | NS      | $774130.69    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE  2.5% 06/22/27/EUR/                              | CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN SER GMTN 2.50000000                                  | CUSIP: G2344P4C9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $5109900.02   | 0.06%             | 2027-06-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCOTTISH  2.125% 03/24/36/GBP/                              | SCOTTISH HYDRO ELECTRIC /GBP/ REGD REG S EMTN 2.12500000                                       | CUSIP: G7932QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1240585.75   | 0.02%             | 2036-03-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.06PKWDC 04/27/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-26332.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QC2070 2% 05/01/51                                   | FREDDIE MAC POOL UMBS P#QC2070 2.00000000                                                      | CUSIP: 3133ALJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      331934 | NS      | $272919.72    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 3.45% 01/15/50                              | EVERSOURCE ENERGY REGD 3.45000000                                                              | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       30000 | NS      | $21922.60     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 2.625% 07/15/24/EUR/                               | ACEA SPA /EUR/ REGD EMTN 2.62500000                                                            | CUSIP: T0040KAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $104845.44    | 0.00%             | 2024-07-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BA 0.125% 06/18/26/EUR/                              | LLOYDS BANK PLC /EUR/ REGD REG S EMTN 0.12500000                                               | CUSIP: G5S554UR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $95749.40     | 0.00%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CMLTI 2021-INV1  V/R 05/25/51                               | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A3A V/R REGD 144A P/P 2.50000000      | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6061369 | NS      | $4874195.24   | 0.06%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND 2.75% 08/20/27/AUD/                              | QUEENSLAND TREASURY CORP /AUD/ REGD SER 27 2.75000000                                          | CUSIP: Q7943QTS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1800000 | NS      | $1155608.64   | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH COV 0.5% 06/11/25/SEK/                              | SWEDISH COVERED BOND /SEK/ REGD REG S MTN SER 146 0.50000000                                   | CUSIP: W9514TCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $178186.12    | 0.00%             | 2025-06-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1546 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#FS1546 2.50000000                                                       | CUSIP: 3140XGWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      469211 | NS      | $400695.95    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65368 3.5% 05/01/46                                | FREDDIE MAC GOLD POOL P#T65368 3.50000000                                                      | CUSIP: 31322Y6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133231 | NS      | $120721.97    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R04.44PCOOV 09/10/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CO        |           1 | NC      | $-123885.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 07/28/50/EUR/                              | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: X3446DCQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      210000 | NS      | $103341.63    | 0.00%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNO 4.55% 10/30/24                              | KEYSIGHT TECHNOLOGIES REGD 4.55000000                                                          | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      200000 | NS      | $197026.47    | 0.00%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                                | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    78850000 | NS      | $60634418.37  | 0.77%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC 2.875% 08/01/29/EUR/                                | SSE PLC /EUR/ REGD REG S EMTN 2.87500000                                                       | CUSIP: G8842PSZ6<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     2325000 | NS      | $2325386.82   | 0.03%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 10/15/51                              | WILLIAMS COMPANIES INC REGD 3.50000000                                                         | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       80000 | NS      | $54886.86     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/28/27                                  | CITIGROUP INC REGD V/R 1.12200000                                                              | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      130000 | NS      | $113343.15    | 0.00%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 1.5% 07/24/25/CHF/                              | SWITZERLAND /CHF/ REGD REG S 1.50000000                                                        | CUSIP: H21069WE7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      190000 | NS      | $206448.93    | 0.00%             | 2025-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  2.45% 01/15/30                              | PUBLIC SERVICE ELECTRIC REGD MTN 2.45000000                                                    | CUSIP: 74456QCB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $17206.63     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FNR 2016-26 SY V/R 11/25/42                                 | FANNIE MAE REMICS SER 2016-26 CL SY V/R 0.00000000                                             | CUSIP: 3136AR4J4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      514279 | NS      | $325805.59    | 0.00%             | 2042-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.1% 11/15/27                              | LOCKHEED MARTIN CORP REGD 5.10000000                                                           | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      400000 | NS      | $409325.87    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & 2% 04/27/26/EUR/                              | WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 2.00000000                                         | CUSIP: U94974FW4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $996758.06    | 0.01%             | 2026-04-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE G 0.125% 02/24/26/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S 0.12500000                                                   | CUSIP: F8586LL26<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $955258.86    | 0.01%             | 2026-02-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TESCO CORP 2.75% 04/27/30/GBP/                              | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 2.75000000                                      | CUSIP: G8762ZAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $818473.02    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.625% 11/18/24                                 | EQUINIX INC REGD 2.62500000                                                                    | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       85000 | NS      | $80999.57     | 0.00%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0256 4% 11/01/33                                   | FREDDIE MAC POOL UMBS P#SB0256 4.00000000                                                      | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      392032 | NS      | $382862.04    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTER 1.875% 10/15/32                              | MONDELEZ INTERNATIONAL REGD 1.87500000                                                         | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      300000 | NS      | $228435.05    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 1.75% 05/25/31/EUR/                              | REGIE AUTONOME DES TRANS /EUR/ REGD REG S 1.75000000                                           | CUSIP: F7706VCL9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $476283.87    | 0.01%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.75% 02/15/33                              | ENERGY TRANSFER LP REGD 5.75000000                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1705000 | NS      | $1668103.80   | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.05% 03/15/42                              | SOUTHERN CAL EDISON REGD 4.05000000                                                            | CUSIP: 842400FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | NS      | $719976.11    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  5.175% 11/15/49                              | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 5.17500000                                          | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      100000 | NS      | $86300.17     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| EFSF 1.5% 12/15/25/EUR/                                     | EFSF /EUR/ REGD REG S EMTN 1.50000000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |    13000000 | NS      | $13359215.74  | 0.17%             | 2025-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8749 3% 01/01/47                                   | FANNIE MAE POOL UMBS P#AS8749 3.00000000                                                       | CUSIP: 3138WJWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      893013 | NS      | $803319.97    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.517% 10/01/37                                 | NEW YORK NY REGD N/C B/E 5.51700000                                                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       25000 | NS      | $25726.67     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52                              | GINNIE MAE II POOL P#MA8201 4.50000000                                                         | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1691350 | NS      | $1643063.11   | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 1.375% 01/15/27                              | SIMON PROPERTY GROUP LP REGD 1.37500000                                                        | CUSIP: 828807DP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $61181.11     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TESCO PRO 7.622?07/13/39  /GB                               | TESCO PROPERTY FIN 1 PLC /GBP/REGD 7.62270000                                                  | CUSIP: G8765VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       80260 | NS      | $103930.97    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3046 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#CB3046 2.50000000                                                       | CUSIP: 3140QNL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      685098 | NS      | $584315.57    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAA FINAN 1.601% 11/05/32/EUR/                              | DAA FINANCE PLC /EUR/ REGD REG S 1.60100000                                                    | CUSIP: G2614RAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | NS      | $81178.43     | 0.00%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.73% 05/25/70/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.73000000                                           | CUSIP: Y6S39BXL9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    20670000 | NS      | $3240709.42   | 0.04%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MCLO 2017-9A A1A V/R 04/15/29                               | MARATHON CLO IX LTD SER 2017-9A CL A1AR V/R REGD 144A P/P 5.22914000                           | CUSIP: 56577PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      245862 | NS      | $243097.95    | 0.00%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC 4.05% 11/21/39                                   | ABBVIE INC REGD SER WI 4.05000000                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      230000 | NS      | $198006.86    | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE I 5.375% 12/09/24/GBP/                              | METLIFE INC /GBP/ REGD 5.37500000                                                              | CUSIP: U59170AA5<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1214375.72   | 0.02%             | 2024-12-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 2.379% 06/15/28                              | PUGET ENERGY INC REGD 2.37900000                                                               | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | NS      | $886016.14    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FFCB 5.48% 06/27/42                                         | FEDERAL FARM CREDIT BANKS FUNDING CORP 5.48000000                                              | CUSIP: 3133ENZH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     1000000 | NS      | $938656.00    | 0.01%             | 2042-06-27      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 3% 03/15/32                                 | SAN DIEGO G & E REGD SER XXX 3.00000000                                                        | CUSIP: 797440CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $171600.51    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/30/28                              | NATWEST GROUP PLC REGD V/R 5.51600000                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | NS      | $693006.27    | 0.01%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | PEN/USD FWD 20230315 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3236.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                   | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      640000 | NS      | $553640.15    | 0.01%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.375% 11/01/31                                 | OVINTIV INC REGD 7.37500000                                                                    | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $16015.62     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/31/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      560000 | NS      | $486389.35    | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0819 2% 06/01/51                                   | FANNIE MAE POOL UMBS P#CB0819 2.00000000                                                       | CUSIP: 3140QK4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4612463 | NS      | $3783789.33   | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 23                                  | G2SF 30 YR TBA 3.5% JAN 23     TO BE ANNOUNCED 3.50000000                                      | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15170000 | NS      | $13955906.67  | 0.18%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.4% 08/05/28                                     | APPLE INC REGD 1.40000000                                                                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       30000 | NS      | $25464.51     | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1404 3.5% 04/01/43                                 | FANNIE MAE POOL UMBS P#MA1404 3.50000000                                                       | CUSIP: 31418AR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      228899 | NS      | $214070.03    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 0.625% 04/17/30/EUR/                              | SOCIETE NATIONALE SNCF /EUR/ REGD REG S EMTN 0.62500000                                        | CUSIP: F847BRAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $264449.53    | 0.00%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/17/25                                 | MORGAN STANLEY REGD V/R 3.62000000                                                             | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      235000 | NS      | $229393.36    | 0.00%             | 2025-04-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.375% 02/08/38/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 3.37500000                                                       | CUSIP: X7360WAT9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1425000 | NS      | $1028080.12   | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 05/26/31/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S EMTN 2.12500000                                              | CUSIP: N4578EKV9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1300000 | NS      | $1262153.07   | 0.02%             | 2031-05-26      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIO 4.25% 12/01/28                              | WASTE CONNECTIONS INC REGD 4.25000000                                                          | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      250000 | NS      | $239462.89    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8269 5% 09/20/52                                | GINNIE MAE II POOL P#MA8269 5.00000000                                                         | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943625 | NS      | $936077.11    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CO 1.75% 03/09/27/EUR/                              | MOODY'S CORPORATION /EUR/ REGD 1.75000000                                                      | CUSIP: 615369AF2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $1110866.16   | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE L 7% 10/15/37                              | ERAC USA FINANCE LLC REGD P/P 7.00000000                                                       | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | NS      | $872850.82    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E8922AJK7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1159000 | NS      | $1168383.57   | 0.01%             | 2025-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN0638 3.5% 02/01/43                                 | FREDDIE MAC POOL UMBS P#ZN0638 3.50000000                                                      | CUSIP: 3131Y6V71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62857 | NS      | $58800.63     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASML HOLDI 0.25% 02/25/30/EUR/                              | ASML HOLDING NV /EUR/ REGD REG S 0.25000000                                                    | CUSIP: N07046GG9<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $858057.72    | 0.01%             | 2030-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 4.75% 06/01/30                               | AUTONATION INC REGD 4.75000000                                                                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1163050.38   | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                               | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A11 V/R REGD 144A P/P 4.42080000                     | CUSIP: 69359YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8895490 | NS      | $8005481.42   | 0.10%             | 2051-07-25      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| BABCOCK I 1.375% 09/13/27/EUR/                              | BABCOCK INTL GROUP PLC /EUR/ REGD REG S EMTN 1.37500000                                        | CUSIP: G0689QAD5<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $892020.95    | 0.01%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 1.5% 10/31/34/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN SER EMRN 1.50000000                             | CUSIP: F0108UGZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $171581.57    | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 08/15/30                                | UNITED STATES TREASURY NOTE 0.62500000                                                         | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3555000 | NS      | $2806644.74   | 0.04%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.75% 06/03/26                                   | PFIZER INC REGD 2.75000000                                                                     | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      145000 | NS      | $136804.80    | 0.00%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 05/31/28                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CCE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1550000 | NS      | $1344685.54   | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.9% 03/20/57/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 10 0.90000000                                             | CUSIP: J2S39KSX5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   400450000 | NS      | $2478005.59   | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ARKEMA V/R /PERP//EUR/                                      | ARKEMA /EUR/ REGD V/R /PERP/ REG S 1.50000000                                                  | CUSIP: F0392WPJ2<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $901879.80    | 0.01%             | 2171-01-21      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3587 4% 09/01/50                                   | FREDDIE MAC POOL UMBS P#RA3587 4.00000000                                                      | CUSIP: 3133KJ6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10349007 | NS      | $9841685.94   | 0.12%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSEG NETHE 0.25% 04/06/28/EUR/                              | LSEG NETHERLANDS BV /EUR/ REGD REG S EMTN SER GMTN 0.25000000                                  | CUSIP: N54926AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $899608.30    | 0.01%             | 2028-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/29                                | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      600000 | NS      | $546703.13    | 0.01%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT9390 3% 11/01/51                                   | FANNIE MAE POOL UMBS P#BT9390 3.00000000                                                       | CUSIP: 3140LYNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1782278 | NS      | $1569586.26   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/27/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                         | CUSIP: K7S724KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      500000 | NS      | $65067.63     | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKRE 1% 04/01/23/DKK/                              | JYSKE REALKREDIT A/S /DKK/ REGD SER 32LE 1.00000000                                            | CUSIP: K1R19DGC5<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      200000 | NS      | $28702.42     | 0.00%             | 2023-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/28/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.75000000                                         | CUSIP: T6247AVQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1270000 | NS      | $1410601.20   | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEVADA POWER CO 2.4% 05/01/30                               | NEVADA POWER CO REGD SER DD 2.40000000                                                         | CUSIP: 641423CD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $84079.88     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-C5  2.99% 11/15/28                               | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL ASB REGD 2.99000000                  | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $459550.45    | 0.01%             | 2052-11-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7055 4% 12/20/50                                | GINNIE MAE II POOL P#MA7055 4.00000000                                                         | CUSIP: 36179VZU7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2709089 | NS      | $-2576714.68  | -0.03%            | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.3% 06/20/52/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 75 1.30000000                                             | CUSIP: J2S39LVR2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    40000000 | NS      | $285729.96    | 0.00%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2469 2.5% 12/01/51                                 | FANNIE MAE POOL UMBS P#CB2469 2.50000000                                                       | CUSIP: 3140QMW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2833662 | NS      | $2416595.65   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 0.125% 08/19/24/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: U3823ECW3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1016756.21   | 0.01%             | 2024-08-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA 5.022% 12/01/48                              | DALLAS TX AREA RAPID TRANSIT S REGD N/C B/E 5.02200000                                         | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |       30000 | NS      | $29032.55     | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| STATE GRI 1.303% 08/05/32/EUR/                              | STATE GRID OVERSEAS INV /EUR/ REGD REG S EMTN 1.30300000                                       | CUSIP: G8450LBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      500000 | NS      | $382889.25    | 0.00%             | 2032-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA 1.5% 10/13/28/EUR/                              | EUTELSAT SA /EUR/ REGD REG S 1.50000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     4400000 | NS      | $3335823.16   | 0.04%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 5.75% 04/25/29/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0429 5.75000000                                          | CUSIP: X6650PNF1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      530000 | NS      | $114628.60    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.35% 10/18/32/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.35000000                                            | CUSIP: G4R49GAZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      290000 | NS      | $240843.15    | 0.00%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 6/30/26                                 | UNITED STATES TREASURY NOTE 0.87500000                                                         | CUSIP: 91282CCJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $895273.44    | 0.01%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER ZCP 01/14/32/EUR/                              | KAF KAERTNER AUSGLEICHSZ /EUR/ REGD ZCP 0.00000000                                             | CUSIP: A3S46NAA6<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      860000 | NS      | $676714.28    | 0.01%             | 2032-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  4% 01/04/37/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 05 4.00000000                                    | CUSIP: D20658A30<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1493000 | NS      | $1863285.91   | 0.02%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENETZ SUE 6.125% 04/23/41/EUR/                              | ENETZ SUEDHESSEN /EUR/ REGD 6.12500000                                                         | CUSIP: D3480XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       20000 | NS      | $26964.29     | 0.00%             | 2041-04-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 07/20/27                              | MITSUBISHI UFJ FIN GRP REGD V/R 1.53800000                                                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2000000 | NS      | $1736049.66   | 0.02%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNO 2.75% 04/01/31                              | TELEDYNE TECHNOLOGIES IN REGD 2.75000000                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      540000 | NS      | $442887.16    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARS INC 2.375% 07/16/40                                    | MARS INC REGD 144A P/P 2.37500000                                                              | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1200000 | NS      | $818116.80    | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CIE FINAN 3.875% 04/25/55/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.87500000                                       | CUSIP: F23069HN4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       20000 | NS      | $25015.60     | 0.00%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 5.9% 10/15/32                                | CONOCOPHILLIPS REGD 5.90000000                                                                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      383000 | NS      | $410605.18    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTR 5.95% 11/01/32                              | AMERICAN ELECTRIC POWER REGD 5.95000000                                                        | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      120000 | NS      | $125564.53    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 2.778% 01/19/34/EUR/                              | PROSUS NV /EUR/ REGD REG S 2.77800000                                                          | CUSIP: N7163RBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $765371.73    | 0.01%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 05/02/46/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.45000000                                             | CUSIP: B3S09CAG1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $2969952.76   | 0.04%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 05/15/51                              | BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000                                                | CUSIP: 084659BC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | NS      | $276280.67    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.625% 04/15/52                              | HOME DEPOT INC REGD 3.62500000                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      280000 | NS      | $217702.66    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 2.25% 06/22/31/CHF/                              | SWITZERLAND /CHF/ REGD REG S 2.25000000                                                        | CUSIP: H7351RAF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       52000 | NS      | $59325.60     | 0.00%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 4.201% 03/01/52                              | TRUSTEES PRINCETON UNIV REGD 4.20100000                                                        | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     1295000 | NS      | $1197606.00   | 0.02%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  0.425% 04/30/30/EUR/                              | JUNTA DE CASTILLA Y LEON /EUR/ REGD REG S 0.42500000                                           | CUSIP: E3R70JBD4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       62000 | NS      | $53178.38     | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 5% 04/09/27                              | GENERAL MOTORS FINL CO REGD 5.00000000                                                         | CUSIP: 37045XDW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | NS      | $1086778.59   | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTM SPA 1.5% 01/25/30/EUR/                                 | ASTM SPA /EUR/ REGD REG S EMTN 1.50000000                                                      | CUSIP: T0510NAC5<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $825740.83    | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.3% 05/15/33/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.30000000                                            | CUSIP: G4R49GAM5<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      330000 | NS      | $297038.18    | 0.00%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M46  1.323% 05/25/30                               | FANNIE MAE-ACES SER 2020-M46 CL A2 1.32300000                                                  | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $810432.50    | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS I 5.3% 11/01/38                              | CONAGRA BRANDS INC REGD 5.30000000                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      245000 | NS      | $233401.93    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.45% 08/01/52                              | KINDER MORGAN INC REGD 5.45000000                                                              | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      605000 | NS      | $544772.85    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.125% 12/16/24/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: F2276HBX6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $100637.28    | 0.00%             | 2024-12-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VISA INC 1.5% 06/15/26/EUR/                                 | VISA INC /EUR/ REGD 1.50000000                                                                 | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     4800000 | NS      | $4822163.07   | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.28% 02/11/24/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1905 3.28000000                                        | CUSIP: Y23862MZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   112000000 | NS      | $16266436.81  | 0.21%             | 2024-02-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 2.4% 03/15/30                                    | CIGNA CORP REGD 2.40000000                                                                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       75000 | NS      | $62958.72     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0366 3.5% 02/01/34                                 | FREDDIE MAC POOL UMBS P#SB0366 3.50000000                                                      | CUSIP: 3132CWMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      800905 | NS      | $770869.23    | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3703 3.5% 06/01/35                                 | FANNIE MAE POOL UMBS P#FM3703 3.50000000                                                       | CUSIP: 3140X7DH9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -275167 | NS      | $-265155.84   | -0.00%            | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 4.83% 03/25/60/GBP/                              | SNCF RESEAU /GBP/ REGD EMTN 4.83000000                                                         | CUSIP: F77540NR3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2000000 | NS      | $2334910.32   | 0.03%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FNR 2012-135 SB V/R 12/25/42                                | FANNIE MAE REMICS SER 2012-135 CL SB V/R 1.71129000                                            | CUSIP: 3136AAHY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1019925 | NS      | $99308.26     | 0.00%             | 2042-12-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.826% 04/30/25/EUR/                              | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.82600000                                           | CUSIP: E3124CCM3<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |      270000 | NS      | $280348.54    | 0.00%             | 2025-04-30      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 03/20/46/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 50 0.80000000                                             | CUSIP: J2S39KMS2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    81550000 | NS      | $546498.10    | 0.01%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA 8.375% 09/15/26/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR56 8.37500000                                            | CUSIP: Y20721AS8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 13567000000 | NS      | $930882.60    | 0.01%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO 4.2% 08/15/47                                | MCCORMICK & CO REGD 4.20000000                                                                 | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |        5000 | NS      | $4082.08      | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEI 4.125% 07/01/27/GBP/                              | KRAFT HEINZ FOODS CO /GBP/ REGD REG S 4.12500000                                               | CUSIP: U4R437AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | NS      | $5767537.52   | 0.07%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS2923 3.5% 07/01/24                                 | FANNIE MAE POOL UMBS P#AS2923 3.50000000                                                       | CUSIP: 3138WCG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104538 | NS      | $103220.22    | 0.00%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.885% 08/15/29/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0219 3.88500000                                             | CUSIP: Y2R35QBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     6600000 | NS      | $1487513.27   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2169 4.5% 08/01/48                                 | FANNIE MAE POOL UMBS P#CA2169 4.50000000                                                       | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17094 | NS      | $16713.42     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 07/19/28/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: D4904PLK3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1361403.64   | 0.02%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/29/28                                | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CBP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1300000 | NS      | $1127800.78   | 0.01%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWE 3.1% 07/30/51                              | MISSISSIPPI POWER C REGD SER B 3.10000000                                                      | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $25675.13     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7504 3.5% 06/01/49                                 | FANNIE MAE POOL UMBS P#FM7504 3.50000000                                                       | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      958463 | NS      | $886951.68    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDI 3.7% 08/15/28                              | COMMONWEALTH EDISON CO REGD 3.70000000                                                         | CUSIP: 202795JN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9428.64      | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 6.15% 11/15/52                              | CON EDISON CO OF NY INC REGD 6.15000000                                                        | CUSIP: 209111GD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $64662.00     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.1% 05/12/51                                | AMAZON.COM INC REGD 3.10000000                                                                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | NS      | $53830.85     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3517 4.5% 05/01/49                                 | FANNIE MAE POOL UMBS P#CA3517 4.50000000                                                       | CUSIP: 3140QA4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      482908 | NS      | $472965.15    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 2.625% 04/15/25                              | WI TREASURY N/B REGD 2.62500000                                                                | CUSIP: 91282CEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     2000000 | NS      | $1926250.00   | 0.02%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 0.943% 05/29/32/EUR/                              | REGIAO AUTONOMA MADEIRA /EUR/ REGD 0.94300000                                                  | CUSIP: X7324UAY7<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | USGA              | PT        |      200000 | NS      | $165900.35    | 0.00%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3849 3.5% 06/01/52                                 | FANNIE MAE POOL UMBS P#CB3849 3.50000000                                                       | CUSIP: 3140QPH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2098326 | NS      | $1910019.31   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3300 3.5% 03/01/35                                 | FANNIE MAE POOL UMBS P#FM3300 3.50000000                                                       | CUSIP: 3140X6U25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1347701 | NS      | $1297238.39   | 0.02%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED ME 1.125% 01/17/30/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 1.12500000                                                    | CUSIP: P6625AAZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1200000 | NS      | $1043020.77   | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  2.5% 05/21/30/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 155 2.50000000                                      | CUSIP: Q2R04NBD5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     5705000 | NS      | $3532802.21   | 0.04%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVER 2% 06/17/26/SEK/                              | SWEDISH COVERED BOND /SEK/ REGD REG S SER 147 2.00000000                                       | CUSIP: W9514TAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $181714.59    | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOL 0.75% 07/02/31/EUR/                              | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.75000000                                             | CUSIP: N30940CA1<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      134000 | NS      | $112507.94    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 02/16/43/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                      | CUSIP: D5S07LFE6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      100000 | NS      | $79577.25     | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 2.45% 09/01/60                              | JOHNSON & JOHNSON REGD 2.45000000                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      290000 | NS      | $178983.98    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 3.25% 06/27/27/CHF/                              | SWITZERLAND /CHF/ REGD REG S 3.25000000                                                        | CUSIP: H7351PZ25<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      510000 | NS      | $595022.98    | 0.01%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.25% 02/15/29                                 | UNITED STATES TREASURY BOND 5.25000000                                                         | CUSIP: 912810FG8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      365000 | NS      | $388268.75    | 0.00%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUTUELLE  0.625% 06/21/27/EUR/                              | MUTUELLE ASSURANCE /EUR/ REGD REG S 0.62500000                                                 | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |     1900000 | NS      | $1677930.34   | 0.02%             | 2027-06-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO 4.15% 04/01/47                              | OKLAHOMA G&E CO REGD 4.15000000                                                                | CUSIP: 678858BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | NS      | $735322.67    | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5% 05/18/27                                  | VAR ENERGI ASA REGD 144A P/P 5.00000000                                                        | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     1600000 | NS      | $1499256.91   | 0.02%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/29                                | UNITED STATES TREASURY NOTE 1.87500000                                                         | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $443808.60    | 0.01%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/31/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 363 0.10000000                                            | CUSIP: J2S39LNK6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   765250000 | NS      | $5633835.34   | 0.07%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 08/15/62                                 | COMCAST CORP REGD 2.65000000                                                                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | NS      | $28441.82     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 01/27/51/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.20000000                                      | CUSIP: D5S07LHD6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      270000 | NS      | $136073.63    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EURO STABIL 0.5% 03/05/29/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     6000000 | NS      | $5509815.85   | 0.07%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL A 0.25% 05/20/24/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 0.25000000                              | CUSIP: Q6530XGW9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1029884.21   | 0.01%             | 2024-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RWE FINAN 6.125% 07/06/39  /GB                              | RWE FINANCE BV /GBP/ REGD EMTN 6.12500000                                                      | CUSIP: N7660FBJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      650000 | NS      | $804084.58    | 0.01%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE G 0.55% 06/16/27/EUR/                              | MET LIFE GLOB FUNDING I /EUR/ REGD REG S EMTN SER GMTN 0.55000000                              | CUSIP: U5922DCY6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1475000 | NS      | $1385038.90   | 0.02%             | 2027-06-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 02/17/27/EUR/                              | DANSKE BANK A/S /EUR/ REGD V/R EMTN 1.37500000                                                 | CUSIP: K2R317FK3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1000000 | NS      | $973458.65    | 0.01%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.50PBW6M 12/03/25 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           1 | NC      | $6919.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN I 2.75% 09/15/25/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 2.75000000                                            | CUSIP: L0594NAE8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    10000000 | NS      | $10643312.87  | 0.13%             | 2025-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.35% 02/01/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 6Y 0.35000000                                    | CUSIP: T6052BUF3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2130000 | NS      | $2143701.84   | 0.03%             | 2025-02-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 03/01/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 11Y 4.50000000                                         | CUSIP: T6247AWT9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       59000 | NS      | $64132.95     | 0.00%             | 2024-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE P 0.5% 01/30/26/EUR/                              | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: F55246AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $98261.53     | 0.00%             | 2026-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMPRION G 0.625% 09/23/33/EUR/                              | AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000                                                  | CUSIP: D03614AR1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1125372.72   | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/25/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.50000000                                                   | CUSIP: F43750CV2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     5793000 | NS      | $5876500.67   | 0.07%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 09/20/41/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 178 0.50000000                                            | CUSIP: J2S39LRK2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   872300000 | NS      | $5808731.04   | 0.07%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN 2.691% 09/15/31                              | STELLANTIS FIN US INC REGD 144A P/P 2.69100000                                                 | CUSIP: 85855CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | NS      | $352131.14    | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA 0.25% 01/15/26/EUR/                                 | BPCE SA /EUR/ REGD REG S 0.25000000                                                            | CUSIP: F1883FFC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     6200000 | NS      | $5994560.99   | 0.08%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MU 1.75% 03/27/24/EUR/                              | LIBERTY MUTUAL FIN EU /EUR/ REGD REG S 1.75000000                                              | CUSIP: G5S74UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2000000 | NS      | $2083779.98   | 0.03%             | 2024-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 0.419% 04/30/30/EUR/                              | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.41900000                                           | CUSIP: E3124CDR1<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |      161000 | NS      | $137961.17    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1143 4.5% 09/01/50                                 | FREDDIE MAC POOL UMBS P#SD1143 4.50000000                                                      | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      993660 | NS      | $971761.64    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 5.25% 06/01/45                              | RPM INTERNATIONAL INC REGD 5.25000000                                                          | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |       31000 | NS      | $26878.17     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 12/31/26                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CDQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1700000 | NS      | $1524488.28   | 0.02%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  0.25% 09/30/24/EUR/                              | SPAREBANK 1 OESTLANDET /EUR/ REGD 0.25000000                                                   | CUSIP: R8T572BK5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      600000 | NS      | $602495.49    | 0.01%             | 2024-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 1.125% 05/22/25/EUR/                              | SODEXO SA /EUR/ REGD REG S 1.12500000                                                          | CUSIP: F84941KJ5<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $506879.47    | 0.01%             | 2025-05-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6925 4% 10/20/50                                | GINNIE MAE II POOL P#MA6925 4.00000000                                                         | CUSIP: 36179VVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341217 | NS      | $318101.29    | 0.00%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32                              | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      930000 | NS      | $784860.81    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GLOBALWORTH R 3% 03/29/25/EUR/                              | GLOBALWORTH REAL ESTATE /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: G3R378AB3<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |     1000000 | NS      | $934716.92    | 0.01%             | 2025-03-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.5% 09/15/56                                | HOME DEPOT INC REGD 3.50000000                                                                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       95000 | NS      | $71375.74     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5013 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#CB5013 2.50000000                                                       | CUSIP: 3140QQSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6487312 | NS      | $5514042.21   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.2% 02/08/28                                     | APPLE INC REGD 1.20000000                                                                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      295000 | NS      | $250346.80    | 0.00%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 10/31/29                                    | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4500000 | NS      | $4511953.13   | 0.06%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLI 2.85% 12/01/51                              | WISCONSIN PUBLIC SERVICE REGD 2.85000000                                                       | CUSIP: 976843BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $12898.71     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VENTR 2015-21A A V/R 07/15/27                               | VENTURE XXI CLO LTD SER 2015-21A CL AR V/R REGD 144A P/P 4.95914000                            | CUSIP: 92330MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      142944 | NS      | $142889.14    | 0.00%             | 2027-07-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE 1.65% 06/13/39/EUR/                              | JOHN DEERE CASH MANAGEME /EUR/ REGD REG S EMTN 1.65000000                                      | CUSIP: L5S98JAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      825000 | NS      | $659552.03    | 0.01%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHR 5071 IN 4% 08/25/50                                     | FREDDIE MAC REMICS SER 5071 CL IN 4.00000000                                                   | CUSIP: 3137F9R52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5783533 | NS      | $1306029.93   | 0.02%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CHF/EUR FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1021.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN  0.125% 12/14/26/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD EMTN 0.12500000                                            | CUSIP: L32482FK9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1875000 | NS      | $1927289.87   | 0.02%             | 2026-12-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.434% 06/18/27/JPY/                              | JPN HOUSING FIN AGENCY /JPY/ REGD SER 108 1.43400000                                           | CUSIP: J2S619BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $797027.43    | 0.01%             | 2027-06-18      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/11/28/EUR/                              | ING GROEP NV /EUR/ REGD V/R EMTN 3.00000000                                                    | CUSIP: N4578EEP9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | NS      | $319118.27    | 0.00%             | 2028-04-11      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.15% 11/02/42                                   | EATON CORP REGD 4.15000000                                                                     | CUSIP: 278062AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $85839.89     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL  4.25% 09/20/24                              | DOLLAR GENERAL CORP REGD 4.25000000                                                            | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      300000 | NS      | $295949.92    | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGAL 4.2% 05/01/30                              | HUNTINGTON INGALLS INDUS REGD SER WI 4.20000000                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      575000 | NS      | $523346.29    | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/                              | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                    | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   300000000 | NS      | $346843.50    | 0.00%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | HKD/USD FWD 20230104 000000426 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $136.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.450% 01/03/23                              | RC R/P BOFA S  4.450% 01/03/23 4.45000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -33655134 | PA      | $-33655133.76 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 01/18/35/EUR/                              | FREISTAAT BAYERN /EUR/ REGD REG S 0.01000000                                                   | CUSIP: D0R4E0AK9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |      352000 | NS      | $260086.60    | 0.00%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELLNEX FI 2.25% 04/12/26/EUR/                              | CELLNEX FINANCE CO SA /EUR/ REGD REG S EMTN 2.25000000                                         | CUSIP: E2R41NAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     2000000 | NS      | $1971212.23   | 0.02%             | 2026-04-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTER 1.9% 11/24/23/EUR/                              | MAGNA INTERNATIONAL INC /EUR/ REGD 1.90000000                                                  | CUSIP: 559222AS3<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     1125000 | NS      | $1192623.11   | 0.02%             | 2023-11-24      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AEGON BANK 0.01% 11/16/25/EUR/                              | AEGON BANK /EUR/ REGD REG S EMTN 0.01000000                                                    | CUSIP: N0258ZAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $97323.70     | 0.00%             | 2025-11-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JABIL INC 1.7% 04/15/26                                     | JABIL INC REGD 1.70000000                                                                      | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      150000 | NS      | $133043.49    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZJ9596 6% 08/01/35                                   | FREDDIE MAC POOL UMBS P#ZJ9596 6.00000000                                                      | CUSIP: 3131X1UV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55046 | NS      | $55055.35     | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 0.2% 06/14/24/EUR/                              | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 0.20000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      930000 | NS      | $962088.97    | 0.01%             | 2024-06-14      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNAT 1.35% 08/01/25                              | LENNOX INTERNATIONAL INC REGD 1.35000000                                                       | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |       12000 | NS      | $10870.71     | 0.00%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8145 1.5% 05/01/51                                 | FREDDIE MAC POOL UMBS P#SD8145 1.50000000                                                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5677169 | NS      | $4389579.91   | 0.06%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATES OF  3.75% 06/09/54/GBP/                              | STATES OF JERSEY /GBP/ REGD REG S 3.75000000                                                   | CUSIP: G8436UAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | JE        |      400000 | NS      | $402111.26    | 0.01%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.21% 04/13/25/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1510 4.21000000                                          | CUSIP: Y1456TCM6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    53000000 | NS      | $7906163.71   | 0.10%             | 2025-04-13      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.15% 11/15/25                                 | BROADCOM INC REGD 3.15000000                                                                   | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      217000 | NS      | $205724.83    | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/40/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 172 0.40000000                                            | CUSIP: J2S39K8Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   145000000 | NS      | $968972.11    | 0.01%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERS 3.847% 11/01/57                              | THOMAS JEFFERSON UNIV REGD 3.84700000                                                          | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |       50000 | NS      | $35942.22     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0524 4% 04/01/39                                   | FANNIE MAE POOL UMBS P#AB0524 4.00000000                                                       | CUSIP: 31416VSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1445509 | NS      | $1390005.74   | 0.02%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/34/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.25000000                                                   | CUSIP: F43750JS2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2842000 | NS      | $2487013.90   | 0.03%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.65PCD03 12/03/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-141379.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 04/30/24                                  | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 91282CEK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1457812.50   | 0.02%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 12/20/33/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 147 1.60000000                                            | CUSIP: J2615QPG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    91200000 | NS      | $763608.90    | 0.01%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 2.625% 01/30/24                              | ASIAN DEVELOPMENT BANK REGD 2.62500000                                                         | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      258000 | NS      | $252005.86    | 0.00%             | 2024-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR23                                 | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          37 | NC      | $4175332.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT  0.05% 09/21/35/EUR/                              | UNICREDIT BK AUSTRIA AG /EUR/ REGD REG S 0.05000000                                            | CUSIP: A979473Y8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $70619.51     | 0.00%             | 2035-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 5.5 2-53 100                                | PUT OPTION ON 100SHS           OTC EPUT FN 5.5 2-53 100 SAL 0.00000000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -6700000 | NC      | $-46843.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.05% 03/09/35/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.05000000                                                 | CUSIP: D5S19DCD5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      277000 | NS      | $203595.26    | 0.00%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.65% 10/21/24/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD SER 1 1.65000000                                                | CUSIP: A524808J1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |     1468000 | NS      | $1539143.59   | 0.02%             | 2024-10-21      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CARLISLE COS INC 2.2% 03/01/32                              | CARLISLE COS INC REGD 2.20000000                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      680000 | NS      | $518695.57    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7555 3% 11/01/31                                   | FREDDIE MAC POOL UMBS P#ZS7555 3.00000000                                                      | CUSIP: 3132A8MC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42666 | NS      | $40883.05     | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 1.125% 11/01/33/EUR/                              | HOWOGE WOHNUNGS /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: D3R2V7AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $77087.38     | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4626 4% 11/01/49                                   | FANNIE MAE POOL UMBS P#CA4626 4.00000000                                                       | CUSIP: 3140QCD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      227185 | NS      | $217455.08    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ 3.25000000                                              | CUSIP: F92124HS2<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $393390.37    | 0.00%             | 2171-01-17      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 5.75% 08/15/42                                   | UNUM GROUP REGD 5.75000000                                                                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       25000 | NS      | $22593.33     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 4.4% 07/01/27                              | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.40000000                                              | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | NS      | $693743.73    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA V/R /PERP//EUR/                                    | ENGIE SA /EUR/ REGD V/R /PERP/ REG S 3.25000000                                                | CUSIP: F3R09RE71<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1800000 | NS      | $1874015.37   | 0.02%             | 2171-02-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC P#841056 V/R 01/01/50                                 | FREDDIE MAC NON GOLD POOL P#841056 V/R 3.57100000                                              | CUSIP: 31288QE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59409 | NS      | $57224.92     | 0.00%             | 2050-01-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBA 0.05% 10/24/29/EUR/                              | KOMMUNALBANKEN AS /EUR/ REGD REG S 0.05000000                                                  | CUSIP: R6333NNV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      200000 | NS      | $173437.73    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.298% 01/19/33                              | REPUBLIC OF PANAMA REGD 3.29800000                                                             | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      400000 | NS      | $323769.78    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0180 2% 12/01/36                                   | FANNIE MAE POOL UMBS P#FS0180 2.00000000                                                       | CUSIP: 3140XFFW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      645150 | NS      | $576145.53    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  1.125% 09/04/24/EUR/                              | BNG BANK NV /EUR/ REGD EMTN 1.12500000                                                         | CUSIP: N1R20NV22<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      702000 | NS      | $727355.95    | 0.01%             | 2024-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230119 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3004.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BDS 4.75% 2/15/37 912810PT9                             | UST BDS 4.75% 2/15/37 912810PT9 4.75000000                                                     | CUSIP: 912810PT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      300000 | NS      | $329472.66    | 0.00%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.5% 02/01/24                              | CHARTER COMM OPT LLC/CAP REGD SER USD 4.50000000                                               | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | NS      | $103790.24    | 0.00%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSEG NETHE 0.75% 04/06/33/EUR/                              | LSEG NETHERLANDS BV /EUR/ REGD REG S MTN 0.75000000                                            | CUSIP: N54926AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $807724.11    | 0.01%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMADEUS I 2.875% 05/20/27/EUR/                              | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 2.87500000                                           | CUSIP: E04648AS5<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      500000 | NS      | $512911.46    | 0.01%             | 2027-05-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELO 0.7% 01/17/42/EUR/                              | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.70000000                                             | CUSIP: U4592BJS8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $699515.51    | 0.01%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| THALES SA 0.75% 01/23/25/EUR/                               | THALES SA /EUR/ REGD REG S EMTN 0.75000000                                                     | CUSIP: F9156MCA4<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1007132.86   | 0.01%             | 2025-01-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.1% 05/15/29/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.10000000                                            | CUSIP: G4R49GAP8<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      957000 | NS      | $918720.91    | 0.01%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.55% 06/01/45                              | KINDER MORGAN INC REGD 5.55000000                                                              | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18313.58     | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7990 3.5% 06/01/49                                 | FANNIE MAE POOL UMBS P#FM7990 3.50000000                                                       | CUSIP: 3140XB2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1052776 | NS      | $977165.81    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 3.4% 03/18/24/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.40000000                                            | CUSIP: G7S95MCD5<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      490000 | NS      | $528716.65    | 0.01%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AURIZON N 3.125% 06/01/26/EUR/                              | AURIZON NETWORK PTY LTD /EUR/ REGD REG S EMTN 3.12500000                                       | CUSIP: Q0695RAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1029635.86   | 0.01%             | 2026-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IBRD 0.25% 09/23/27/GBP/                                    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ MTN SER GMTN 0.25000000              | CUSIP: U4586HEX7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2900000 | NS      | $2907488.36   | 0.04%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 0.375% 03/26/26                              | EUROPEAN INVESTMENT BANK REGD 0.37500000                                                       | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1300000 | NS      | $1148927.00   | 0.01%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3350 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#CB3350 2.50000000                                                       | CUSIP: 3140QNWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1925694 | NS      | $1636431.59   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 0.125% 08/03/26/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 0.12500000                                                   | CUSIP: 718172CK3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $933612.22    | 0.01%             | 2026-08-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.7% 04/15/40                                      | VISA INC REGD 2.70000000                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      130000 | NS      | $99143.82     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4767 4.5% 08/20/40                                | GINNIE MAE II POOL P#4767 4.50000000                                                           | CUSIP: 36202FJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17822 | NS      | $17428.39     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7000 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#RA7000 2.50000000                                                      | CUSIP: 3133KNX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      657050 | NS      | $558256.88    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 0.875% 11/22/26/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S 0.87500000                                           | CUSIP: E11805MG5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $97472.61     | 0.00%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 1.2% 03/13/31/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 121 1.20000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |    27250000 | NS      | $891094.26    | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7936 2.5% 03/20/52                              | GINNIE MAE II POOL P#MA7936 2.50000000                                                         | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      981107 | NS      | $851675.58    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 07/18/25                                         | KFW REGD 0.37500000                                                                            | CUSIP: 500769JF2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1400000 | NS      | $1267291.45   | 0.02%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALIAXIS F 0.875% 11/08/28/EUR/                              | ALIAXIS FINANCE SA /EUR/ REGD REG S 0.87500000                                                 | CUSIP: B02041AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     1500000 | NS      | $1199229.15   | 0.02%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M11 A 2.98% 08/25/29                               | FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000                                                  | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $911411.30    | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 5.3% 02/15/40                              | DUKE ENERGY CAROLINAS REGD 5.30000000                                                          | CUSIP: 26442CAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9963.13      | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/41                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912834KV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      200000 | NS      | $89988.25     | 0.00%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.9% 11/18/26                                   | EQUINIX INC REGD 2.90000000                                                                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      200000 | NS      | $182936.66    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITA 5.875% 01/18/33  /GB                              | GE CAPITAL UK FUNDING /GBP/  REGD EMTN 5.87500000                                              | CUSIP: G3775BEV3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      950000 | NS      | $1163097.62   | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/27/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N8T17VZH5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      990000 | NS      | $951757.41    | 0.01%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROCTER &  0.35% 05/05/30/EUR/                              | PROCTER & GAMBLE CO/THE /EUR/ REGD 0.35000000                                                  | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     2800000 | NS      | $2446583.15   | 0.03%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDI 3.45% 06/02/25                              | SANTANDER HOLDINGS USA REGD 3.45000000                                                         | CUSIP: 80282KBB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $42938.83     | 0.00%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/42                                 | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      200000 | NS      | $161937.50    | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  4.875% 06/01/25                              | NEWELL BRANDS INC REGD 4.87500000                                                              | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2710000 | NS      | $2635475.00   | 0.03%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  3.45% 06/15/27                              | ANALOG DEVICES INC REGD 144A P/P 3.45000000                                                    | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      270000 | NS      | $254654.38    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COS INC 3.35% 04/01/27                               | LOWE'S COS INC REGD 3.35000000                                                                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       40000 | NS      | $37597.79     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2677 3% 03/20/45                                | GINNIE MAE II POOL P#MA2677 3.00000000                                                         | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104816 | NS      | $95830.73     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA  0.375% 04/09/29/EUR/                              | FINNVERA PLC /EUR/ REGD REG S 0.37500000                                                       | CUSIP: X2994QBG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      300000 | NS      | $271339.80    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 0.25% 03/08/24/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 0.25000000                                              | CUSIP: D1825PUP4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $103389.63    | 0.00%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/33                               | DEUTSCHE BANK NY REGD V/R 3.74200000                                                           | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      800000 | NS      | $571439.14    | 0.01%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA P 1.7% 05/15/28                              | AUTOMATIC DATA PROCESSNG REGD 1.70000000                                                       | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |      630000 | NS      | $547912.49    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FERROVIE DE 1.5% 06/27/25/EUR/                              | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 1.50000000                                          | CUSIP: T4063CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      510000 | NS      | $512124.44    | 0.01%             | 2025-06-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUB 3.7% 08/15/47                              | SOUTHWESTERN PUBLIC SERV REGD 3.70000000                                                       | CUSIP: 845743BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $759140.00    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FI 2.096% 04/08/32/EUR/                              | MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 2.09600000                                        | CUSIP: J4S19BCB0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $893729.39    | 0.01%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/33/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 11 1.70000000                                             | CUSIP: J2615Q4Z5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $846350.20    | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR3228 2% 02/01/36                                   | FANNIE MAE POOL UMBS P#BR3228 2.00000000                                                       | CUSIP: 3140L1SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2111561 | NS      | $1886108.50   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 11/30/24                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 912828YV6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      300000 | NS      | $284039.06    | 0.00%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HENKEL AG & 0.5% 11/17/32/EUR/                              | HENKEL AG & CO KGAA /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: D3207MJB9<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $815055.60    | 0.01%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7529 2.5% 10/01/50                                 | FANNIE MAE POOL UMBS P#CA7529 2.50000000                                                       | CUSIP: 3140QFLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6706256 | NS      | $5705589.96   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.25% 12/01/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 1.25000000                                   | CUSIP: T6247A6P6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2107000 | NS      | $2058375.97   | 0.03%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 2.125% 09/01/26/EUR/                              | DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 2.12500000                              | CUSIP: J1R67PPJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     1000000 | NS      | $1022922.00   | 0.01%             | 2026-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.9% 08/19/32/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2211 2.90000000                                        | CUSIP: Y23862UD8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    35600000 | NS      | $5050993.57   | 0.06%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL  1.25% 11/02/26/EUR/                              | WHIRLPOOL FINANCE LU /EUR/ REGD 1.25000000                                                     | CUSIP: L9734HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | NS      | $193518.09    | 0.00%             | 2026-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230119 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-77160.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.5% 05/15/24/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.50000000                                           | CUSIP: D206582C9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     3807000 | NS      | $4020652.07   | 0.05%             | 2024-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 IM 2% 12/25/50                                  | FANNIE MAE REMICS SER 2020-89 CL IM 2.00000000                                                 | CUSIP: 3136BCF54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10231654 | NS      | $1296213.43   | 0.02%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4123 3% 03/01/30                                   | FANNIE MAE POOL UMBS P#BM4123 3.00000000                                                       | CUSIP: 3140J8SM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47029 | NS      | $45269.93     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.68% 05/21/30/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000                                           | CUSIP: Y6S39BXJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   554700000 | NS      | $78708241.15  | 1.00%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  5% 06/15/32                              | ENEL FINANCE INTL NV REGD 144A P/P 5.00000000                                                  | CUSIP: 29278GAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      940000 | NS      | $845288.32    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NE PROPER 3.375% 07/14/27/EUR/                              | NE PROPERTY B /EUR/ REGD REG S 3.37500000                                                      | CUSIP: N6S06NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $461014.65    | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA  1.75% 11/03/40/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS78 1.75000000                                       | CUSIP: X7S28MHZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      212000 | NS      | $158768.09    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAO 1% 07/04/24/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.00000000                                           | CUSIP: T5R13HP59<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1500000 | NS      | $1543387.63   | 0.02%             | 2024-07-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 02/15/24                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 912828B66<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1467890.63   | 0.02%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP 2.5% 09/15/24                                   | AMEREN CORP REGD 2.50000000                                                                    | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       30000 | NS      | $28707.08     | 0.00%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | PLN/USD FWD 20230119 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103686.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COM 2.5% 04/08/31/GBP/                              | VERIZON COMMUNICATIONS /GBP/ REGD 2.50000000                                                   | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $991351.05    | 0.01%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 3.8% 04/01/28                              | MARATHON PETROLEUM CORP REGD SER WI 3.80000000                                                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      250000 | NS      | $230992.78    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OBX 2021-INV2 A1 V/R 10/25/51                               | OBX 2021-INV2 TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 4.42080000                          | CUSIP: 67114KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445740 | NS      | $406466.32    | 0.01%             | 2051-10-25      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| RYANAIR D 2.875% 09/15/25/EUR/                              | RYANAIR DAC /EUR/ REGD REG S EMTN 2.87500000                                                   | CUSIP: G7722YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $1038336.48   | 0.01%             | 2025-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.9% 09/20/30/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 121 1.90000000                                            | CUSIP: J2615Q3P8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   608800000 | NS      | $5134256.63   | 0.06%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.125% 05/15/60                              | UNITEDHEALTH GROUP INC REGD 3.12500000                                                         | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      160000 | NS      | $109438.00    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.625% 04/29/33/GBP/                              | NORTHUMBRIAN WATER FIN /GBP/ REGD 5.62500000                                                   | CUSIP: G6661MAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      425000 | NS      | $515186.89    | 0.01%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                                 | UNITED STATES TREASURY NOTE 3.25000000                                                         | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $959140.62    | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERG 3.45% 12/15/27                              | AMERISOURCEBERGEN CORP REGD 3.45000000                                                         | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        5000 | NS      | $4670.73      | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DOVER CORP 1.25% 11/09/26/EUR/                              | DOVER CORP /EUR/ REGD 1.25000000                                                               | CUSIP: 260003AN8<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $969046.36    | 0.01%             | 2026-11-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4603 2.5% 05/01/37                                 | FANNIE MAE POOL UMBS P#MA4603 2.50000000                                                       | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140056 | NS      | $128299.56    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO I 1.125% 03/18/31/EUR/                              | PEPSICO INC /EUR/ REGD 1.12500000                                                              | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $896544.68    | 0.01%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/28                                  | CITIGROUP INC REGD V/R 4.65800000                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | NS      | $193784.23    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| BELL CANADA 0.75% 03/17/24                                  | BELL CANADA REGD SER US-3 0.75000000                                                           | CUSIP: 0778FPAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       45000 | NS      | $42666.36     | 0.00%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.9% 07/04/36/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.90000000                                              | CUSIP: Y5325PBR4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    13500000 | NS      | $2055557.24   | 0.03%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/25/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                         | CUSIP: K7S724HA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      200000 | NS      | $27272.13     | 0.00%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIA 5.875% 05/11/29/GBP/                              | PRUDENTIAL PLC /GBP/ REGD 5.87500000                                                           | CUSIP: G7289NAD1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1856816.55   | 0.02%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.7% 06/15/28/EUR/                                  | CROATIA /EUR/ REGD REG S 2.70000000                                                            | CUSIP: X7330ZFN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     3000000 | NS      | $3088162.55   | 0.04%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK 2.875% 02/07/50                              | KIMBERLY-CLARK CORP REGD 2.87500000                                                            | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      165000 | NS      | $113327.82    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.875% 11/04/26/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: F07332NH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1184859.67   | 0.01%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 09/30/28                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CCY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | NS      | $1549265.62   | 0.02%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT  0.2% 03/10/30/JPY/                              | JAPAN GOVT CPI LINKED /JPY/ REGD SER 25 0.20000000                                             | CUSIP: J2S39KAR7<br>LEI: N/A                  | Long             | DBT              | UST               | JP        |   103411000 | NS      | $851777.59    | 0.01%             | 2030-03-10      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 07/22/68/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                                | CUSIP: G4527HCU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1379000 | NS      | $1595288.16   | 0.02%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVEL 2.5% 12/19/24/GBP/                              | ASIAN DEVELOPMENT BANK /GBP/ REGD EMTN SER GMTN 2.50000000                                     | CUSIP: Y002MNAR5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2333239.55   | 0.03%             | 2024-12-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JT INTL F 1.125% 09/28/25/EUR/                              | JT INTL FIN SERVICES BV /EUR/ REGD REG S EMTN 1.12500000                                       | CUSIP: N484BNCM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6600000 | NS      | $6509225.20   | 0.08%             | 2025-09-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GMCAR 2020-2 A 1.74% 12/18/23                               | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-2 SER 2020-2 CL A4 REGD 1.74000000     | CUSIP: 36258VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $483335.20    | 0.01%             | 2025-08-18      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 4.85% 08/15/52                              | DOMINION ENERGY INC REGD SER B 4.85000000                                                      | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      245000 | NS      | $212515.93    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANC 3.95% 06/15/25                              | BAT INTL FINANCE PLC REGD P/P 3.95000000                                                       | CUSIP: 05530QAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       70000 | NS      | $67277.53     | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 05/22/26                              | MIZUHO FINANCIAL GROUP REGD V/R 2.65100000                                                     | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | NS      | $464173.02    | 0.01%             | 2026-05-22      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.50000000                            | CUSIP: N93695TF6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $988828.17    | 0.01%             | 2171-06-17      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURA 1.25% 01/27/29/EUR/                              | CNP ASSURANCE /EUR/ REGD REG S 1.25000000                                                      | CUSIP: F1876NBY7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $862093.31    | 0.01%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                              | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | NS      | $1610175.43   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 01/22/49/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                                | CUSIP: G4527HEG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1690000 | NS      | $1307121.35   | 0.02%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFSF 0% 01/20/31/EUR/                                       | EFSF /EUR/ REGD REG S 0.00000000                                                               | CUSIP: L2669HBY2<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     9600000 | NS      | $8057703.46   | 0.10%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6328 2.5% 12/20/49                              | GINNIE MAE II POOL P#MA6328 2.50000000                                                         | CUSIP: 36179VA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      264257 | NS      | $224139.48    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 05/15/46                                  | UNITED STATES TREASURY BOND 2.50000000                                                         | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1369900 | NS      | $1030314.64   | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABANCA COR 0.75% 05/28/29/EUR/                              | ABANCA CORP BANCARIA SA /EUR/ REGD REG S 0.75000000                                            | CUSIP: E0001JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      100000 | NS      | $89951.20     | 0.00%             | 2029-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.45% 06/17/43/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 3.45000000                                                 | CUSIP: Y6065BQX8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    17930000 | NS      | $522330.93    | 0.01%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.01% 11/15/35/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S 0.01000000                                           | CUSIP: L32482DF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     4200000 | NS      | $2987401.95   | 0.04%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASSICURAZ 4.125% 05/04/26/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD EMTN 4.12500000                                              | CUSIP: T0486VAB9<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $108115.45    | 0.00%             | 2026-05-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/52/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.12500000                                                       | CUSIP: X27717LS8<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      340000 | NS      | $170693.95    | 0.00%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICI 1.875% 10/13/36/EUR/                              | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F4065QDT4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $153622.85    | 0.00%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 1.65% 05/15/31                              | BERKSHIRE HATHAWAY ENERG REGD 1.65000000                                                       | CUSIP: 084659BD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | NS      | $309600.17    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 2.056% 04/05/25                              | OTIS WORLDWIDE CORP REGD SER WI 2.05600000                                                     | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18726.55     | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.05PMUTK 07/08/24 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-15797.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE IN 2.25% 07/12/31                              | ENEL FINANCE INTL NV REGD 144A P/P 2.25000000                                                  | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | NS      | $219426.33    | 0.00%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/27/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD SER 13H* 1.00000000                                          | CUSIP: K74181G75<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1200000 | NS      | $156734.38    | 0.00%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.375% 12/15/25/GBP/                              | BNG BANK NV /GBP/ REGD REG S 0.37500000                                                        | CUSIP: N14287YB1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1900000 | NS      | $2039602.53   | 0.03%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 0.01% 10/08/29/EUR/                              | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 0.01000000                                           | CUSIP: F23753BA7<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $86035.36     | 0.00%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.875% 09/15/25/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.87500000                                         | CUSIP: D4S590W45<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $100504.98    | 0.00%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.984% 09/25/50                              | BAT CAPITAL CORP REGD 3.98400000                                                               | CUSIP: 05526DBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $29652.98     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.4% 06/22/40/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 90 0.40000000                                                   | CUSIP: B1121KEJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      885000 | NS      | $577628.53    | 0.01%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/26/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 344 0.10000000                                            | CUSIP: J2S39KPV2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  2222800000 | NS      | $16919633.83  | 0.21%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.5% 04/30/27/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.50000000                                                 | CUSIP: E8922ACV0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1325000 | NS      | $1330919.36   | 0.02%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEB 1% 05/26/29/EUR/                              | TELEFONAKTIEBOLAGET LM E /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: W6276VBW9<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |     2715000 | NS      | $2185748.81   | 0.03%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/41/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 176 0.50000000                                            | CUSIP: J2S39LMG6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   143050000 | NS      | $957521.59    | 0.01%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/31/33/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.87500000                                               | CUSIP: F1233NR69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $830431.50    | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 6% 05/01/31/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 6.00000000                                         | CUSIP: T6247ANR3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1753000 | NS      | $2100777.95   | 0.03%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                              | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                       | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $421920.86    | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CAISSE FRAN 1.5% 06/28/38/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 1.50000000                                            | CUSIP: F14221CL1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $82834.42     | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4130 3.44% 01/01/37                                | FANNIE MAE POOL UMBS P#AN4130 3.44000000                                                       | CUSIP: 3138LGSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321979 | NS      | $285582.97    | 0.00%             | 2037-01-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0217 3% 01/01/33                                   | FREDDIE MAC POOL UMBS P#SB0217 3.00000000                                                      | CUSIP: 3132CWG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57399 | NS      | $54676.71     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.75% 01/27/30/EUR/                                 | CROATIA /EUR/ REGD REG S 2.75000000                                                            | CUSIP: X7330ZFK3<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     1000000 | NS      | $995240.16    | 0.01%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASML HOLD 1.375% 07/07/26/EUR/                              | ASML HOLDING NV /EUR/ REGD REG S 1.37500000                                                    | CUSIP: N07046AB6<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2011281.31   | 0.03%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30                              | PIONEER NATURAL RESOURCE REGD 1.90000000                                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     1050000 | NS      | $824956.19    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.3% 06/20/46/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 51 0.30000000                                             | CUSIP: J2S39KNW2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   327200000 | NS      | $1938991.59   | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UK MUNI B 1.625% 08/26/60/GBP/                              | UK MUNI BONDS AGENCY /GBP/ REGD REG S 1.62500000                                               | CUSIP: G930EZAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | NS      | $55358.06     | 0.00%             | 2060-08-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP 1.375% 01/11/28/EUR/                              | ING GROEP NV /EUR/ REGD REG S EMTN 1.37500000                                                  | CUSIP: N4578EFZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $939303.76    | 0.01%             | 2028-01-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.15% 09/15/32                              | SOUTHERN CO GAS CAPITAL REGD 5.15000000                                                        | CUSIP: 8426EPAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $98660.56     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                              | GLP CAPITAL LP / FIN II REGD 5.30000000                                                        | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | NS      | $222354.65    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39 3.418% 09/15/50                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 SER 2017-C39 CL A5 REGD 3.41800000              | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $921578.60    | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2% 04/14/33/EUR/                                    | ROMANIA /EUR/ REGD EMTN 2.00000000                                                             | CUSIP: X7360WBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1500000 | NS      | $1025897.85   | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 04/16/40/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.37500000                                              | CUSIP: D1T0VZBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $37715.91     | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.15% 10/31/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.15000000                                                 | CUSIP: E8922AAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1020000 | NS      | $1070052.37   | 0.01%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| RELX FINANC 0.5% 03/10/28/EUR/                              | RELX FINANCE BV /EUR/ REGD REG S 0.50000000                                                    | CUSIP: N7S84NJU3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $452486.70    | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/23/23                                      | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912796U31<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     1084000 | PA      | $1073910.71   | 0.01%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.13PMUTK 12/06/24 XWF FIXED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-18582.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRAS 1.25% 03/15/33/EUR/                              | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 1.25000000                                        | CUSIP: Q04579AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3900000 | NS      | $2954930.94   | 0.04%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ V/R 05/23/49/EUR/                                 | SAMPO OYJ /EUR/ REGD V/R 3.37500000                                                            | CUSIP: X75653HU6<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |     2275000 | NS      | $2130864.49   | 0.03%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4755 3.5% 02/01/48                                 | FREDDIE MAC POOL UMBS P#ZS4755 3.50000000                                                      | CUSIP: 3132A5H81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1835908 | NS      | $1702461.37   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IDR/USD FWD 20230315 000011553 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2522.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATI 3.25% 04/06/50                              | SHELL INTERNATIONAL FIN REGD 3.25000000                                                        | CUSIP: 822582CH3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       70000 | NS      | $50585.60     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                               | NRG ENERGY INC REGD 144A P/P 2.45000000                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2275000 | NS      | $1887552.53   | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC 1.4% 09/01/30                                | SERVICENOW INC REGD 1.40000000                                                                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       15000 | NS      | $11512.02     | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 06/20/32/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 367 0.20000000                                            | CUSIP: J2S39LVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   251200000 | NS      | $1873338.74   | 0.02%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3184 4.5% 11/01/47                                 | FANNIE MAE POOL UMBS P#MA3184 4.50000000                                                       | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      634373 | NS      | $623429.33    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H16 F V/R 09/20/71                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 5.32571000                      | CUSIP: 38382YGW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9598670 | NS      | $9829138.51   | 0.12%             | 2071-09-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 05/29/31/MXN/                              | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                            | CUSIP: P9767HEK1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    12000000 | NS      | $569840.66    | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230119 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34203.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CO 1.5% 11/17/25/EUR/                              | MCKESSON CORP /EUR/ REGD 1.50000000                                                            | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1005167.66   | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 10/27/28/EUR/                               | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                     | CUSIP: D2R04NCE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       25000 | NS      | $22289.18     | 0.00%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 1% 09/21/28/EUR/                              | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 1.00000000                                           | CUSIP: T2599HJA3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      300000 | NS      | $266960.16    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS  5.9% 12/01/52                              | AMEREN ILLINOIS CO REGD 5.90000000                                                             | CUSIP: 02361DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $21876.53     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.5% 06/17/31/EUR/                                  | CROATIA /EUR/ REGD REG S 1.50000000                                                            | CUSIP: X7330ZFM9<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     1000000 | NS      | $883776.35    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 3.37% 10/05/34                              | INT DEVELOPMENT FIN CORP REGD 3.37000000                                                       | CUSIP: 6903532V8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       87543 | NS      | $80577.56     | 0.00%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S 1.125% 07/31/28/EUR/                              | BAWAG P.S.K. /EUR/ REGD REG S 1.12500000                                                       | CUSIP: A1R572AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $95391.22     | 0.00%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                              | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                  | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | NS      | $613934.54    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30                                      | AON CORP REGD 2.80000000                                                                       | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $42800.42     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY 3.35% 11/01/49                              | CAMDEN PROPERTY TRUST REGD 3.35000000                                                          | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7023.53      | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 0.375% 10/15/28/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 0.37500000                                                 | CUSIP: 58507LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $893129.94    | 0.01%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 06/24/69/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER 1908 4.00000000                                           | CUSIP: Y6S39BUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     5000000 | NS      | $825674.94    | 0.01%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 09/15/31/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.12500000                                                       | CUSIP: X27717LW9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      385000 | NS      | $322119.65    | 0.00%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE G 1.375% 05/05/28/EUR/                              | SOCIETE GENERALE SFH /EUR/ REGD REG S 1.37500000                                               | CUSIP: F849BNEQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $97086.60     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  4.625% 10/12/54/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD EMTN SER DIP 4.62500000                                    | CUSIP: L32482KM9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3055000 | NS      | $3872579.98   | 0.05%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3723 2% 10/01/50                                   | FREDDIE MAC POOL UMBS P#RA3723 2.00000000                                                      | CUSIP: 3133KKD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      253727 | NS      | $207803.69    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTI 4.7% 11/01/11                              | CALIFORNIA INSTITUTE OF REGD 4.70000000                                                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |       25000 | NS      | $21063.20     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAN 1% 01/18/27/EUR/                              | BALDER FINLAND OYJ /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: X02862AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $796072.24    | 0.01%             | 2027-01-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 05/21/30/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.60000000                                              | CUSIP: Y5325PBE3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     8500000 | NS      | $1272476.05   | 0.02%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS I 5.4% 11/01/48                              | CONAGRA BRANDS INC REGD 5.40000000                                                             | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       35000 | NS      | $32553.02     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                              | DCP MIDSTREAM OPERATING REGD 5.12500000                                                        | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1444906.38   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 1.9% 08/15/31                              | PUBLIC SERVICE ELECTRIC REGD MTN 1.90000000                                                    | CUSIP: 74456QCH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | NS      | $27918.22     | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LANSFORSA 1.375% 05/31/27/EUR/                              | LANSFORSAKRINGAR HYPOTEK /EUR/ REGD EMTN 1.37500000                                            | CUSIP: W5612FFJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $98699.98     | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                            | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      385000 | NS      | $295327.52    | 0.00%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.95% 02/01/51                              | SOUTHERN CAL EDISON REGD SER 20A 2.95000000                                                    | CUSIP: 842400GY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | NS      | $3860.62      | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                                     | HCA INC REGD 144A P/P 3.12500000                                                               | CUSIP: 404119CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2560000 | NS      | $2334479.77   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GE 1.25% 12/07/27/GBP/                              | SOCIETE GENERALE /GBP/ REGD REG S EMTN 1.25000000                                              | CUSIP: F8586PCX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2917700.06   | 0.04%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2014-GC 3.635% 09/10/24                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 SER 2014-GC25 CL A4 REGD 3.63500000              | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $481047.90    | 0.01%             | 2047-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 1% 12/20/23/SEK/                              | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 576 1.00000000                                 | CUSIP: W8T54EZ95<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $187719.30    | 0.00%             | 2023-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/27/30/CHF/                              | SWITZERLAND /CHF/ REGD REG S 0.50000000                                                        | CUSIP: H21069F89<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      330000 | NS      | $331230.56    | 0.00%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EDENRED 1.375% 03/10/25/EUR/                                | EDENRED /EUR/ REGD REG S 1.37500000                                                            | CUSIP: F3192LAC3<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1018045.03   | 0.01%             | 2025-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230119 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-68358.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT 2.125% 10/24/26/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S EMTN 2.12500000                                                 | CUSIP: T9T20LML9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1010476.95   | 0.01%             | 2026-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY V/R 12/11/30/GBP/                              | VIRGIN MONEY UK PLC /GBP/ REGD V/R REG S EMTN SER GMTN 5.12500000                              | CUSIP: G9413VAB2<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1118350.10   | 0.01%             | 2030-12-11      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.50000000                                                         | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      747000 | NS      | $465577.52    | 0.01%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                                  | UNITED STATES TREASURY BOND 2.50000000                                                         | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1420000 | NS      | $1077314.07   | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFFINITY  5.875% 07/13/26/GBP/                              | AFFINITY WATER FIN 2004 /GBP/ REGD 5.87500000                                                  | CUSIP: G54348AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       30000 | NS      | $37074.17     | 0.00%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  1% 03/01/27/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1592 1.00000000                                       | CUSIP: W86201XV2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $172103.80    | 0.00%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.75% 11/17/32                              | PHILIP MORRIS INTL INC REGD 5.75000000                                                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      160000 | NS      | $163610.26    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 7% 11/10/24/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD 7.00000000                                                       | CUSIP: K28842LJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     1470000 | NS      | $227331.56    | 0.00%             | 2024-11-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 3.5% 05/09/27                              | CONSTELLATION BRANDS INC REGD 3.50000000                                                       | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       50000 | NS      | $46895.55     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE L 3.875% 12/15/27                              | LIFE STORAGE LP REGD 3.87500000                                                                | CUSIP: 53227JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $46336.40     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                                 | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1000000 | NS      | $711960.34    | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8265 3% 09/20/52                                | GINNIE MAE II POOL P#MA8265 3.00000000                                                         | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500464 | NS      | $446950.26    | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATI 2.45% 06/15/30                              | MAGNA INTERNATIONAL INC REGD 2.45000000                                                        | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     1000000 | NS      | $828192.09    | 0.01%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BA V/R 05/05/31/EUR/                              | AUST & NZ BANKING GROUP /EUR/ REGD V/R REG S EMTN 0.66900000                                   | CUSIP: Q0R273TE5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2925000 | NS      | $2656390.29   | 0.03%             | 2031-05-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 04/15/40/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR83 7.50000000                                            | CUSIP: Y6S86ZNH8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 13547000000 | NS      | $893922.81    | 0.01%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.834% 11/15/41                              | OHIOHEALTH CORP REGD 2.83400000                                                                | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      370000 | NS      | $264547.80    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/26/30/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S 0.00000000                                            | CUSIP: H61731Y84<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      800000 | NS      | $747969.07    | 0.01%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERG 3.85% 06/15/34/EUR/                              | DUKE ENERGY CORP /EUR/ REGD 3.85000000                                                         | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2200000 | NS      | $2175847.99   | 0.03%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST C 1.875% 02/20/36/GBP/                              | COMCAST CORP /GBP/ REGD 1.87500000                                                             | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      575000 | NS      | $489993.28    | 0.01%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/27/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HNU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1950000 | NS      | $2419332.39   | 0.03%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4184 3% 01/20/47                                | GINNIE MAE II POOL P#MA4184 3.00000000                                                         | CUSIP: 36179SUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120503 | NS      | $106733.42    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLES 0.5% 03/22/29/EUR/                              | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.50000000                                            | CUSIP: D170N8BG8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |      140000 | NS      | $128562.67    | 0.00%             | 2029-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP9421 3% 07/01/50                                   | FANNIE MAE POOL UMBS P#BP9421 3.00000000                                                       | CUSIP: 3140KHPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3349411 | NS      | $2957894.85   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 06/20/31/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 701 0.12500000                                    | CUSIP: H617313J4<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       50000 | NS      | $45687.56     | 0.00%             | 2031-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/15/30/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 528 0.00000000                                     | CUSIP: H6218ULK4<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       50000 | NS      | $46511.38     | 0.00%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC 2.125% 04/23/30                                 | CARGILL INC REGD 144A P/P 2.12500000                                                           | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1238757.65   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7023 2% 12/20/35                                | GINNIE MAE II POOL P#MA7023 2.00000000                                                         | CUSIP: 36179VYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3378932 | NS      | $3014949.52   | 0.04%             | 2035-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | THB/USD FWD 20230315 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25974.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 04/04/32 /EUR                              | EUROPEAN UNION /EUR/ REGD  REG S EMTN 3.37500000                                               | CUSIP: L3334EAU1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |     1200000 | NS      | $1313462.68   | 0.02%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 0.25% 01/12/32/EUR/                              | COMMERZBANK AG /EUR/ REGD REG S EMTN 0.25000000                                                | CUSIP: D1706CBT0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $82368.77     | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 12/19/33/GBP/                              | GLAXOSMITHKLINE CAPITAL /GBP/ REGD EMTN 5.25000000                                             | CUSIP: G3910EAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      640000 | NS      | $806235.37    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.66% 03/01/31/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2105 3.66000000                                          | CUSIP: Y1456TKS4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    83500000 | NS      | $12551356.01  | 0.16%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP 0.375% 06/20/24/EUR/                              | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.37500000                                             | CUSIP: C2R89MWU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      300000 | NS      | $307786.05    | 0.00%             | 2024-06-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DRYD 2017-2 V/R 04/15/33 /EUR/                              | DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.03800000            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     7600000 | NS      | $7872566.87   | 0.10%             | 2033-04-15      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.75% 11/01/29                              | NEXTERA ENERGY CAPITAL REGD 2.75000000                                                         | CUSIP: 65339KBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | NS      | $30355.19     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 3.25% 01/15/32/GBP/                               | ORANGE SA /GBP/ REGD REG S EMTN 3.25000000                                                     | CUSIP: F6861DKQ2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1100000 | NS      | $1148813.15   | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/42                                 | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $807226.56    | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRH FINAN 1.375% 10/18/28/EUR/                              | CRH FINANCE DAC /EUR/ REGD REG S EMTN 1.37500000                                               | CUSIP: G2549BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $939611.02    | 0.01%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 3.5% 08/15/27                              | META PLATFORMS INC REGD 144A P/P 3.50000000                                                    | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      240000 | NS      | $224050.34    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP 0.85% 06/07/24/EUR/                              | US BANCORP /EUR/ REGD EMTN 0.85000000                                                          | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1343621.49   | 0.02%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOV 0.125% 11/12/26/EUR/                              | CHINA GOVT INTL BOND /EUR/ REGD REG S 0.12500000                                               | CUSIP: Y5325SAF5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3700000 | NS      | $3490137.93   | 0.04%             | 2026-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENI SPA 1.5% 02/02/26/EUR/                                  | ENI SPA /EUR/ REGD EMTN 1.50000000                                                             | CUSIP: T3666JBC9<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1002604.86   | 0.01%             | 2026-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 2.95% 08/15/51                              | SAN DIEGO G & E REGD SER WWW 2.95000000                                                        | CUSIP: 797440CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $17027.89     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FI 2% 08/28/25/EUR/                              | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 2.00000000                                         | CUSIP: Q9194UAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3000000 | NS      | $3085593.47   | 0.04%             | 2025-08-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  1.35% 03/15/31                              | NATIONAL RURAL UTIL COOP REGD 1.35000000                                                       | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       80000 | NS      | $59316.96     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BHP BILLIT 3.25% 09/24/27/EUR/                              | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000                               | CUSIP: Q14900AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      698000 | NS      | $737758.19    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52                                | PECO ENERGY CO REGD 4.60000000                                                                 | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | NS      | $349292.45    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 6% 01/31/29/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 6.00000000                                                 | CUSIP: E89228KF1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1430000 | NS      | $1767708.68   | 0.02%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON 0.886% 09/29/25                              | CENTRAL NIPPON EXPRESSWY REGD REG S 0.88600000                                                 | CUSIP: J05755EX7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      600000 | NS      | $535265.66    | 0.01%             | 2025-09-29      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.25% 01/15/31                              | STEEL DYNAMICS INC REGD 3.25000000                                                             | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4310000 | NS      | $3691607.49   | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRA 2.25% 05/28/29/EUR/                              | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 2.25000000                                               | CUSIP: A586GDBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      325000 | NS      | $330339.32    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.5% 03/15/27/GBP/                                 | AT&T INC /GBP/ REGD REG S 5.50000000                                                           | CUSIP: U04644AB3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      850000 | NS      | $1034734.94   | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN ST 2.625% 03/09/27/GBP/                              | MORGAN STANLEY /GBP/ REGD MTN SER GMTN 2.62500000                                              | CUSIP: U6176SJ50<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1425000 | NS      | $1554240.80   | 0.02%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 06/20/49/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 63 0.40000000                                             | CUSIP: J2S39K4W3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   209600000 | NS      | $1208681.62   | 0.02%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.47% 09/02/24/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.47000000                                           | CUSIP: Y6S39BF88<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    80000000 | NS      | $11519825.54  | 0.15%             | 2024-09-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| UNITED PARC 1.5% 11/15/32/EUR/                              | UNITED PARCEL SERVICE /EUR/ REGD 1.50000000                                                    | CUSIP: 911312BE5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $977962.03    | 0.01%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AM 1.5% 05/25/32/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: F1270CYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $365394.25    | 0.00%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4512 2.5% 01/01/52                                 | FANNIE MAE POOL UMBS P#MA4512 2.50000000                                                       | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13906381 | NS      | $11818652.82  | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3240 4.5% 01/01/48                                 | FANNIE MAE POOL UMBS P#MA3240 4.50000000                                                       | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23822 | NS      | $23339.65     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/26                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912833LZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | NS      | $4352922.00   | 0.06%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CNH/USD FWD 20230223 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3331.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNR 2021-8 YF V/R 03/25/61                                  | FANNIE MAE REMICS SER 2021-8 CL YF V/R 3.22956000                                              | CUSIP: 3136BFFR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10635139 | NS      | $10656315.25  | 0.13%             | 2061-03-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                              | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                       | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $421920.86    | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PL V/R 04/04/28/EUR/                              | AIB GROUP PLC /EUR/ REGD V/R REG S EMTN 2.25000000                                             | CUSIP: G020725U9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $955044.77    | 0.01%             | 2028-04-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHI 0.375% 10/17/23/EUR/                              | CK HUTCHISON GROUP /EUR/ REGD REG S 0.37500000                                                 | CUSIP: L17666AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1300000 | NS      | $1358504.21   | 0.02%             | 2023-10-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TERNA RETE 0.75% 07/24/32/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S 0.75000000                                               | CUSIP: T9451NAN3<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      200000 | NS      | $158132.05    | 0.00%             | 2032-07-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 3.4% 06/06/25                              | JOHN DEERE CAPITAL CORP REGD MTN 3.40000000                                                    | CUSIP: 24422EWF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | NS      | $111672.74    | 0.00%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  1.65% 10/29/24                              | AERCAP IRELAND CAP/GLOBA REGD 1.65000000                                                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      380000 | NS      | $350646.99    | 0.00%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 06/01/51                              | SOUTHERN CAL EDISON REGD SER H 3.65000000                                                      | CUSIP: 842400HF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7325.32      | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 4% 01/06/49/CHF/                                | SWITZERLAND /CHF/ REGD REG S 4.00000000                                                        | CUSIP: H7351PHH2<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      180000 | NS      | $295389.61    | 0.00%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 09/06/29/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 481 1.75000000                                             | CUSIP: R34155BL5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     3040000 | NS      | $284639.43    | 0.00%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE G 1.125% 01/23/25/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: F8586GLS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | NS      | $202686.28    | 0.00%             | 2025-01-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.375% 06/26/24/EUR/                              | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: R8T51PDW2<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      100000 | NS      | $102519.99    | 0.00%             | 2024-06-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                                     | UNITED STATES TREASURY BOND 2.00000000                                                         | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2650000 | NS      | $1752312.50   | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2885000 | NS      | $2668174.22   | 0.03%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3200000 | NS      | $2982124.99   | 0.04%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 03/20/51/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000                                             | CUSIP: J2S39LMD3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    30000000 | NS      | $183849.44    | 0.00%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/TH 3.45% 03/25/30                              | COCA-COLA CO/THE REGD 3.45000000                                                               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      640000 | NS      | $595354.33    | 0.01%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.8% 11/15/43                              | WILLIAMS COMPANIES INC REGD 5.80000000                                                         | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       15000 | NS      | $14343.24     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CZK/USD FWD 20230119 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31057.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN 4.125% 07/01/52                              | MEMORIAL SLOAN-KETTERING REGD 4.12500000                                                       | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |       50000 | NS      | $42178.07     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 05/05/32/EUR/                              | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 1.62500000                                             | CUSIP: D1895QEQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $46890.83     | 0.00%             | 2032-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53                              | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                  | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1245000 | NS      | $1060160.46   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CHF/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19120.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 09/22/33/EUR/                              | CITIGROUP INC /EUR/ REGD V/R REG S 4.11200000                                                  | CUSIP: U1R16G3P5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      975000 | NS      | $1006153.51   | 0.01%             | 2033-09-22      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65% 08/15/30                                      | MPLX LP REGD 2.65000000                                                                        | CUSIP: 55336VBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2195000 | NS      | $1791064.99   | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.75% 10/31/24/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.75000000                                                 | CUSIP: E4R46CDH7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1693000 | NS      | $1806570.41   | 0.02%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| IBRD 0.5% 10/28/25                                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.50000000                                 | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2100000 | NS      | $1888372.06   | 0.02%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SEK/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7974.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DE 0.25% 11/21/24/EUR/                              | AFRICAN DEVELOPMENT BANK /EUR/ REGD MTN SER GDIF 0.25000000                                    | CUSIP: V00001GZ0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      925000 | NS      | $936249.70    | 0.01%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7203 2% 05/01/51                                   | FANNIE MAE POOL UMBS P#FM7203 2.00000000                                                       | CUSIP: 3140XBAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      925193 | NS      | $756950.34    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BA 1.5% 09/30/30/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S 1.50000000                                                   | CUSIP: N025978B6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $94468.07     | 0.00%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/52/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.75000000                                                   | CUSIP: F43750KX9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3627000 | NS      | $2083112.87   | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.1% 06/22/30/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 89 0.10000000                                                   | CUSIP: B1121KEH4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      472000 | NS      | $410007.22    | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| TRANSURBAN 1.75% 03/29/28/EUR/                              | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 1.75000000                                         | CUSIP: Q9194UAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1889991.47   | 0.02%             | 2028-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTA 0.2% 02/11/28/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 0.20000000                                            | CUSIP: E2R99DHG3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1900000 | NS      | $1677255.10   | 0.02%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FHMS K094 A2 2.903% 06/25/29                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K094 CL A2 2.90300000         | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      112000 | NS      | $102311.68    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3524 3% 05/01/52                                   | FANNIE MAE POOL UMBS P#CB3524 3.00000000                                                       | CUSIP: 3140QN4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      734005 | NS      | $645567.36    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 02/01/37/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.00000000                                         | CUSIP: T6031ZDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1310000 | NS      | $1309682.92   | 0.02%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 0.5% 04/16/26/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1409 0.50000000                                  | CUSIP: D5S07LDS7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      360000 | NS      | $354860.59    | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7544 3% 07/01/51                                   | FREDDIE MAC POOL UMBS P#SD7544 3.00000000                                                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5873070 | NS      | $5238593.96   | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND  1.875% 06/17/49/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 1.87500000                                                 | CUSIP: Y6065BLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     7984000 | NS      | $157452.68    | 0.00%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49                              | BAT CAPITAL CORP REGD 4.75800000                                                               | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | NS      | $353729.30    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/55/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HMB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1689000 | NS      | $2180052.11   | 0.03%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4791 4.5% 09/01/48                                 | FREDDIE MAC POOL UMBS P#ZS4791 4.50000000                                                      | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      744616 | NS      | $728646.90    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 0.25% 01/14/25/EUR/                              | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.25000000                                         | CUSIP: D0R14F7N1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $100689.74    | 0.00%             | 2025-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  0.25% 07/12/26/EUR/                              | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.25000000                                             | CUSIP: F0938VUY6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $190185.56    | 0.00%             | 2026-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/53                              | DIAMONDBACK ENERGY INC REGD 6.25000000                                                         | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      435000 | NS      | $423306.66    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL  2.15% 08/15/30                              | RELIANCE STEEL & ALUM REGD 2.15000000                                                          | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |      980000 | NS      | $774374.34    | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BAN 0.625% 09/10/25/EUR/                              | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN SER GMTN 0.62500000                                 | CUSIP: C79743SG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $99511.81     | 0.00%             | 2025-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AMCOR UK  1.125% 06/23/27/EUR/                              | AMCOR UK FINANCE PLC /EUR/ REGD 1.12500000                                                     | CUSIP: 0234EVAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1411548.86   | 0.02%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                              | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2440000 | NS      | $1492809.54   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP 0.5% 01/12/37/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: A195438M1<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | NS      | $72334.94     | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 12/10/26/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 2612 1.50000000                                             | CUSIP: Y7277FUY4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  9574780000 | NS      | $6940237.75   | 0.09%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AK 0.5% 09/03/27/EUR/                              | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: D341DRAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1742979.45   | 0.02%             | 2027-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 02/23/28/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.87500000                                          | CUSIP: D1T7GBVC7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2900000 | NS      | $2714174.52   | 0.03%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9433 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD9433 3.00000000                                                      | CUSIP: 3133B7PS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      207824 | NS      | $183050.51    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.8% 09/14/39/EUR/                                 | AT&T INC /EUR/ REGD 1.80000000                                                                 | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | NS      | $372125.35    | 0.00%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/28                               | DEUTSCHE BANK NY REGD V/R 144A 2.55200000                                                      | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      750000 | NS      | $639425.02    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC 0.375% 07/21/25                                       | FEDERAL HOME LOAN MORTGAGE CORP SER USD 0.37500000                                             | CUSIP: 3137EAEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1000000 | NS      | $905720.89    | 0.01%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/27                                   | BARCLAYS PLC REGD V/R 2.27900000                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | NS      | $259929.90    | 0.00%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 07/25/28/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 2.75000000                                               | CUSIP: F105CUQJ3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1488457.48   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/30/24                                  | CITIGROUP INC REGD V/R 0.77600000                                                              | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      262000 | NS      | $251094.00    | 0.00%             | 2024-10-30      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 0.875% 05/25/27/EUR/                              | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: F7706VJY4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $96854.31     | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB  0% 08/15/31/EUR/                               | BUNDESREPUB DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                            | CUSIP: D206593K8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2260000 | NS      | $1962299.45   | 0.02%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.25% 03/01/52                              | PACIFIC GAS & ELECTRIC REGD 5.25000000                                                         | CUSIP: 694308KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $81460.30     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3340 3.5% 05/01/35                                 | FANNIE MAE POOL UMBS P#FM3340 3.50000000                                                       | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29493 | NS      | $28345.47     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.78% 03/25/38                              | CVS HEALTH CORP REGD 4.78000000                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | NS      | $182835.96    | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65% 07/30/45                                | CITIGROUP INC REGD 4.65000000                                                                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8630.94      | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF  3.625% 05/04/27                              | ROYAL BANK OF CANADA REGD MTN 3.62500000                                                       | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       90000 | NS      | $85660.50     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.25% 11/15/41                              | DOW CHEMICAL CO/THE REGD 5.25000000                                                            | CUSIP: 260543CE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | NS      | $562428.17    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATURGY F 0.875% 05/15/25/EUR/                              | NATURGY FINANCE BV /EUR/ REGD EMTN 0.87500000                                                  | CUSIP: N34221HL3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $996535.41    | 0.01%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.5% 04/15/50                              | T-MOBILE USA INC REGD 4.50000000                                                               | CUSIP: 87264AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $45297.52     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE F 1.75% 03/17/25/EUR/                              | GLENCORE FINANCE EUROPE /EUR/ REGD EMTN 1.75000000                                             | CUSIP: G3R312AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4500000 | NS      | $4571674.56   | 0.06%             | 2025-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.8% 02/08/61                                     | APPLE INC REGD 2.80000000                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       20000 | NS      | $12770.23     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                                   | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                       | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311541 | NS      | $297425.72    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.5% 04/22/29                              | UNITED MEXICAN STATES REGD 4.50000000                                                          | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | NS      | $190404.33    | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 3.375% 01/23/26/GBP/                              | BNP PARIBAS /GBP/ REGD REG S EMTN 3.37500000                                                   | CUSIP: F105CLWP2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $680941.06    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/38/GBP/                              | LCR FINANCE PLC /GBP/ REGD REG S 4.50000000                                                    | CUSIP: G5373RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      110000 | NS      | $132864.40    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI 0.625% 06/23/25/EUR/                              | CAPGEMINI SE /EUR/ REGD REG S 0.62500000                                                       | CUSIP: F1R43SHC7<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $99937.85     | 0.00%             | 2025-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.63% 07/19/26/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000                                          | CUSIP: Y0R4AWKL7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   170800000 | NS      | $25329292.83  | 0.32%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.4% 11/06/42                                    | ABBVIE INC REGD SER WI 4.40000000                                                              | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       25000 | NS      | $21796.73     | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDITO EM 0.01% 07/07/28/EUR/                              | CREDITO EMILIANO SPA /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: T3R38PFC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $88192.66     | 0.00%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 5.125% 03/30/26/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD SER RS70 5.12500000                                             | CUSIP: X08134BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      470000 | NS      | $539934.22    | 0.01%             | 2026-03-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BA 0.875% 06/26/23/EUR/                              | NORDEA BANK ABP /EUR/ REGD REG S EMTN 0.87500000                                               | CUSIP: X5S8VLV69<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      425000 | NS      | $451251.67    | 0.01%             | 2023-06-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 3.625% 09/14/32/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.62500000                                        | CUSIP: F0R03PPC4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $3089247.99   | 0.04%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 1.375% 06/23/71/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1064 1.37500000                                              | CUSIP: W7S736KK3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      570000 | NS      | $32155.47     | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BR7647 2% 04/01/51                                   | FANNIE MAE POOL UMBS P#BR7647 2.00000000                                                       | CUSIP: 3140L6P99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      211318 | NS      | $172747.04    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1696 3.5% 12/01/35                                 | FREDDIE MAC POOL UMBS P#RC1696 3.50000000                                                      | CUSIP: 3133L73D7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -167222 | NS      | $-160154.51   | -0.00%            | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 1.75% 01/13/26                              | WALT DISNEY COMPANY/THE REGD 1.75000000                                                        | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       45000 | NS      | $41230.12     | 0.00%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET 0.125% 02/11/28/EUR/                              | LVMH MOET HENNESSY VUITT /EUR/ REGD REG S 0.12500000                                           | CUSIP: F58485BM8<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      800000 | NS      | $736908.04    | 0.01%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 09/18/24/SEK/                              | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 194 1.00000000                                    | CUSIP: W9T1222Q8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2100000 | NS      | $193088.20    | 0.00%             | 2024-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125% 06/15/51                                  | UNUM GROUP REGD 4.12500000                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      980000 | NS      | $674108.39    | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7193 2.5% 02/20/51                              | GINNIE MAE II POOL P#MA7193 2.50000000                                                         | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2513066 | NS      | $2191503.28   | 0.03%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON CO 3.25% 02/17/26/EUR/                              | VERIZON COMMUNICATIONS /EUR/ REGD EMTN 3.25000000                                              | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | NS      | $211147.11    | 0.00%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 3.375% 09/20/27/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 3.37500000                             | CUSIP: E118054C4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2100000 | NS      | $2183640.24   | 0.03%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KING 0.5% 10/22/61/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                                | CUSIP: G4527HSG7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1322000 | NS      | $568810.71    | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000004388 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70827.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP 1.125% 02/14/25/EUR/                              | ING GROEP NV /EUR/ REGD REG S EMTN 1.12500000                                                  | CUSIP: N4578EJS8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3200000 | NS      | $3267595.66   | 0.04%             | 2025-02-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 3.042% 11/15/50                              | OHIOHEALTH CORP REGD SER 2020 3.04200000                                                       | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      535000 | NS      | $377579.49    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 4.75% 05/20/32                              | RELX CAPITAL INC REGD 4.75000000                                                               | CUSIP: 74949LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | NS      | $588300.50    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.75PSOFR 06/15/32 SBNYUS33XXX FIXED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-538639.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE OAT 4% 4/25/55 /EUR/                                 | FRANCE OAT 4% 4/25/55 /EUR/ 4.00000000                                                         | CUSIP: F4040SY67<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1031000 | NS      | $1256168.33   | 0.02%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5007 3.5% 09/01/39                                 | FREDDIE MAC POOL UMBS P#RB5007 3.50000000                                                      | CUSIP: 3133KYR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      382991 | NS      | $359985.61    | 0.00%             | 2039-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GA 2.5% 02/03/25/GBP/                              | SOUTHERN GAS NETWORK PLC /GBP/ REGD REG S EMTN 2.50000000                                      | CUSIP: G82920AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $946038.39    | 0.01%             | 2025-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANP 2.5% 01/15/30/GBP/                              | INTESA SANPAOLO SPA /GBP/ REGD EMTN 2.50000000                                                 | CUSIP: T5R13HR40<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3000000 | NS      | $2794241.18   | 0.04%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6804 3% 02/01/52                                   | FREDDIE MAC POOL UMBS P#RA6804 3.00000000                                                      | CUSIP: 3133KNRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1647715 | NS      | $1451596.51   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 0.9% 09/15/25                              | DUKE ENERGY CORP REGD 0.90000000                                                               | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       40000 | NS      | $35775.05     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FERROVIAL  0.54% 11/12/28/EUR/                              | FERROVIAL EMISIONES SA /EUR/ REGD REG S 0.54000000                                             | CUSIP: E5092DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $841411.62    | 0.01%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.73% 04/02/25/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1806 4.73000000                                          | CUSIP: Y1456TGF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    10230000 | NS      | $1540125.73   | 0.02%             | 2025-04-02      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SOCIETE GEN 0.5% 06/02/25/EUR/                              | SOCIETE GENERALE SFH /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: F849BNCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $100132.89    | 0.00%             | 2025-06-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED OVE 0.01% 12/01/27/EUR/                              | UNITED OVERSEAS BANK LTD /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: Y9T10PBW4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      100000 | NS      | $90829.82     | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 10/31/30                                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000                | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     1000000 | NS      | $696490.00    | 0.01%             | 2030-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMA BANK 0.01% 09/14/27/EUR/                              | PRIMA BANKA SLOVENSKO AS /EUR/ REGD REG S MTN SER DMTN 0.01000000                              | CUSIP: X6S322AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |      100000 | NS      | $90660.90     | 0.00%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.10PMUTK 12/03/25 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-7341.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT 0.875% 01/11/29/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: D8509LEH7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $93444.93     | 0.00%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/17/33                                  | CITIGROUP INC REGD V/R 6.27000000                                                              | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1630000 | NS      | $1690650.77   | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 11/25/32/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                      | CUSIP: F1270CYG7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $406174.97    | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD 4.6% 06/14/44                                | AON GLOBAL LTD REGD 4.60000000                                                                 | CUSIP: 00185AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       10000 | NS      | $8591.19      | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.5% 04/15/30                                | LOWE'S COS INC REGD 4.50000000                                                                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | NS      | $96091.80     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.1% 07/09/35/EUR/                                 | NRW.BANK /EUR/ REGD EMTN 0.10000000                                                            | CUSIP: D5S267XL8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $72627.89     | 0.00%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES 1.25% 01/18/27/EUR/                              | AUTOROUTES DU SUD DE LA /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: F846CKAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3900000 | NS      | $3827947.34   | 0.05%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 1.125% 10/25/28/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S 1.12500000                                                 | CUSIP: E2R99CD87<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $94457.36     | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  6.375% 05/16/38                              | PHILIP MORRIS INTL INC REGD 6.37500000                                                         | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      655000 | NS      | $699802.96    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV ZCP 05/28/37/CAD/                              | EUROPEAN INVESTMENT BANK /CAD/ REGD ZCP 144A P/P MTN 0.00000000                                | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      150000 | NS      | $58995.97     | 0.00%             | 2037-05-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 3.8% 04/30/24/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.80000000                                                 | CUSIP: E4R46CBV8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1457000 | NS      | $1578483.02   | 0.02%             | 2024-04-30      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA 2.75% 04/14/41/EUR/                                 | ROMANIA /EUR/ REGD EMTN 2.75000000                                                             | CUSIP: X7360WBS0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      800000 | NS      | $479138.55    | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 4.024% 08/01/45                              | NY & PRESBYTERIAN HOSPIT REGD 4.02400000                                                       | CUSIP: 649322AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $58357.73     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 0.375% 10/02/24/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: E11805H48<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1015632.24   | 0.01%             | 2024-10-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI U V/R 06/14/25/EUR/                              | MITSUBISHI UFJ FIN GRP /EUR/ REGD V/R REG S EMTN 2.26400000                                    | CUSIP: J44497FC4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2275000 | NS      | $2369979.14   | 0.03%             | 2025-06-14      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMB 3.375% 12/01/24                              | GENPACT LUXEMBOURG SARL REGD 3.37500000                                                        | CUSIP: 37254BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1400000 | NS      | $1339799.71   | 0.02%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3276 3.5% 02/01/48                                 | FANNIE MAE POOL UMBS P#MA3276 3.50000000                                                       | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      752037 | NS      | $697804.94    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.25% 04/16/50/EUR/                              | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.25000000                                            | CUSIP: M2R92QAH7<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       10000 | NS      | $7662.07      | 0.00%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FIN 4.5% 03/13/43/GBP/                              | ALLIANZ FINANCE II B.V. /GBP/ REGD SER 62 4.50000000                                           | CUSIP: N6588MAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1710219.28   | 0.02%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.5% 12/01/45/CAD/                              | PROVINCE OF QUEBEC /CAD/ REGD 3.50000000                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      200000 | NS      | $130031.31    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 03/09/48                                      | AT&T INC REGD SER WI 4.50000000                                                                | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       15000 | NS      | $12260.63     | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVE 0.5% 02/25/27/EUR/                              | EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: C321485Z4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2000000 | NS      | $1928321.44   | 0.02%             | 2027-02-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIR 2.75% 04/23/24/EUR/                              | SYDNEY AIRPORT FINANCE /EUR/ REGD EMTN 2.75000000                                              | CUSIP: Q88098AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      500000 | NS      | $525862.83    | 0.01%             | 2024-04-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHR 5069 DI 3.5% 02/25/41                                   | FREDDIE MAC REMICS SER 5069 CL DI 3.50000000                                                   | CUSIP: 3137F9BQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1427366 | NS      | $185579.07    | 0.00%             | 2041-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL BANK I 0.5% 10/27/26/EUR/                              | DELL BANK INTERNATIONAL /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: G2702YAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $925982.05    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                   | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      220000 | NS      | $190313.80    | 0.00%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% JAN 23                                   | FNCI 15YR TBA 3.0% JAN 23      TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2325000 | NS      | $2179687.50   | 0.03%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDVIK AB 3.75% 09/27/29/EUR/                              | SANDVIK AB /EUR/ REGD REG S EMTN 3.75000000                                                    | CUSIP: W74857DC9<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $1039989.25   | 0.01%             | 2029-09-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 4% JAN 23                                     | FNMA TBA 15YR 4% JAN 23        TO BE ANNOUNCED 4.00000000                                      | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1525000 | NS      | $1487411.13   | 0.02%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 4.125% 11/15/25                                  | CIGNA CORP REGD SER WI 4.12500000                                                              | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      940000 | NS      | $919039.81    | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2% 08/15/25                                    | UNITED STATES TREASURY NOTE 2.00000000                                                         | CUSIP: 912828K74<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $945000.00    | 0.01%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4133 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#BV4133 2.50000000                                                       | CUSIP: 3140MHSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5731118 | NS      | $4870288.78   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 06/20/32/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 137 1.70000000                                            | CUSIP: J2S39KCX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   295450000 | NS      | $2498988.32   | 0.03%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 05/07/32/EUR/                              | MORGAN STANLEY /EUR/ REGD V/R 2.95000000                                                       | CUSIP: U6176TKD9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5200000 | NS      | $4932022.06   | 0.06%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1649 3% 07/01/30                                   | FANNIE MAE POOL UMBS P#FM1649 3.00000000                                                       | CUSIP: 3140X4ZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23702 | NS      | $22713.02     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW 1.375% 12/15/25/GBP/                                    | KFW /GBP/ REGD REG S EMTN 1.37500000                                                           | CUSIP: D4S475KK6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      425000 | NS      | $472211.32    | 0.01%             | 2025-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & 1.3% 08/15/25                              | RELIANCE STEEL & ALUM REGD 1.30000000                                                          | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |      320000 | NS      | $289360.13    | 0.00%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/33                                 | MORGAN STANLEY REGD V/R 6.34200000                                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      910000 | NS      | $955611.12    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 04/25/41/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 41/A 3.00000000                                         | CUSIP: X51627EA5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    27170000 | NS      | $35598.04     | 0.00%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/28/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                                | CUSIP: G4527HBW0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2175000 | NS      | $2361418.36   | 0.03%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK2016 4.5% 04/01/48                                 | FANNIE MAE POOL UMBS P#BK2016 4.50000000                                                       | CUSIP: 3140HFG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25929 | NS      | $25430.32     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE B 2% 04/22/25/EUR/                              | EDP FINANCE BV /EUR/ REGD REG S EMTN 2.00000000                                                | CUSIP: N2887PCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1300000 | NS      | $1339692.77   | 0.02%             | 2025-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 1% 10/05/28/EUR/                                    | BPCE SA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: F1883DPH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $460579.30    | 0.01%             | 2028-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE  0% 09/06/25/EUR/                              | CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.00000000                                           | CUSIP: G198A4AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3000000 | NS      | $2930164.14   | 0.04%             | 2025-09-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.15% 10/16/28                              | ENTERPRISE PRODUCTS OPER REGD 4.15000000                                                       | CUSIP: 29379VBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $142291.71    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNS 379 S56 V/R 05/25/37                                    | FANNIE MAE INTEREST STRIP SER 379 CL S56 V/R 3.51129000                                        | CUSIP: 3136FEZD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408960 | NS      | $57000.31     | 0.00%             | 2037-05-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| INTL FINAN 0.25% 12/15/25/GBP/                              | INTL FINANCE CORP /GBP/ REGD MTN SER GMTN 0.25000000                                           | CUSIP: U4R843YM8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $1076106.20   | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 2.293% 04/05/27                              | OTIS WORLDWIDE CORP REGD SER WI 2.29300000                                                     | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      200000 | NS      | $179269.81    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 4.5% 02/25/26                                    | CIGNA CORP REGD SER * 4.50000000                                                               | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      630000 | NS      | $620944.70    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.897% 11/01/51                              | CALIFORNIA ST UNIV REVENUE REGD B/E 2.89700000                                                 | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       15000 | NS      | $10558.86     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 2.375% 02/17/25/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 2.37500000                                                   | CUSIP: F1058YJD1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1041896.82   | 0.01%             | 2025-02-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY COR 2.7% 10/01/30                              | KIMCO REALTY CORP REGD 2.70000000                                                              | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1553378.92   | 0.02%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 02/28/25                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 9128283Z1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $966914.06    | 0.01%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.3% 03/15/28                              | DUKE ENERGY CORP REGD 4.30000000                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      100000 | NS      | $96404.42     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CO 3.2% 03/15/24                              | RAYTHEON TECH CORP REGD SER WI 3.20000000                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | NS      | $29425.65     | 0.00%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PU 3.15% 05/01/50                              | SOUTHWESTERN PUBLIC SERV REGD SER 8 3.15000000                                                 | CUSIP: 845743BU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $41749.64     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 4.875% 05/12/30                                    | FLEX LTD REGD 4.87500000                                                                       | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      175000 | NS      | $164564.83    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 1.375% 01/27/25/EUR/                               | AMCO SPA /EUR/ REGD REG S EMTN 1.37500000                                                      | CUSIP: T8T47DAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $100846.02    | 0.00%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ 2.25% 09/27/30/EUR/                               | SAMPO OYJ /EUR/ REGD REG S EMTN 2.25000000                                                     | CUSIP: X75653HP7<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $977438.58    | 0.01%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.125% 08/07/45/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS76 3.12500000                                       | CUSIP: X7S28MGY8<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      160000 | NS      | $148701.77    | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 11/28/31/GBP/                              | NATWEST GROUP PLC /GBP/ REGD V/R REG S EMTN 2.10500000                                         | CUSIP: G6422BAD7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      600000 | NS      | $600767.73    | 0.01%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SEK/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75991.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 04/15/24                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CBV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2600000 | NS      | $2461265.61   | 0.03%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCT 0.5% 05/05/28/EUR/                              | AIR PRODUCTS & CHEMICALS /EUR/ REGD EMTN 0.50000000                                            | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $916769.76    | 0.01%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MU 1.1% 06/01/25/CAD/                              | BRIT COL MUNI FIN AUTH /CAD/ REGD 1.10000000                                                   | CUSIP: 62620DAK7<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | USGA              | CA        |      200000 | NS      | $137562.63    | 0.00%             | 2025-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51                              | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                       | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | NS      | $158666.23    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.95% 03/14/52                                      | MPLX LP REGD 4.95000000                                                                        | CUSIP: 55336VBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1435000 | NS      | $1180324.85   | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP 3.5% 11/01/27                                   | MARKEL CORP REGD 3.50000000                                                                    | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |        5000 | NS      | $4611.29      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NO 0.01% 01/14/27/EUR/                              | BANK OF NOVA SCOTIA /EUR/ REGD REG S 0.01000000                                                | CUSIP: C06840A33<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $93353.73     | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER-AME 7.875% 03/14/23/IDR/                              | INTER-AMERICAN DEVEL BK /IDR/ REGD EMTN SER GDP 7.87500000                                     | CUSIP: U4582NBR4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       | 10000000000 | NS      | $644997.59    | 0.01%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.625% 05/01/30                                 | PEPSICO INC REGD 1.62500000                                                                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      230000 | NS      | $188065.74    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 08/01/30/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                   | CUSIP: T6052BVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1510000 | NS      | $1267804.00   | 0.02%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3703 3.5% 06/01/35                                 | FANNIE MAE POOL UMBS P#FM3703 3.50000000                                                       | CUSIP: 3140X7DH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      275167 | NS      | $265155.84    | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMEN 4.75% 11/26/27/EUR/                              | DEVELOPMENT BK OF JAPAN /EUR/ REGD EMTN 4.75000000                                             | CUSIP: J12168CU2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      900000 | NS      | $1023309.50   | 0.01%             | 2027-11-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC 1% 03/10/34/EUR/                              | MDGH GMTN RSC LTD /EUR/ REGD REG S EMTN SER GMTN 1.00000000                                    | CUSIP: M6846HAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      600000 | NS      | $477784.64    | 0.01%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FI 2.75% 09/28/33/GBP/                              | JT INTL FIN SERVICES BV /GBP/ REGD EMTN 2.75000000                                             | CUSIP: N484BNCL0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6475000 | NS      | $5880763.78   | 0.07%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 3.6% 02/15/51                              | KINDER MORGAN INC REGD 3.60000000                                                              | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       35000 | NS      | $24287.27     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.467% 09/21/41/EUR/                              | BP CAPITAL MARKETS BV /EUR/ REGD REG S 1.46700000                                              | CUSIP: G1R263AB1<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $674811.67    | 0.01%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/21/26                              | SANTANDER UK GROUP HLDGS REGD V/R 6.83300000                                                   | CUSIP: 80281LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2200000 | NS      | $2225699.67   | 0.03%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.95% 03/01/49                              | DTE ELECTRIC CO REGD 3.95000000                                                                | CUSIP: 23338VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8263.33      | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPG INDUS 1.875% 06/01/25/EUR/                              | PPG INDUSTRIES INC /EUR/ REGD 1.87500000                                                       | CUSIP: 693506BV8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1532295.62   | 0.02%             | 2025-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                              | CDW LLC/CDW FINANCE REGD 3.56900000                                                            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | NS      | $50986.88     | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 2.125% 01/15/25                              | INTER-AMERICAN DEVEL BK REGD SER GMTN 2.12500000                                               | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      290000 | NS      | $276891.00    | 0.00%             | 2025-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 2.45% 03/15/31                                  | TEXTRON INC REGD 2.45000000                                                                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1526590.97   | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATI 3.148% 06/04/30                              | YARA INTERNATIONAL ASA REGD 144A P/P 3.14800000                                                | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     1000000 | NS      | $804210.50    | 0.01%             | 2030-06-04      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| VITERRA F 0.375% 09/24/25/EUR/                              | VITERRA FINANCE BV /EUR/ REGD REG S EMTN 0.37500000                                            | CUSIP: N9354LAD3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $951925.48    | 0.01%             | 2025-09-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/28                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2363378.90   | 0.03%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      190000 | NS      | $164609.77    | 0.00%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M13 A2 V/R 09/25/27                                | FANNIE MAE-ACES SER 2017-M13 CL A2 V/R 2.93000000                                              | CUSIP: 3136AY2C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515956 | NS      | $483306.80    | 0.01%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 1.375% 05/14/25/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 1.37500000                             | CUSIP: E11805YS6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1018137.09   | 0.01%             | 2025-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 07/16/28/GBP/                              | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 1.87500000                                              | CUSIP: G4R21JJQ3<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1427111.01   | 0.02%             | 2028-07-16      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6081 3.5% 08/20/49                              | GINNIE MAE II POOL P#MA6081 3.50000000                                                         | CUSIP: 36179UXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104273 | NS      | $95179.98     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 3.25% 07/04/42/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 3.25000000                                           | CUSIP: D20659WC4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      908000 | NS      | $1078185.31   | 0.01%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/27                                 | MORGAN STANLEY REGD V/R MTN SER GMTN 1.51200000                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      225000 | NS      | $195497.07    | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| STATE OF IS 2.5% 01/16/49/EUR/                              | STATE OF ISRAEL /EUR/ REGD REG S EMTN SER . 2.50000000                                         | CUSIP: M87068AM0<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      825000 | NS      | $695588.67    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.50PUS3M 12/15/28 SBNYUS33XXX FIXED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-3587437.97  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FNR 2012-98 JI 3% 04/25/27                                  | FANNIE MAE REMICS SER 2012-98 CL JI 3.00000000                                                 | CUSIP: 3136A8AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1353086 | NS      | $32912.32     | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DS SMITH  0.875% 09/12/26/EUR/                              | DS SMITH PLC /EUR/ REGD REG S EMTN 0.87500000                                                  | CUSIP: G2848QAD9<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |     4300000 | NS      | $4082913.73   | 0.05%             | 2026-09-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8946 3% 01/01/50                                   | FANNIE MAE POOL UMBS P#BO8946 3.00000000                                                       | CUSIP: 3140K45G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1503207 | NS      | $1336455.80   | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8893 2% 02/01/51                                   | FANNIE MAE POOL UMBS P#CA8893 2.00000000                                                       | CUSIP: 3140QG3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312468 | NS      | $255645.25    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGCMT 2015-GC 4.114% 09/10/25                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 SER 2015-GC33 CL AS REGD 4.11400000              | CUSIP: 29425AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $468298.10    | 0.01%             | 2058-09-10      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| INVESTOR  0.375% 10/29/35/EUR/                              | INVESTOR AB /EUR/ REGD REG S EMTN 0.37500000                                                   | CUSIP: W5R109BB8<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      425000 | NS      | $298123.00    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 6% 12/07/28/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 6.00000000                                                | CUSIP: G4527HHR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      912000 | NS      | $1235616.49   | 0.02%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 07/09/35/EUR/                              | BNG BANK NV /EUR/ REGD REG S 0.12500000                                                        | CUSIP: N14287XU0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      230000 | NS      | $168523.83    | 0.00%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUI 0.25% 09/01/28/EUR/                              | CREDIT SUISSE AG LONDON /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: G315CBDB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      800000 | NS      | $617757.54    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE  0.875% 05/04/27/EUR/                              | PROVINCE OF QUEBEC /EUR/ REGD REG S 0.87500000                                                 | CUSIP: C4108FBZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |     3500000 | NS      | $3387600.60   | 0.04%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.45% 08/15/52                              | META PLATFORMS INC REGD 144A P/P 4.45000000                                                    | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      130000 | NS      | $104071.16    | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB1804 2% 10/01/51                                   | FANNIE MAE POOL UMBS P#CB1804 2.00000000                                                       | CUSIP: 3140QMAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7403936 | NS      | $6046239.48   | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 1.45% 09/14/26                                      | CGI INC REGD SER WI 1.45000000                                                                 | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       60000 | NS      | $53131.71     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERG 3.375% 04/01/30                              | DOMINION ENERGY INC REGD SER C 3.37500000                                                      | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       20000 | NS      | $17672.38     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGE 0.5% 10/15/31/EUR/                              | SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 0.50000000                                            | CUSIP: N7790AG47<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $405471.10    | 0.01%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                                 | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | NS      | $1277085.94   | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8716 3.5% 09/01/33                                 | FREDDIE MAC POOL UMBS P#ZS8716 3.50000000                                                      | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328255 | NS      | $315930.76    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.1% 06/01/32                              | PUBLIC SERVICE COLORADO REGD SER 38 4.10000000                                                 | CUSIP: 744448CW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $188825.73    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AXA SA V/R /PERP//GBP/                                      | AXA SA /GBP/ REGD V/R /PERP/ EMTN 6.68620000                                                   | CUSIP: F9652WAG0<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      375000 | NS      | $449956.06    | 0.01%             | 2171-07-06      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2301 3% 12/01/51                                   | FANNIE MAE POOL UMBS P#CB2301 3.00000000                                                       | CUSIP: 3140QMRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2748389 | NS      | $2418318.78   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7460 4% 03/01/51                                   | FANNIE MAE POOL UMBS P#FM7460 4.00000000                                                       | CUSIP: 3140XBJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2665854 | NS      | $2531538.25   | 0.03%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 03/20/41/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 34 2.20000000                                             | CUSIP: J2615Q6X8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   444200000 | NS      | $3907227.06   | 0.05%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/24/31/GBP/                               | BNP PARIBAS /GBP/ REGD V/R EMTN 2.00000000                                                     | CUSIP: F1233NUW8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2500000 | NS      | $2572395.90   | 0.03%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 1.5% 04/30/42/CHF/                              | SWITZERLAND /CHF/ REGD REG S 1.50000000                                                        | CUSIP: H7T729EJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      140000 | NS      | $148716.60    | 0.00%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER  1% 02/18/26/EUR/                              | SCHLUMBERGER FINANCE FRA /EUR/ REGD REG S 1.00000000                                           | CUSIP: F81763AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $496095.76    | 0.01%             | 2026-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLOBALWORT 2.95% 07/29/26/EUR/                              | GLOBALWORTH REAL ESTATE /EUR/ REGD REG S EMTN 2.95000000                                       | CUSIP: G3R378AC1<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |      500000 | NS      | $421502.52    | 0.01%             | 2026-07-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 04/10/42/GBP/                              | GLAXOSMITHKLINE CAPITAL /GBP/ REGD REG S EMTN 5.25000000                                       | CUSIP: G3910EAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      150000 | NS      | $185633.78    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP  1.25% 09/01/26/EUR/                              | UBS GROUP AG /EUR/ REGD REG S EMTN 1.25000000                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $964905.75    | 0.01%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.55% 10/31/32/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000                                                 | CUSIP: E8922AMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      410000 | NS      | $401687.28    | 0.01%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2020-B16 A V/R 01/15/30                               | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL AM V/R REGD 2.94400000                       | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | NS      | $290911.64    | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8290 4.5% 08/01/52                                 | FANNIE MAE POOL UMBS P#BT8290 4.50000000                                                       | CUSIP: 3140LXF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88035 | NS      | $85045.46     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUM OY 2.125% 02/27/29/EUR/                              | FORTUM OYJ /EUR/ REGD REG S EMTN 2.12500000                                                    | CUSIP: X2993SBT3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $94512.17     | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK REC 0.25% 07/10/23                              | EUROPEAN BK RECON & DEV REGD MTN SER GMTN 0.25000000                                           | CUSIP: 29874QEH3<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |       95000 | NS      | $92730.45     | 0.00%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKR 1.5% 09/16/26/SEK/                              | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 519 1.50000000                               | CUSIP: W5612FEY2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      900000 | NS      | $79938.76     | 0.00%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 08/11/33                              | LLOYDS BANKING GROUP PLC REGD V/R 4.97600000                                                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      800000 | NS      | $736732.62    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BULGARIA 4.125% 09/23/29/EUR/                               | BULGARIA /EUR/ REGD REG S 4.12500000                                                           | CUSIP: X0R483AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |     1000000 | NS      | $1049387.81   | 0.01%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WOLTERS KL 0.75% 07/03/30/EUR/                              | WOLTERS KLUWER NV /EUR/ REGD REG S 0.75000000                                                  | CUSIP: N96425KQ0<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |     1475000 | NS      | $1262783.61   | 0.02%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 1.375% 09/14/61/EUR/                              | ELI LILLY & CO /EUR/ REGD 1.37500000                                                           | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2875000 | NS      | $1576293.26   | 0.02%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51                              | DTE ELECTRIC CO REGD SER B 3.25000000                                                          | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | NS      | $93775.81     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                                | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      860000 | NS      | $738793.75    | 0.01%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 12/20/26/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 92 2.10000000                                             | CUSIP: J2615QX67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   196250000 | NS      | $1610060.48   | 0.02%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GENERAL M 0.125% 11/15/25/EUR/                              | GENERAL MILLS INC /EUR/ REGD 0.12500000                                                        | CUSIP: 370334CR3<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $969879.06    | 0.01%             | 2025-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.625% 05/14/31/EUR/                              | COCA-COLA HBC FINANCE BV /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: N20959YT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1900000 | NS      | $1685366.12   | 0.02%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.456% 06/08/32                              | TORONTO-DOMINION BANK REGD MTN 4.45600000                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      560000 | NS      | $533632.20    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 5.25% 12/07/28/GBP/                              | SNCF RESEAU /GBP/ REGD EMTN 5.25000000                                                         | CUSIP: F4040TAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $374060.60    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER F 1.25% 02/28/31/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.25000000                                              | CUSIP: N9023BBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1362961.14   | 0.02%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3360 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3360 3.00000000                                                       | CUSIP: 3140QNWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      986687 | NS      | $867773.66    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELISA OYJ 0.875% 03/17/24/EUR/                              | ELISA OYJ /EUR/ REGD REG S EMTN 0.87500000                                                     | CUSIP: X194A4BC8<br>LEI: 743700TU2S3DXWGU7H32 | Long             | DBT              | CORP              | FI        |      100000 | NS      | $103748.23    | 0.00%             | 2024-03-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMUNE DI 4.019% 06/29/35/EUR/                              | COMUNE DI MILANO /EUR/ REGD 4.01900000                                                         | CUSIP: T3048LAC4<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | USGA              | IT        |       40000 | NS      | $38363.00     | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7200 2.5% 04/01/52                                 | FREDDIE MAC POOL UMBS P#RA7200 2.50000000                                                      | CUSIP: 3133KN7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25630 | NS      | $21887.47     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 2.4% 05/01/31                              | ESSENTIAL UTILITIES INC REGD 2.40000000                                                        | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      100000 | NS      | $79709.17     | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7719 2% 06/01/51                                   | FANNIE MAE POOL UMBS P#FM7719 2.00000000                                                       | CUSIP: 3140XBSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      628969 | NS      | $514277.57    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.5% 06/01/40                              | COCA-COLA CO/THE REGD 2.50000000                                                               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       90000 | NS      | $66011.68     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.49% 05/15/27                                 | NISOURCE INC REGD 3.49000000                                                                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      130000 | NS      | $122615.05    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO 1% 04/12/52/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 1.00000000                                                    | CUSIP: X6694NBR1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      140000 | NS      | $74604.80     | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON C 4.073% 06/18/24/GBP/                              | VERIZON COMMUNICATIONS /GBP/ REGD 4.07300000                                                   | CUSIP: U9221AAV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | NS      | $119805.97    | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/30/EUR/                              | LAND BERLIN /EUR/ REGD REG S EMTN 0.10000000                                                   | CUSIP: D09856ZX2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      135000 | NS      | $117734.35    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/12/28                              | STANDARD CHARTERED PLC REGD V/R 2.60800000                                                     | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2600000 | NS      | $2258218.98   | 0.03%             | 2028-01-12      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| NETHERLAND 3.75% 01/15/42/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 3.75000000                                                   | CUSIP: N45810KU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1181000 | NS      | $1433516.78   | 0.02%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAISSE FRANCA 3% 10/02/28/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 3.00000000                                             | CUSIP: F14221AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     5000000 | NS      | $5263991.29   | 0.07%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 06/01/28                              | GLP CAPITAL LP / FIN II REGD 5.75000000                                                        | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | NS      | $352793.08    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINA 0.375% 05/28/29/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: N30706WP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $850344.05    | 0.01%             | 2029-05-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FINNVERA P 0.75% 08/07/28/EUR/                              | FINNVERA PLC /EUR/ REGD REG S EMTN 0.75000000                                                  | CUSIP: X2994QBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |     1500000 | NS      | $1412110.85   | 0.02%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/49                              | COMMONWEALTH EDISON CO REGD 4.00000000                                                         | CUSIP: 202795JP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8158.59      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURA V/R 07/27/46/EUR/                              | UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 6.00000000                                       | CUSIP: A9098YAB4<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      500000 | NS      | $533698.53    | 0.01%             | 2046-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 11/27/29/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: D4900LLC4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      520000 | NS      | $453273.74    | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH C 0.625% 10/30/25/EUR/                              | SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 0.62500000                                          | CUSIP: W9514TBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $99351.89     | 0.00%             | 2025-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.125% 06/01/32/EUR/                              | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 2.12500000                                         | CUSIP: X3446DCS8<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      210000 | NS      | $195916.05    | 0.00%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 08/15/27/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000                                           | CUSIP: D2R8H4CQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2810000 | NS      | $2752558.18   | 0.03%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VF CORP 2.4% 04/23/25                                       | VF CORP REGD 2.40000000                                                                        | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       25000 | NS      | $23458.78     | 0.00%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7505 4.5% 08/01/49                                 | FREDDIE MAC POOL UMBS P#SD7505 4.50000000                                                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1437603 | NS      | $1419747.87   | 0.02%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.75% 04/25/32/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0432 1.75000000                                          | CUSIP: X8T0245B7<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     2723000 | NS      | $407516.20    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08737 3% 12/01/46                                  | FREDDIE MAC GOLD POOL P#G08737 3.00000000                                                      | CUSIP: 3128MJZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30031 | NS      | $26923.48     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230112 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2654847.89  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.3% 07/04/23/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.30000000                                              | CUSIP: Y5325PBP8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     2000000 | NS      | $290042.91    | 0.00%             | 2023-07-04      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.624% 05/26/30/EUR/                                | ROMANIA /EUR/ REGD REG S 3.62400000                                                            | CUSIP: X7360WBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1875000 | NS      | $1637041.83   | 0.02%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4566 1.5% 03/01/37                                 | FANNIE MAE POOL UMBS P#MA4566 1.50000000                                                       | CUSIP: 31418ECC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1643323 | NS      | $1424825.59   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 06/15/26                              | BRIXMOR OPERATING PART REGD 4.12500000                                                         | CUSIP: 11120VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | NS      | $2182288.16   | 0.03%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE 0.25% 07/22/25/EUR/                              | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 0.25000000                                            | CUSIP: G6S17GPL3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1970235.98   | 0.02%             | 2025-07-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE  0.625% 12/08/27/GBP/                              | MET LIFE GLOB FUNDING I /GBP/ REGD REG S 0.62500000                                            | CUSIP: U5922DDA7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $984850.79    | 0.01%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 2.75% 05/17/42/EUR/                              | TENNET HOLDING BV /EUR/ REGD EMTN 2.75000000                                                   | CUSIP: N85094UA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $86926.75     | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.25% 07/21/26/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000                                      | CUSIP: F0108UEQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $482739.76    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA A 0.01% 10/07/28/EUR/                              | ING-DIBA AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D3562SAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $178689.79    | 0.00%             | 2028-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WPC EUROBO 0.95% 06/01/30/EUR/                              | WPC EUROBOND BV /EUR/ REGD 0.95000000                                                          | CUSIP: N9655RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1800000 | NS      | $1392312.88   | 0.02%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC V/R 06/03/55/GBP/                                 | AVIVA PLC /GBP/ REGD V/R REG S 4.00000000                                                      | CUSIP: G0R23NZN9<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      825000 | NS      | $763106.25    | 0.01%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKRE 0.25% 03/29/23/EUR/                              | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 0.25000000                                                 | CUSIP: K5813LK22<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |      175000 | NS      | $186500.00    | 0.00%             | 2023-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GO 0% 04/28/30/EUR/                              | LUXEMBOURG GOVERNMENT /EUR/ REGD REG S 0.00000000                                              | CUSIP: L61785AH1<br>LEI: N/A                  | Long             | DBT              | USGA              | LU        |      150000 | NS      | $129462.52    | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.573% 02/16/27/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.57300000                                        | CUSIP: G1R262DR5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $490587.23    | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7879 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#QD7879 2.50000000                                                      | CUSIP: 3133B5XG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142949 | NS      | $121921.44    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN  4.5% 01/25/36/GBP/                              | EAST JAPAN RAILWAY CO /GBP/ REGD 4.50000000                                                    | CUSIP: J1257MCD9<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |     2000000 | NS      | $2243853.78   | 0.03%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 5% 03/28/35/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 44 5.00000000                                                   | CUSIP: B5338KB46<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      580000 | NS      | $726187.57    | 0.01%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PUGET SOUND ENE 3.25% 09/15/49                              | PUGET SOUND ENERGY INC REGD 3.25000000                                                         | CUSIP: 745332CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $13776.22     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTR 1% 04/05/26/EUR/                              | BANK OF MONTREAL /EUR/ REGD REG S 1.00000000                                                   | CUSIP: C061562G4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $99137.58     | 0.00%             | 2026-04-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESSEX WA 5.375% 03/10/28/GBP/                              | WESSEX WATER SERVS FIN /GBP/ REGD 5.37500000                                                   | CUSIP: G95430AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2425000 | NS      | $2908171.90   | 0.04%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ  0.375% 09/22/29/EUR/                              | MONDELEZ INTL HLDINGS NE /EUR/ REGD REG S 0.37500000                                           | CUSIP: N6000LAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $171590.56    | 0.00%             | 2029-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 04/22/27/EUR/                              | CREDIT AGRICOLE SA /EUR/ REGD V/R REG S 1.87500000                                             | CUSIP: F2276JU60<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $990464.32    | 0.01%             | 2027-04-22      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8266 3.5% 09/20/52                              | GINNIE MAE II POOL P#MA8266 3.50000000                                                         | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1047362 | NS      | $963770.99    | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB 2.1% 05/25/27/EUR/                              | SWEDBANK AB /EUR/ REGD REG S EMTN 2.10000000                                                   | CUSIP: W9423Y8G8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $996783.75    | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LAND NIEDER 1.5% 10/17/29/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD 1.50000000                                                       | CUSIP: D5S19DCW3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      200000 | NS      | $194147.94    | 0.00%             | 2029-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARKEA PUB 0.125% 01/15/30/EUR/                              | ARKEA PUBLIC SECTOR SCF /EUR/ REGD REG S 0.12500000                                            | CUSIP: F0R92AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $86043.84     | 0.00%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CO 4% 01/22/25                              | BANK OF AMERICA CORP REGD MTN 4.00000000                                                       | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4200000 | NS      | $4113125.69   | 0.05%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.625% 02/04/48/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.62500000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $966961.02    | 0.01%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  4.6% 06/15/43                              | DOMINION ENERGY SOUTH REGD 4.60000000                                                          | CUSIP: 837004CG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1253692.69   | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 1.25% 12/15/25/EUR/                              | VOLKSWAGEN BANK GMBH /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: D9T638HL9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $985509.77    | 0.01%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.45% 09/01/49                                    | ONEOK INC REGD 4.45000000                                                                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2522000 | NS      | $1886341.48   | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC ZCP 12/14/29                                          | FEDERAL HOME LOAN MORTGAGE CORP ZCP MTN 0.00000000                                             | CUSIP: 3134A3ZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1170000 | NS      | $880636.01    | 0.01%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 3.375% 03/01/32                              | EVERSOURCE ENERGY REGD 3.37500000                                                              | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      300000 | NS      | $261276.49    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4737 2% 03/01/51                                   | FREDDIE MAC POOL UMBS P#RA4737 2.00000000                                                      | CUSIP: 3133KLHN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      800012 | NS      | $654660.80    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORID 3% 12/15/51                              | DUKE ENERGY FLORIDA LLC REGD 3.00000000                                                        | CUSIP: 26444HAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $13428.10     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMERYS SA 1.875% 03/31/28/EUR/                              | IMERYS SA /EUR/ REGD REG S EMTN 1.87500000                                                     | CUSIP: F49644FP1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1889494.08   | 0.02%             | 2028-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 TN V/R 09/20/47                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL TN V/R 0.10000000                     | CUSIP: 38382JSE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19209940 | NS      | $78341.98     | 0.00%             | 2047-09-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/34/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 03 4.75000000                                    | CUSIP: D20658UR5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1771000 | NS      | $2312426.14   | 0.03%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LONDON & QUAD 2% 10/20/38/GBP/                              | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000                                      | CUSIP: G5689LAH6<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      425000 | NS      | $318100.00    | 0.00%             | 2038-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP 0.01% 08/24/26/EUR/                              | BERLIN HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: D0R6FVLS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $47716.70     | 0.00%             | 2026-08-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEA 3.409% 06/01/50                              | MYMICHIGAN HEALTH REGD SER 2020 3.40900000                                                     | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1498000 | NS      | $1035192.48   | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 12/09/31/GBP/                              | CREDIT AGRICOLE SA /GBP/ REGD V/R 1.87400000                                                   | CUSIP: F2276JWC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $600192.87    | 0.01%             | 2031-12-09      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 12/07/28/GBP/                              | ING GROEP NV /GBP/ REGD V/R EMTN 1.12500000                                                    | CUSIP: N4578EKZ0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1900000 | NS      | $1837691.21   | 0.02%             | 2028-12-07      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 06/26/28/GBP/                              | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000                                          | CUSIP: G08820SA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1948566.18   | 0.02%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34                                | BROADCOM INC REGD 144A P/P 3.46900000                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | NS      | $80131.03     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0155 2% 12/01/36                                   | FANNIE MAE POOL UMBS P#FS0155 2.00000000                                                       | CUSIP: 3140XFE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      315126 | NS      | $281422.07    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF2492 5% 11/01/52                                   | FREDDIE MAC POOL UMBS P#QF2492 5.00000000                                                      | CUSIP: 3133BPXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      271617 | NS      | $268178.23    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THALES SA 0.25% 01/29/27/EUR/                               | THALES SA /EUR/ REGD REG S EMTN 0.25000000                                                     | CUSIP: F9156MEU8<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $929981.25    | 0.01%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 07/03/25/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 1.62500000                                             | CUSIP: T9T20LF37<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $514075.04    | 0.01%             | 2025-07-03      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 1% 06/16/27/SEK/                              | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5537 1.00000000                                     | CUSIP: W6S579AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $170800.99    | 0.00%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/15/32/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 1.12500000                                               | CUSIP: F1233MQQ8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1351644.54   | 0.02%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 4.65% 07/30/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.65000000                                                 | CUSIP: E892283U7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1956000 | NS      | $2182116.65   | 0.03%             | 2025-07-30      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49                              | GINNIE MAE II POOL P#MA5816 3.50000000                                                         | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086000 | NS      | $1010567.35   | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32                              | VERIZON COMMUNICATIONS REGD 2.35500000                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      600000 | NS      | $476286.17    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD2732 3% 12/01/51                                   | FREDDIE MAC POOL UMBS P#QD2732 3.00000000                                                      | CUSIP: 3133B0A94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      813772 | NS      | $717569.94    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS S 4.91% 05/01/29                              | MASSACHUSETTS ST REGD N/C B/E 4.91000000                                                       | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      100000 | NS      | $99800.76     | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN6942 4.5% 08/01/49                                 | FANNIE MAE POOL UMBS P#BN6942 4.50000000                                                       | CUSIP: 3140JPWC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9815 | NS      | $9566.56      | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 06/09/29/EUR/                              | DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.75000000                                           | CUSIP: K2227DN40<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3500000 | NS      | $3055822.10   | 0.04%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ 3% 02/23/27/EUR/                              | MERCEDES-BENZ CA FIN INC /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: C5434SAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2625000 | NS      | $2749433.38   | 0.03%             | 2027-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 2% 01/15/54/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 2.00000000                                                   | CUSIP: N82128AT1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      370000 | NS      | $342510.38    | 0.00%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA FEMSA 1.85% 09/01/32                              | COCA-COLA FEMSA SAB CV REGD 1.85000000                                                         | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |      450000 | NS      | $338923.48    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.25% 06/15/40/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 0.25000000                                      | CUSIP: L32482DD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3950000 | NS      | $2561930.20   | 0.03%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0805 1.5% 06/01/51                                 | FANNIE MAE POOL UMBS P#CB0805 1.50000000                                                       | CUSIP: 3140QK3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2112296 | NS      | $1633217.44   | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAARLAND 0.05% 11/05/40/EUR/                                | SAARLAND /EUR/ REGD REG S 0.05000000                                                           | CUSIP: D6651CFD5<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       68000 | NS      | $42358.31     | 0.00%             | 2040-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/24/25                                  | CITIGROUP INC REGD V/R 3.35200000                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       65000 | NS      | $62978.27     | 0.00%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0209 3.5% 08/01/43                                 | FANNIE MAE POOL UMBS P#AS0209 3.50000000                                                       | CUSIP: 3138W9GT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         502 | NS      | $469.96       | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                                | CASH COLLATERAL USD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |    -1320000 | NS      | $-1320000.00  | -0.02%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE OAT 6% 10/25/25 /EUR/                                | FRANCE OAT 6% 10/25/25 /EUR/ 6.00000000                                                        | CUSIP: F4040SGW0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2740000 | NS      | $3183032.94   | 0.04%             | 2025-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 5034 YI 4% 11/25/50                                     | FREDDIE MAC REMICS SER 5034 CL YI 4.00000000                                                   | CUSIP: 3137F6KN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2940990 | NS      | $563587.76    | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EWE AG 0.375% 10/22/32/EUR/                                 | EWE AG /EUR/ REGD EMTN 0.37500000                                                              | CUSIP: D2692QAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       90000 | NS      | $65118.47     | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.875% 06/17/46/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 2.87500000                                                 | CUSIP: Y6065BDQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     7000000 | NS      | $178524.50    | 0.00%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      520000 | NS      | $430665.62    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 1.375% 01/05/26/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.37500000                                            | CUSIP: E2R99DBU8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $198511.09    | 0.00%             | 2026-01-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                                   | SOUTHERN CO REGD 5.70000000                                                                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      100000 | NS      | $102663.65    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.875% 10/01/47                              | CONOCOPHILLIPS REGD SER WI 4.87500000                                                          | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       40000 | NS      | $35792.10     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/33                              | GOLDMAN SACHS GROUP INC REGD V/R 3.10200000                                                    | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      280000 | NS      | $228147.28    | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3159 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#CB3159 2.50000000                                                       | CUSIP: 3140QNQM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1910642 | NS      | $1623493.58   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.625% 12/02/40/EUR/                                | ROMANIA /EUR/ REGD REG S 2.62500000                                                            | CUSIP: X7360WBR2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1000000 | NS      | $595726.82    | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUTELSAT S 2.25% 07/13/27/EUR/                              | EUTELSAT SA /EUR/ REGD REG S 2.25000000                                                        | CUSIP: F3692FAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $880430.12    | 0.01%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CMLTI 2021-INV3  V/R 05/25/51                               | CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 4.37080000      | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      444057 | NS      | $404079.59    | 0.01%             | 2051-05-25      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/06/25                              | BANK OF AMERICA CORP REGD V/R MTN 1.53000000                                                   | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | NS      | $23072.11     | 0.00%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0193 4% 04/01/41                                   | FANNIE MAE POOL UMBS P#BF0193 4.00000000                                                       | CUSIP: 3140FXGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127563 | NS      | $121403.38    | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 01/22/60/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                                | CUSIP: G4527HPN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1508000 | NS      | $1907870.51   | 0.02%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.625% 02/15/25                                  | SPRINT LLC REGD 7.62500000                                                                     | CUSIP: 85207UAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | NS      | $2891128.80   | 0.04%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.38% 11/21/24/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     3000000 | NS      | $438831.33    | 0.01%             | 2024-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4906976.63  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 09/15/29                                    | BNP PARIBAS REGD V/R 144A P/P 2.15900000                                                       | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      975000 | NS      | $797231.42    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 3.75% 06/14/28/EUR/                              | REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 3.75000000                                         | CUSIP: Y20722AQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     1000000 | NS      | $1037514.37   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN T 1.95% 05/22/26/EUR/                              | AMERICAN TOWER CORP /EUR/ REGD 1.95000000                                                      | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $990120.07    | 0.01%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1026 3% 02/01/52                                   | FANNIE MAE POOL UMBS P#FS1026 3.00000000                                                       | CUSIP: 3140XGD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346144 | NS      | $306010.90    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1123 2% 04/01/37                                   | FANNIE MAE POOL UMBS P#FS1123 2.00000000                                                       | CUSIP: 3140XGG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1236382 | NS      | $1104149.18   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU F 5.95% 10/15/39                              | BARRICK PD AU FIN PTY LT REGD 5.95000000                                                       | CUSIP: 06849UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      920000 | NS      | $945585.43    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 3% 11/20/60                              | VERIZON COMMUNICATIONS REGD 3.00000000                                                         | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       15000 | NS      | $8992.69      | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANC 3.375% 10/01/40                              | LYB INT FINANCE III REGD 3.37500000                                                            | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | NS      | $207494.05    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 4.65% 09/20/32                              | REPUBLIC OF INDONESIA REGD 4.65000000                                                          | CUSIP: 455780DN3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      600000 | NS      | $586701.53    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.85% 05/15/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 1.85000000                                    | CUSIP: T6052BJT6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1340000 | NS      | $1409243.54   | 0.02%             | 2024-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK  1% 03/08/28/EUR/                              | DE VOLKSBANK NV /EUR/ REGD REG S EMTN 1.00000000                                               | CUSIP: N2R87ADH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $95569.13     | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTERCONT 1.625% 10/08/24/EUR/                              | INTERCONTINENTAL HOTELS /EUR/ REGD REG S EMTN 1.62500000                                       | CUSIP: G4803DAE5<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1537626.46   | 0.02%             | 2024-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 01/29/36/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: F1R83CEP7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $68892.88     | 0.00%             | 2036-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | ILS/USD FWD 20230315 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20491.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 03/20/40/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 32 2.30000000                                             | CUSIP: J2615Q6T7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   271450000 | NS      | $2422842.24   | 0.03%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 03/20/50/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 66 0.40000000                                             | CUSIP: J2S39K8T6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   354850000 | NS      | $2049174.93   | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 01/26/27/EUR/                              | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                               | CUSIP: D6S59FAY5<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |      220000 | NS      | $211657.08    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 11/12/26/CHF/                                | SNCF RESEAU /CHF/ REGD REG S EMTN 2.00000000                                                   | CUSIP: F77540PK6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $326231.55    | 0.00%             | 2026-11-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP 2% 07/03/29/GBP/                              | COMPASS GROUP PLC /GBP/ REGD REG S EMTN 2.00000000                                             | CUSIP: G23296C56<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |     2500000 | NS      | $2544930.31   | 0.03%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 3.75% 05/01/50                              | CONSTELLATION BRANDS INC REGD 3.75000000                                                       | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7570.79      | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.45% 06/22/37/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 84 1.45000000                                                   | CUSIP: B1124GHA2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      300000 | NS      | $252412.11    | 0.00%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LT V/R 09/09/33/EUR/                              | AIA GROUP LTD /EUR/ REGD V/R REG S EMTN SER GMTN 0.88000000                                    | CUSIP: Y002A1AS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     3700000 | NS      | $3066497.29   | 0.04%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 01/30/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 0.00000000                                    | CUSIP: T6052BG36<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1430000 | NS      | $1481591.30   | 0.02%             | 2024-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 08/27/25/EUR/                              | DANSKE BANK A/S /EUR/ REGD V/R REG S 0.50000000                                                | CUSIP: K222747P1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      425000 | NS      | $426304.51    | 0.01%             | 2025-08-27      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                              | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       65000 | NS      | $54525.51     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 07/31/35/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                                | CUSIP: G4527HTB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2984000 | NS      | $2428913.08   | 0.03%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 1.65% 08/15/30                              | EVERSOURCE ENERGY REGD SER R 1.65000000                                                        | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1410000 | NS      | $1100652.78   | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 3.9% 08/20/28                                    | ZOETIS INC REGD SER 10YR 3.90000000                                                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       40000 | NS      | $38060.43     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 5.3% 05/01/52                              | ESSENTIAL UTILITIES INC REGD 5.30000000                                                        | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9411.71      | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO IN 0.75% 10/14/33/EUR/                              | PEPSICO INC /EUR/ REGD 0.75000000                                                              | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3950000 | NS      | $3194446.68   | 0.04%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 3.5% 09/30/49                              | INTERSTATE POWER & LIGHT REGD 3.50000000                                                       | CUSIP: 461070AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | NS      | $78935.56     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC 1.25% 04/16/25/EUR/                                 | SSE PLC /EUR/ REGD REG S EMTN 1.25000000                                                       | CUSIP: G8842PRV6<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1011859.97   | 0.01%             | 2025-04-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINAN V/R 09/06/29/EUR/                              | MIZUHO FINANCIAL GROUP /EUR/ REGD V/R REG S 0.47000000                                         | CUSIP: J4S19BCA2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $859245.92    | 0.01%             | 2029-09-06      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 11/02/86/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                      | CUSIP: A0654UCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      190000 | NS      | $120895.19    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ I 0.75% 03/17/33/EUR/                              | MONDELEZ INTERNATIONAL /EUR/ REGD 0.75000000                                                   | CUSIP: U6100RDC4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      500000 | NS      | $394315.24    | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS IN 2.75% 03/01/30                              | CARLISLE COS INC REGD 2.75000000                                                               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       85000 | NS      | $70984.45     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTH 2.927% 11/01/51                              | SENTARA HEALTHCARE REGD SER 2021 2.92700000                                                    | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     2365000 | NS      | $1549733.98   | 0.02%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| EURO STAB 2.125% 11/20/23/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD EMTN 2.12500000                                            | CUSIP: L3333SAA5<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |      700000 | NS      | $744574.82    | 0.01%             | 2023-11-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC 4.5% 01/15/24                                 | WELLTOWER INC REGD 4.50000000                                                                  | CUSIP: 42217KBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | NS      | $3456474.04   | 0.04%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/04/27/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                              | CUSIP: Y5325PCD4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    20000000 | NS      | $3047495.20   | 0.04%             | 2027-12-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.35% 08/06/24/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.35000000                                             | CUSIP: Y1456TBF2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     7000000 | NS      | $1033892.53   | 0.01%             | 2024-08-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6275 3.5% 11/20/49                              | GINNIE MAE II POOL P#MA6275 3.50000000                                                         | CUSIP: 36179U6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173952 | NS      | $157930.64    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVO NORD 1.375% 03/31/30/EUR/                              | NOVO NORDISK FINANCE NL /EUR/ REGD REG S EMTN 1.37500000                                       | CUSIP: N6491SAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $933393.85    | 0.01%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                                 | UNITED STATES TREASURY BOND 3.75000000                                                         | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3115000 | NS      | $2939537.91   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 11/15/29                                 | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       35000 | NS      | $32070.73     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.99% 04/09/25/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.99000000                                           | CUSIP: Y6S39BWZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   520700000 | NS      | $74149771.28  | 0.94%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RFE01P00.20 04/29/23 SBNYUS33XXX FLOAT                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $663490.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG 0.625% 07/12/31/EUR/                               | BAYER AG /EUR/ REGD REG S 0.62500000                                                           | CUSIP: D07112US8<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     1900000 | NS      | $1529401.98   | 0.02%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB2929 2% 09/01/50                                   | FREDDIE MAC POOL UMBS P#QB2929 2.00000000                                                      | CUSIP: 3133A9HE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      760181 | NS      | $622761.38    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 01/31/26                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CBH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      600000 | NS      | $534351.56    | 0.01%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANKE 0.01% 09/25/28/EUR/                              | SPAREBANKEN SOR BOLIGKRE /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: R8322BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     5000000 | NS      | $4430742.33   | 0.06%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 4.35% 11/15/45                              | COMMONWEALTH EDISON CO REGD 4.35000000                                                         | CUSIP: 202795JG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | NS      | $842723.85    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.95% 07/19/27/CNH/                              | CHINA DEVELOPMENT BK/HK /CNH/ REGD REG S EMTN 2.95000000                                       | CUSIP: Y1372CRZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    15000000 | NS      | $2140144.78   | 0.03%             | 2027-07-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-INV1  V/R 12/25/43                               | GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | CUSIP: 36263KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      883560 | NS      | $710506.89    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN SER NC12 2.12500000                          | CUSIP: F9382DAB0<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     3550000 | NS      | $2702728.09   | 0.03%             | 2171-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 1% 06/01/27/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 1.00000000                                                      | CUSIP: 135087F82<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      200000 | NS      | $133664.25    | 0.00%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.125% 10/17/28/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 2.12500000                                                    | CUSIP: X6694NAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |     1047000 | NS      | $1068782.03   | 0.01%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KFW 1.375% 07/31/35/EUR/                                    | KFW /EUR/ REGD REG S EMTN 1.37500000                                                           | CUSIP: D4S46MDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      202000 | NS      | $176937.42    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 5.75% 02/01/33/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.75000000                                         | CUSIP: T60259E45<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1100000 | NS      | $1282105.99   | 0.02%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 10/29/27/EUR/                              | MORGAN STANLEY /EUR/ REGD V/R 0.40600000                                                       | CUSIP: U6176TJD1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4350000 | NS      | $4018932.51   | 0.05%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30                              | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | NS      | $182082.66    | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CTP NV 1.25% 06/21/29/EUR/                                  | CTP NV /EUR/ REGD REG S EMTN 1.25000000                                                        | CUSIP: N2368RAD9<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      600000 | NS      | $422911.66    | 0.01%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6569 2.5% 03/01/51                                 | FANNIE MAE POOL UMBS P#FM6569 2.50000000                                                       | CUSIP: 3140XAJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2249325 | NS      | $1914104.76   | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 3.45% 11/15/27                              | BRISTOL-MYERS SQUIBB CO REGD 3.45000000                                                        | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       70000 | NS      | $66766.57     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATCLO 2017-8A A V/R 01/16/30                                | ATLAS SENIOR LOAN FUND LTD SER 2017-8A CL A V/R REGD 144A P/P 5.22914000                       | CUSIP: 04943AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4952133 | NS      | $4887219.79   | 0.06%             | 2030-01-16      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTAND 1% 04/07/25/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S 1.00000000                                                 | CUSIP: E2R98TXL0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $202843.85    | 0.00%             | 2025-04-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2410 2.5% 12/01/51                                 | FANNIE MAE POOL UMBS P#CB2410 2.50000000                                                       | CUSIP: 3140QMVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3656269 | NS      | $3107378.90   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.582% 07/15/32/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0122 3.58200000                                             | CUSIP: Y2R35QDR9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     4400000 | NS      | $958750.51    | 0.01%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8148 2% 04/01/37                                   | FREDDIE MAC POOL UMBS P#SB8148 2.00000000                                                      | CUSIP: 3132D6BR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1722671 | NS      | $1538362.25   | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 03/20/34/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 148 1.50000000                                            | CUSIP: J2615QQV0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   970000000 | NS      | $8034577.11   | 0.10%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/72/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.50000000                                                         | CUSIP: F43750LU4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      753000 | NS      | $301873.35    | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2868 2.5% 02/01/52                                 | FANNIE MAE POOL UMBS P#CB2868 2.50000000                                                       | CUSIP: 3140QNFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1136831 | NS      | $965901.17    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.12PSS1D 11/05/31 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |           1 | NC      | $-25392.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 09/20/24/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 141 0.10000000                                             | CUSIP: J2S39K6D3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1500000000 | NS      | $11442128.92  | 0.14%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 2% 04/20/27/EUR/                              | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: T2599HHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      100000 | NS      | $98385.06     | 0.00%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4742 2% 11/01/27                                   | FANNIE MAE POOL UMBS P#BM4742 2.00000000                                                       | CUSIP: 3140J9HU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      409885 | NS      | $387207.31    | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8147 2.5% 07/20/52                              | GINNIE MAE II POOL P#MA8147 2.50000000                                                         | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291387 | NS      | $253087.51    | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/40/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 175 0.50000000                                            | CUSIP: J2S39LKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   698400000 | NS      | $4692754.16   | 0.06%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPOR 2% 06/30/27/EUR/                              | SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.00000000                                         | CUSIP: W9T06FFA8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     1000000 | NS      | $1013823.18   | 0.01%             | 2027-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  4.6% 03/15/49                              | DOMINION ENERGY INC REGD SER A 4.60000000                                                      | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8469.36      | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1998 4% 07/01/29                                   | FREDDIE MAC POOL UMBS P#ZT1998 4.00000000                                                      | CUSIP: 3132AEGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      387171 | NS      | $378115.08    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//GBP/                              | BP CAPITAL MARKETS PLC /GBP/ REGD V/R /PERP/ REG S 4.25000000                                  | CUSIP: G1279MM29<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2900000 | NS      | $3077129.83   | 0.04%             | 2171-06-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 3.089% 11/01/40                              | DALLAS-FORT WORTH TX INTERNATI REGD B/E 3.08900000                                             | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | NS      | $77735.92     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 01/15/29/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.00000000                                           | CUSIP: D5S07LGY1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      161000 | NS      | $143828.39    | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2338 3% 11/01/46                                   | FANNIE MAE POOL UMBS P#FS2338 3.00000000                                                       | CUSIP: 3140XHS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3250254 | NS      | $2959337.41   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 4.25% 10/15/50                              | BERKSHIRE HATHAWAY ENERG REGD 4.25000000                                                       | CUSIP: 084659AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $12519.12     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                              | EVERSOURCE ENERGY REGD 4.60000000                                                              | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | NS      | $98648.57     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.2% 03/15/27                              | ROGERS COMMUNICATIONS IN REGD 144A P/P 3.20000000                                              | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      257000 | NS      | $238178.71    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS 3.6% 06/01/26                              | BOOKING HOLDINGS INC REGD 3.60000000                                                           | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       50000 | NS      | $47886.63     | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 1.125% 11/06/31/EUR/                              | MERCEDES-BENZ GROUP AG /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: D1668RYL5<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       15000 | NS      | $12980.44     | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MO 3.201% 09/17/28/EUR/                              | NISSAN MOTOR CO /EUR/ REGD REG S 3.20100000                                                    | CUSIP: J57160ED1<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2400000 | NS      | $2249152.42   | 0.03%             | 2028-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 1.3% 09/15/25                              | AMERICAN TOWER CORP REGD 1.30000000                                                            | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      400000 | NS      | $361566.95    | 0.00%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FU 4.125% 04/15/30                              | PPL CAPITAL FUNDING INC REGD 4.12500000                                                        | CUSIP: 69352PAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | NS      | $305711.57    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 0.01% 10/29/29/EUR/                              | SOCIETE GENERALE SFH /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      100000 | NS      | $85823.33     | 0.00%             | 2029-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7055 4% 12/20/50                                | GINNIE MAE II POOL P#MA7055 4.00000000                                                         | CUSIP: 36179VZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2709089 | NS      | $2576714.68   | 0.03%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH CO 0.01% 03/14/30/EUR/                              | SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: W9514TCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $84749.86     | 0.00%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 0.75% 04/09/30/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 236 0.75000000                                   | CUSIP: X7T24WAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      420000 | NS      | $365664.66    | 0.00%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3387 3.5% 03/01/35                                 | FANNIE MAE POOL UMBS P#FM3387 3.50000000                                                       | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230858 | NS      | $222194.04    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  2.32% 06/18/27/JPY/                              | JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 2022 2.32000000                                         | CUSIP: J28217JP3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |   120000000 | NS      | $992266.20    | 0.01%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| THFC FUND 5.125% 12/21/35/GBP/                              | THFC FUNDING NO 1 PLC /GBP/ REGD 5.12500000                                                    | CUSIP: G8840WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1370000 | NS      | $1607832.71   | 0.02%             | 2035-12-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA  7.75% 04/15/31/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR85 7.75000000                                            | CUSIP: Y6S86ZPE3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 47416000000 | NS      | $3185940.97   | 0.04%             | 2031-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4357 3% 06/01/51                                   | FANNIE MAE POOL UMBS P#MA4357 3.00000000                                                       | CUSIP: 31418DZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7315339 | NS      | $6438405.00   | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA V/R 09/09/80/EUR/                                | MERCK KGA /EUR/ REGD V/R REG S 1.62500000                                                      | CUSIP: D5357MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1423430.86   | 0.02%             | 2080-09-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 05/15/24                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CCC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | NS      | $1883203.12   | 0.02%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 4% 07/04/25/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 4.00000000                                                       | CUSIP: X7331AJH0<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      270000 | NS      | $297908.33    | 0.00%             | 2025-07-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OB 1.95% 07/30/30/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000                                                 | CUSIP: E8922AAQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1340000 | NS      | $1304431.72   | 0.02%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30                              | GOLDMAN SACHS GROUP INC REGD 2.60000000                                                        | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3395000 | NS      | $2841367.91   | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LINDE PLC 1% 09/30/51/EUR/                                  | LINDE PLC /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: G5494JAB9<br>LEI: 8945002PAZHZLBGKGF02 | Long             | DBT              | CORP              | IE        |     1500000 | NS      | $890359.62    | 0.01%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDAL 4.625% 06/08/26/GBP/                              | CLYDESDALE BANK PLC /GBP/ REGD REG S EMTN 4.62500000                                           | CUSIP: G2344QAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $120386.51    | 0.00%             | 2026-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 0.5% 11/24/45/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1063 0.50000000                                              | CUSIP: W7S736KB3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      790000 | NS      | $52241.44     | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2021-6 A6 V/R 09/25/51                                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6 SER 2021-6 CL A6 V/R REGD 4.37080000     | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1916768 | NS      | $1743770.84   | 0.02%             | 2051-09-25      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| YORKSHIRE  0.01% 11/16/28/EUR/                              | YORKSHIRE BUILDING SOC /EUR/ REGD REG S 0.01000000                                             | CUSIP: G98523XP6<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $4370272.61   | 0.06%             | 2028-11-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 09/10/40/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 4009 1.50000000                                             | CUSIP: Y7277FJ76<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  2000000000 | NS      | $1128508.55   | 0.01%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 3.7% 01/30/50                              | GEORGIA POWER CO REGD SER B 3.70000000                                                         | CUSIP: 373334KN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $45024.17     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.50PCD03 12/03/24 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-230277.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.25% 04/01/50                              | CVS HEALTH CORP REGD 4.25000000                                                                | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      340000 | NS      | $272574.59    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.97% 01/17/29/HKD/                              | HK GOVT BOND PROGRAMME /HKD/ REGD 1.97000000                                                   | CUSIP: Y3R2B8AU8<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |     1300000 | NS      | $151224.03    | 0.00%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 06/10/26/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.37500000                                          | CUSIP: D1T7F6H92<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1005636.37   | 0.01%             | 2026-06-10      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 04/11/44/EUR/                              | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                             | CUSIP: B2758CBH3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $74213.23     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 2.625% 08/15/24                              | CVS HEALTH CORP REGD 2.62500000                                                                | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       60000 | NS      | $57637.99     | 0.00%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLO 3% 10/15/28/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.00000000                                                 | CUSIP: 58507LAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3400000 | NS      | $3522475.37   | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  2.9% 05/15/25                              | ENERGY TRANSFER LP REGD 2.90000000                                                             | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      220000 | NS      | $207472.06    | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.5% 08/15/27                              | COX COMMUNICATIONS INC REGD 144A P/P 3.50000000                                                | CUSIP: 224044CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3180000 | NS      | $2956944.78   | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CRED MUTU 0.875% 03/04/32/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      100000 | NS      | $86042.77     | 0.00%             | 2032-03-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.15% 06/01/49                              | AMERICAN WATER CAPITAL C REGD 4.15000000                                                       | CUSIP: 03040WAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $49822.44     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3079 3% 06/01/42                                   | FANNIE MAE POOL UMBS P#BW3079 3.00000000                                                       | CUSIP: 3140MUM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32605 | NS      | $29042.51     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5988 5% 06/20/49                                | GINNIE MAE II POOL P#MA5988 5.00000000                                                         | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379729 | NS      | $378802.55    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL G 0.25% 09/01/28/EUR/                              | NATIONAL GRID PLC /EUR/ REGD REG S EMTN 0.25000000                                             | CUSIP: G6S98DGB4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $868362.03    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KO 0% 10/08/26/EUR/                              | OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: A6S67PTW0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      150000 | NS      | $142983.11    | 0.00%             | 2026-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY 4% 02/01/48                                   | SEMPRA ENERGY REGD 4.00000000                                                                  | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7868.41      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.7% 10/15/27/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 0.70000000                                                    | CUSIP: X6694NBJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |     1155000 | NS      | $1115049.71   | 0.01%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| CASE WESTERN R 5.405% 06/01/22                              | CASE WESTERN RESERVE UNI REGD SER 22-C 5.40500000                                              | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |       50000 | NS      | $46203.41     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SNCF RESE 0.875% 01/22/29/EUR/                              | SNCF RESEAU /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: F8446VLT5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $186228.75    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW 0.375% 02/25/27/EUR/                              | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: D5056KCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      400000 | NS      | $383782.86    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BR 5.5% 09/28/26/GBP/                              | IMPERIAL BRANDS FIN PLC /GBP/ REGD REG S EMTN 5.50000000                                       | CUSIP: G4721VBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4000000 | NS      | $4732526.45   | 0.06%             | 2026-09-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK 1.375% 06/19/26/EUR/                              | CAIXABANK SA /EUR/ REGD REG S EMTN 1.37500000                                                  | CUSIP: E2R193WB6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2300000 | NS      | $2229702.56   | 0.03%             | 2026-06-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.125% 05/24/28/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 2.12500000                              | CUSIP: Q6534AKG5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | NS      | $497245.42    | 0.01%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.2% 04/15/27                              | ENERGY TRANSFER LP REGD 4.20000000                                                             | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5800000 | NS      | $5481345.45   | 0.07%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOLCIM FI 0.625% 01/19/33/EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.62500000                                         | CUSIP: L4806HAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | NS      | $375593.07    | 0.00%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA 1.5% 01/17/27/EUR/                                  | ENI SPA /EUR/ REGD REG S EMTN 1.50000000                                                       | CUSIP: T3666JEH5<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     2700000 | NS      | $2649460.04   | 0.03%             | 2027-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FI 3% 04/08/30/EUR/                              | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 3.00000000                                         | CUSIP: Q9194UBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3100000 | NS      | $3044507.49   | 0.04%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0.75% 06/20/29/EUR/                                | SNAM SPA /EUR/ REGD REG S EMTN 0.75000000                                                      | CUSIP: T8578NTJ2<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1375000 | NS      | $1200066.82   | 0.02%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV 2.5% 02/21/30/EUR/                              | ING BANK NV /EUR/ REGD REG S 2.50000000                                                        | CUSIP: N4R82BZ23<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $102082.39    | 0.00%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.25% 07/04/39/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 2007 4.25000000                                  | CUSIP: D14464MG9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1174000 | NS      | $1535312.94   | 0.02%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/26                                     | US BANCORP REGD V/R 5.72700000                                                                 | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      280000 | NS      | $285307.17    | 0.00%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 09/22/28/EUR/                              | CITIGROUP INC /EUR/ REGD V/R REG S 3.71300000                                                  | CUSIP: U1R16G3N0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      725000 | NS      | $757473.69    | 0.01%             | 2028-09-22      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.8% 10/27/30/CNH/                              | AGRICUL DEV BANK CHINA /CNH/ REGD REG S 3.80000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |    14350000 | NS      | $2127504.08   | 0.03%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6350 3% 07/01/50                                   | FANNIE MAE POOL UMBS P#CA6350 3.00000000                                                       | CUSIP: 3140QEBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5345726 | NS      | $4725024.41   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 23                                  | G2SF 30 YR TBA 3.5% JAN 23     TO BE ANNOUNCED 3.50000000                                      | CUSIP: 21H032613<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3500000 | NS      | $-3219886.18  | -0.04%            | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 02/26/27                              | GENERAL MOTORS FINL CO REGD 2.35000000                                                         | CUSIP: 37045XDR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | NS      | $96203.80     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LEGAL & G 5.875% 04/05/33/GBP/                              | LEGAL & GENERAL FIN PLC /GBP/ REGD REG S EMTN 5.87500000                                       | CUSIP: G5436FCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      425000 | NS      | $541983.81    | 0.01%             | 2033-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OB 1.375% 11/15/25                              | PEACEHEALTH OBLIGATED GR REGD SER 2020 1.37500000                                              | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | NS      | $627963.73    | 0.01%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 4% 06/01/41/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 4.00000000                                                      | CUSIP: 135087YQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      150000 | NS      | $120226.55    | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.125% 06/20/29/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 0.12500000                                  | CUSIP: L32482HE1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     6000000 | NS      | $5347154.55   | 0.07%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/39/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 168 0.40000000                                            | CUSIP: J2S39K4A1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   534150000 | NS      | $3630217.55   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/21/25/EUR/                              | UBS GROUP AG /EUR/ REGD V/R REG S EMTN 1.00000000                                              | CUSIP: H42097CX3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3000000 | NS      | $3088515.80   | 0.04%             | 2025-03-21      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5279 4% 12/01/33                                   | FANNIE MAE POOL UMBS P#BM5279 4.00000000                                                       | CUSIP: 3140J92M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22051 | NS      | $21618.00     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7130 3% 04/01/52                                   | FREDDIE MAC POOL UMBS P#RA7130 3.00000000                                                      | CUSIP: 3133KN4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1655363 | NS      | $1458573.34   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO STAB 0.875% 07/18/42/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: L3333SBE6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |     1020000 | NS      | $716449.47    | 0.01%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3105 3.5% 09/20/45                              | GINNIE MAE II POOL P#MA3105 3.50000000                                                         | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2833644 | NS      | $2644208.17   | 0.03%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/26/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000                                                 | CUSIP: K7S724JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      500000 | NS      | $66581.02     | 0.00%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7543 2.5% 08/01/51                                 | FREDDIE MAC POOL UMBS P#SD7543 2.50000000                                                      | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15044112 | NS      | $12926740.46  | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 3.4% 03/01/27                                    | CIGNA CORP REGD SER * 3.40000000                                                               | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2800000 | NS      | $2630579.22   | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A V/R 02/17/28/EUR/                              | JYSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.25000000                                            | CUSIP: K5S75UNH9<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     2000000 | NS      | $1806983.79   | 0.02%             | 2028-02-17      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF C 5.66% 10/25/24                              | ROYAL BANK OF CANADA REGD 5.66000000                                                           | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      530000 | NS      | $536324.11    | 0.01%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/27/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 349 0.10000000                                            | CUSIP: J2S39KUX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1115800000 | NS      | $8434645.41   | 0.11%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VIVENDI S 1.125% 12/11/28/EUR/                              | VIVENDI SA /EUR/ REGD REG S EMTN 1.12500000                                                    | CUSIP: F7063CPE0<br>LEI: 969500FU4DRAEVJW7U54 | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1087941.13   | 0.01%             | 2028-12-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKR 0.5% 09/20/28/SEK/                              | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 521 0.50000000                               | CUSIP: W5612FFD7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      700000 | NS      | $55946.70     | 0.00%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.625% 09/26/24/EUR/                                | BPCE SA /EUR/ REGD REG S EMTN 0.62500000                                                       | CUSIP: F1883E6U2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1527416.07   | 0.02%             | 2024-09-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA P 2.926% 07/01/45                              | PHILADELPHIA PA WTR & WSTWTR R REGD B/E 2.92600000                                             | CUSIP: 717893U33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       10000 | NS      | $6987.10      | 0.00%             | 2045-07-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                                | PECO ENERGY CO REGD 2.80000000                                                                 | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $33094.87     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | HUF/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-139390.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAH 3.08% 07/01/51                              | BETH ISRAEL LAHEY HEALTH REGD SER L 3.08000000                                                 | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |        7000 | NS      | $4349.35      | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTI 3.45% 06/01/45/CAD/                              | NOVA SCOTIA PROVINCE /CAD/ REGD 3.45000000                                                     | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | USGA              | CA        |      200000 | NS      | $127138.85    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SAC 1.5% 12/07/27/GBP/                              | GOLDMAN SACHS GROUP INC /GBP/ REGD REG S EMTN 1.50000000                                       | CUSIP: U3823ENE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $3017586.58   | 0.04%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING &D 2.25% 11/21/24/SGD/                              | HOUSING &DEVELOPMENT BRD /SGD/ REGD REG S MTN 2.25000000                                       | CUSIP: Y31714AU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      750000 | NS      | $544574.74    | 0.01%             | 2024-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/40                              | BANK OF AMERICA CORP REGD V/R MTN 4.07800000                                                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | NS      | $83394.72     | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| AIR LIQUID 0.75% 06/13/24/EUR/                              | AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: F0183JGH8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1251912.66   | 0.02%             | 2024-06-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% FEB 23                                     | FNMA 30YR TBA 6% FEB 23        TO BE ANNOUNCED 6.00000000                                      | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22000000 | NS      | $22314531.14  | 0.28%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.375% 04/30/24/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: F0108UES3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $412598.52    | 0.01%             | 2024-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.81PCN07 04/12/26 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |           1 | NC      | $10485.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPE 6.2% 10/15/37                              | TRANSCANADA PIPELINES REGD 6.20000000                                                          | CUSIP: 89352HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       30000 | NS      | $30716.48     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 1-53 95                                 | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 1-53 95 07 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -15000000 | NC      | $-206341.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON ST 1.625% 04/06/30/GBP/                              | LONDON STOCK EXCHANGE PL /GBP/ REGD REG S 1.62500000                                           | CUSIP: G5689UV91<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1936768.16   | 0.02%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDIN 2% 06/05/34/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 2.00000000                                             | CUSIP: N85094NY7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2600000 | NS      | $2268350.30   | 0.03%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 02/16/27/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 1.25000000                                                   | CUSIP: N4578ELE6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $1942909.53   | 0.02%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| WORLEY US 0.875% 06/09/26/EUR/                              | WORLEY US FINANCE SUB /EUR/ REGD REG S EMTN 0.87500000                                         | CUSIP: U45992AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3075000 | NS      | $2861055.08   | 0.04%             | 2026-06-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 2% 10/01/53/DKK/                              | REALKREDIT DANMARK /DKK/ REGD REG S SER 28S 2.00000000                                         | CUSIP: K8094KZN6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | NS      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.35% 06/08/27                              | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.35000000                                              | CUSIP: 928668BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1540000 | NS      | $1478318.41   | 0.02%             | 2027-06-08      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                                 | UNITED STATES TREASURY BOND 3.25000000                                                         | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    57100000 | NS      | $50399671.88  | 0.64%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7648 2% 10/20/51                                | GINNIE MAE II POOL P#MA7648 2.00000000                                                         | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8625430 | NS      | $7261150.10   | 0.09%             | 2051-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7554 4% 06/01/52                                   | FREDDIE MAC POOL UMBS P#RA7554 4.00000000                                                      | CUSIP: 3133KPMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      364362 | NS      | $342334.31    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIV 2% 09/17/30/EUR/                              | ARGENTUM (GIVAUDAN) /EUR/ REGD REG S SER EUR 2.00000000                                        | CUSIP: N0610RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $951779.89    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENER 1.618% 05/18/40/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.61800000                                        | CUSIP: F93777BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $748998.13    | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 04/15/25                                     | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                      | CUSIP: 912828ZJ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       46150 | NS      | $44011.58     | 0.00%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.15% 10/24/30/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10YR 4.15000000                                         | CUSIP: X5S007FR3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     3055000 | NS      | $517159.40    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/37                                    | UNITED STATES TREASURY BOND 5.00000000                                                         | CUSIP: 912810PU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7500000 | NS      | $8420507.85   | 0.11%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE V/R /PERP//EUR/                                  | ALLIANZ SE /EUR/ REGD V/R /PERP/ 3.37500000                                                    | CUSIP: D0R6C6CJ4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2500000 | NS      | $2581122.51   | 0.03%             | 2171-09-18      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUE 0.75% 09/15/27/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 0.75000000                                           | CUSIP: F2373UAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $95172.64     | 0.00%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32                              | REPUBLIC OF CHILE REGD 2.55000000                                                              | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | NS      | $163654.83    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 11/05/29/EUR/                              | FREISTAAT SACHSEN /EUR/ REGD REG S 0.01000000                                                  | CUSIP: D6654WAF8<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |      197000 | NS      | $171766.14    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                              | NATWEST GROUP PLC REGD V/R 4.89200000                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1670000 | NS      | $1582817.00   | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.5% 02/15/39                                  | UNITED STATES TREASURY BOND 3.50000000                                                         | CUSIP: 912810QA9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $472539.06    | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.124% 07/16/31/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 2.12400000                                                       | CUSIP: X7360WBB7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     3000000 | NS      | $2204232.06   | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 2.7% 08/01/52                              | MIDAMERICAN ENERGY CO REGD 2.70000000                                                          | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $9683.28      | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4652 2% 02/01/51                                   | FREDDIE MAC POOL UMBS P#RA4652 2.00000000                                                      | CUSIP: 3133KLEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1391822 | NS      | $1138469.99   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 2.875% 03/03/26/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD EMTN 2.87500000                                              | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4700000 | NS      | $4862169.66   | 0.06%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7647 1.5% 10/20/51                              | GINNIE MAE II POOL P#MA7647 1.50000000                                                         | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      318880 | NS      | $255944.84    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.4% 08/20/49/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 224 0.40000000                                    | CUSIP: D1R1ZQBF3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       30000 | NS      | $16771.85     | 0.00%             | 2049-08-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8144 1.5% 03/01/37                                 | FREDDIE MAC POOL UMBS P#SB8144 1.50000000                                                      | CUSIP: 3132D6BM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      422779 | NS      | $366570.58    | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.2% 12/20/34/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 151 1.20000000                                            | CUSIP: J26147A65<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   585550000 | NS      | $4676859.78   | 0.06%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 09/20/42/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 182 1.10000000                                            | CUSIP: J2S39LXJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    45700000 | NS      | $336757.19    | 0.00%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  6.561% 12/15/40                              | NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 6.56100000                                          | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      125000 | NS      | $134468.74    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 SH V/R 09/25/48                                 | FANNIE MAE REMICS SER 2018-67 CL SH V/R 1.81129000                                             | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3503476 | NS      | $361032.12    | 0.00%             | 2048-09-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85% 06/01/60                                     | AT&T INC REGD 3.85000000                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       70000 | NS      | $48827.78     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/27/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E8922ALP3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1730000 | NS      | $1634590.16   | 0.02%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2  0.005% 11/01/23/JPY/                              | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 430 0.00500000                                             | CUSIP: J2S39LRC0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   300000000 | NS      | $2286574.22   | 0.03%             | 2023-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AAREAL BA 1.375% 02/01/29/EUR/                              | AAREAL BANK AG /EUR/ REGD REG S EMTN 1.37500000                                                | CUSIP: D0037WML3<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $96123.62     | 0.00%             | 2029-02-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                                    | UNITED STATES TREASURY BOND 2.00000000                                                         | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   102400000 | NS      | $73651999.74  | 0.93%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW 5.5% 06/18/25/GBP/                                      | KFW /GBP/ REGD EMTN SER EXC 5.50000000                                                         | CUSIP: D40859GR1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     9900000 | NS      | $12283426.66  | 0.16%             | 2025-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF 0.75% 06/09/25/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD EMTN 0.75000000                                                   | CUSIP: F2257QER9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |       50000 | NS      | $50517.92     | 0.00%             | 2025-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARSH & M 1.979% 03/21/30/EUR/                              | MARSH & MCLENNAN COS INC /EUR/ REGD 1.97900000                                                 | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5050000 | NS      | $4616224.69   | 0.06%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PROVINCE  1.402% 02/20/29/SEK/                              | PROVINCE OF ALBERTA /SEK/ REGD REG S EMTN 1.40250000                                           | CUSIP: C01305BB3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | USGA              | CA        |     2000000 | NS      | $163355.20    | 0.00%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1826 2% 02/01/36                                   | FREDDIE MAC POOL UMBS P#RC1826 2.00000000                                                      | CUSIP: 3133L8A39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2534738 | NS      | $2263709.00   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.09% 09/15/52                              | LOCKHEED MARTIN CORP REGD SER WI 4.09000000                                                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       35000 | NS      | $29555.06     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GENERAL M 1.694% 03/26/25/EUR/                              | GENERAL MOTORS FINL CO /EUR/ REGD REG S EMTN 1.69400000                                        | CUSIP: U37047AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | NS      | $1493052.39   | 0.02%             | 2025-03-26      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SCENTRE GR 1.75% 04/11/28/EUR/                              | SCENTRE GROUP TRUST 1/2 /EUR/ REGD REG S EMTN 1.75000000                                       | CUSIP: Q8351JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1805189.72   | 0.02%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 6.5% 02/01/39                                | CONOCOPHILLIPS REGD 6.50000000                                                                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       75000 | NS      | $84725.25     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV 2% 03/28/32/EUR/                              | AKZO NOBEL NV /EUR/ REGD REG S EMTN 2.00000000                                                 | CUSIP: N01803A59<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $907396.90    | 0.01%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5502 3% 06/01/51                                   | FREDDIE MAC POOL UMBS P#RA5502 3.00000000                                                      | CUSIP: 3133KMDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3382107 | NS      | $2982296.22   | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/31/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4FW4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1589000 | NS      | $1396210.52   | 0.02%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENER 0.952% 05/18/31/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 0.95200000                                        | CUSIP: F93777BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $868232.37    | 0.01%             | 2031-05-18      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTERCONT 2.125% 08/24/26/GBP/                              | INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 2.12500000                                       | CUSIP: G4803DAB1<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      600000 | NS      | $630099.88    | 0.01%             | 2026-08-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.25% 06/22/57/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 83 2.25000000                                                   | CUSIP: B1121KED3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      467000 | NS      | $399774.15    | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM O 0.125% 04/24/23/EUR/                              | KINGDOM OF SWEDEN /EUR/ REGD REG S EMTN 0.12500000                                             | CUSIP: W5134NES7<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      700000 | NS      | $744069.78    | 0.01%             | 2023-04-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP  0.25% 02/24/28/EUR/                              | UBS GROUP AG /EUR/ REGD REG S 0.25000000                                                       | CUSIP: H42097CF2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $872209.07    | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V 0.875% 09/18/23                              | BANCO BILBAO VIZCAYA ARG REGD 0.87500000                                                       | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $193674.67    | 0.00%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1% 07/31/28                                    | UNITED STATES TREASURY NOTE 1.00000000                                                         | CUSIP: 91282CCR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1095000 | NS      | $932674.81    | 0.01%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.25% 02/09/34/EUR/                                | IBM CORP /EUR/ REGD EMTN 1.25000000                                                            | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $814197.10    | 0.01%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% JAN 23                                   | G2SF  30 YR TBA 5% JAN 23     TO BE ANNOUNCED 5.00000000                                       | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30000 | NS      | $29748.05     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GR 3.375% 03/01/41                              | INTERPUBLIC GROUP COS REGD 3.37500000                                                          | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |      254000 | NS      | $179230.49    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/T 5.623% 11/15/43                              | CITY OF HOPE/THE REGD SER 2013 5.62300000                                                      | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |       35000 | NS      | $35309.84     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHR 5202 UI 3.5% 01/25/52                                   | FREDDIE MAC REMICS SER 5202 CL UI 3.50000000                                                   | CUSIP: 3137H6K53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4533484 | NS      | $832469.10    | 0.01%             | 2052-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3132 3.5% 09/01/27                                 | FANNIE MAE POOL UMBS P#MA3132 3.50000000                                                       | CUSIP: 31418CPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164843 | NS      | $157940.52    | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.15% 10/31/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.15000000                                                 | CUSIP: E8922AAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     2505000 | NS      | $2627922.73   | 0.03%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | RON/USD FWD 20230119 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-58273.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AG 1.875% 12/20/26/EUR/                              | CREDIT AGRICOLE LONDON /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: G2551UGQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $986725.78    | 0.01%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER  2% 05/06/32/EUR/                              | SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 2.00000000                                            | CUSIP: N7790AM73<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $457367.95    | 0.01%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 0.875% 06/14/28/EUR/                              | WIRT & INFRA BK HESSEN /EUR/ REGD 0.87500000                                                   | CUSIP: D9696PAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $95331.71     | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4769 2% 03/01/36                                   | FANNIE MAE POOL UMBS P#BR4769 2.00000000                                                       | CUSIP: 3140L3JP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150074 | NS      | $133829.41    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPER 2.75% 05/12/26/EUR/                              | CPI PROPERTY GROUP SA /EUR/ REGD REG S EMTN 2.75000000                                         | CUSIP: L36807AU6<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $838637.61    | 0.01%             | 2026-05-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HO 4.75% 11/15/34/EUR/                              | BOOKING HOLDINGS INC /EUR/ REGD 4.75000000                                                     | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1740962.72   | 0.02%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 10/20/26/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                      | CUSIP: A0654UAK7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |     1000000 | NS      | $995636.23    | 0.01%             | 2026-10-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZS4771 3.5% 06/01/48                                 | FREDDIE MAC POOL UMBS P#ZS4771 3.50000000                                                      | CUSIP: 3132A5JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4240 | NS      | $3928.06      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.693% 09/15/27                              | TORONTO-DOMINION BANK REGD MTN 4.69300000                                                      | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      535000 | NS      | $529707.28    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CARGILL INC 1.7% 02/02/31                                   | CARGILL INC REGD 144A P/P 1.70000000                                                           | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      750000 | NS      | $585287.82    | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEAL 0.75% 02/28/28/EUR/                              | COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: Q2692UXJ8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $93363.79     | 0.00%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/11/25/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 181 0.00000000                                           | CUSIP: D2R8H4ET2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     3100000 | NS      | $3134456.30   | 0.04%             | 2025-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5003 3.5% 08/01/39                                 | FREDDIE MAC POOL UMBS P#RB5003 3.50000000                                                      | CUSIP: 3133KYRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      629517 | NS      | $590165.13    | 0.01%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28                              | ENERGY TRANSFER LP REGD 5.55000000                                                             | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1210000 | NS      | $1198093.60   | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 4.11% 03/20/27/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1703 4.11000000                                        | CUSIP: Y23862LC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    14000000 | NS      | $2110451.23   | 0.03%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| POLSKI KO 1.125% 05/27/28/EUR/                              | POLSKI KONCERN NAFTOWY /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: X6922WBD6<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1300000 | NS      | $1116212.57   | 0.01%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3926 2% 10/01/50                                   | FREDDIE MAC POOL UMBS P#QB3926 2.00000000                                                      | CUSIP: 3133AALF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2333294 | NS      | $1910955.81   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 03/01/48/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.45000000                                         | CUSIP: T6052BNB0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1035000 | NS      | $911231.88    | 0.01%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BERLIN HYP 0.01% 07/07/28/EUR/                              | BERLIN HYP AG /EUR/ REGD REG S 0.01000000                                                      | CUSIP: D0R6FVGN3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $90068.95     | 0.00%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 1.7% 06/01/30                               | HERSHEY COMPANY REGD 1.70000000                                                                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      322000 | NS      | $258365.91    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP  V/R 09/08/31/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 1.62500000                                       | CUSIP: A19543MF0<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $924971.55    | 0.01%             | 2031-09-08      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 6.875% 03/11/31/GBP/                              | EQUINOR ASA /GBP/ REGD REG S EMTN 6.87500000                                                   | CUSIP: R8412TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      150000 | NS      | $205192.66    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | DKK/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-169565.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN EN 6.75% 12/30/31                               | MIDAMERICAN ENERGY REGD 6.75000000                                                             | CUSIP: 595620AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $11297.88     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 09/20/32/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 368 0.20000000                                            | CUSIP: J2S39LWZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   502950000 | NS      | $3751622.24   | 0.05%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR23                                 | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          80 | NC      | $8983750.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENN 2% 12/01/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.00000000                                         | CUSIP: T6247A3G9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1400000 | NS      | $1436021.30   | 0.02%             | 2025-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2% 12/02/25                                  | NRG ENERGY INC REGD 144A P/P 2.00000000                                                        | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2150000 | NS      | $1919873.72   | 0.02%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/30/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 2.50000000                                                         | CUSIP: F43750CJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     6291000 | NS      | $6586007.99   | 0.08%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRON 0% 02/14/25/EUR/                              | TYCO ELECTRONICS GROUP S /EUR/ REGD 0.00000000                                                 | CUSIP: 902133AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $993531.73    | 0.01%             | 2025-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRAN 0.5% 01/19/26/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 0.50000000                                             | CUSIP: F14221CE7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $98428.09     | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLU 1.5% 03/22/27/EUR/                              | WOLTERS KLUWER NV /EUR/ REGD REG S 1.50000000                                                  | CUSIP: N96425DH8<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |     4375000 | NS      | $4301612.06   | 0.05%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)   4.75%                7/4/28 | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 98 4.75000000                                    | CUSIP: D20658KG0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1661000 | NS      | $1980245.56   | 0.03%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.574% 07/01/45                              | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.57400000                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |       50000 | NS      | $58857.47     | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| COCA-COLA  1.25% 03/08/31/EUR/                              | COCA-COLA CO/THE /EUR/ REGD 1.25000000                                                         | CUSIP: 191216CK4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $903372.01    | 0.01%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 10/22/41/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                                | CUSIP: G4527HRA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2291000 | NS      | $1755821.93   | 0.02%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHR 4056 GS V/R 12/15/41                                    | FREDDIE MAC REMICS SER 4056 CL GS V/R 2.33214000                                               | CUSIP: 3137AQET1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      598097 | NS      | $50748.08     | 0.00%             | 2041-12-15      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 10/10/25/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 182 0.00000000                                           | CUSIP: D2R8H4FL8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      670000 | NS      | $669651.03    | 0.01%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8663 4.5% 05/01/52                                 | FANNIE MAE POOL UMBS P#BU8663 4.50000000                                                       | CUSIP: 3140MATV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21264 | NS      | $20509.12     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3431 3.5% 01/01/26                                 | FANNIE MAE POOL UMBS P#AH3431 3.50000000                                                       | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603418 | NS      | $589487.81    | 0.01%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 2% 01/01/26/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 2.00000000                                     | CUSIP: K74181C79<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1000000 | NS      | $138054.90    | 0.00%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO I 0.875% 10/16/39/EUR/                              | PEPSICO INC /EUR/ REGD 0.87500000                                                              | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $702769.68    | 0.01%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JAN 23                                   | FNCI 15YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                      | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1575000 | NS      | $1507877.93   | 0.02%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/21/36                              | VALE OVERSEAS LIMITED REGD 6.87500000                                                          | CUSIP: 91911TAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      130000 | NS      | $137238.79    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.5% 09/20/46/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000                                             | CUSIP: J2S39KQK5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   145450000 | NS      | $901969.54    | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.625% 04/28/25/EUR/                                | BPCE SA /EUR/ REGD REG S 0.62500000                                                            | CUSIP: F1883FHR4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $999361.40    | 0.01%             | 2025-04-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AEROPORTS D 1.5% 07/02/32/EUR/                              | AEROPORTS DE PARIS /EUR/ REGD REG S 1.50000000                                                 | CUSIP: F01177AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $84388.32     | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 3.25% 02/12/32                              | FORD MOTOR COMPANY REGD 3.25000000                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      700000 | NS      | $525035.21    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECO 0.5% 05/19/25                              | EUROPEAN BK RECON & DEV REGD 0.50000000                                                        | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |      135000 | NS      | $123236.64    | 0.00%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RENTOKIL IN 0.5% 10/14/28/EUR/                              | RENTOKIL INITIAL PLC /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: G7494GTF2<br>LEI: 549300VN4WV7Z6T14K68 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $874732.49    | 0.01%             | 2028-10-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027                               | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $963359.38    | 0.01%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMPASS GR 3.85% 06/26/26/GBP/                              | COMPASS GROUP PLC /GBP/ REGD REG S EMTN 3.85000000                                             | CUSIP: G23296AJ8<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $5864205.16   | 0.07%             | 2026-06-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 3.375% 10/15/34/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.37500000                                                 | CUSIP: 58507LBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4200000 | NS      | $4223816.64   | 0.05%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 04/15/37/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 4.10000000                                                    | CUSIP: X6738PDH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      527000 | NS      | $582535.73    | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIA 0.021% 07/16/25/CHF/                              | INDUSTRIAL BANK OF KOREA /CHF/ REGD REG S EMTN 0.02190000                                      | CUSIP: Y3994MYM2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      300000 | NS      | $306241.06    | 0.00%             | 2025-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/50/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER CAC 2.45000000                                         | CUSIP: T6052BVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      862000 | NS      | $614055.11    | 0.01%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA  1.25% 09/01/30                              | AUTOMATIC DATA PROCESSNG REGD 1.25000000                                                       | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       90000 | NS      | $70564.70     | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV4456 4% 12/01/28                                   | FANNIE MAE POOL UMBS P#AV4456 4.00000000                                                       | CUSIP: 3138XF5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22075 | NS      | $21751.82     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                              | BAT CAPITAL CORP REGD 3.55700000                                                               | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | NS      | $2238169.45   | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MERCK & CO  0.5% 11/02/24/EUR/                              | MERCK & CO INC /EUR/ REGD 0.50000000                                                           | CUSIP: U5888NAA0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1017946.55   | 0.01%             | 2024-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK A 1% 03/04/26/EUR/                              | COMMERZBANK AG /EUR/ REGD REG S EMTN 1.00000000                                                | CUSIP: D170376M5<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1473438.00   | 0.02%             | 2026-03-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUS 0.875% 11/03/25/EUR/                              | PPG INDUSTRIES INC /EUR/ REGD 0.87500000                                                       | CUSIP: 693506BM8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $982394.76    | 0.01%             | 2025-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TDF INFRAS 1.75% 12/01/29/EUR/                              | TDF INFRASTRUCTURE SAS /EUR/ REGD REG S 1.75000000                                             | CUSIP: F9053PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4500000 | NS      | $3646739.82   | 0.05%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.25% 05/13/49/EUR/                                | NRW.BANK /EUR/ REGD 1.25000000                                                                 | CUSIP: D5S267QV4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       87000 | NS      | $64648.57     | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF L 0% 03/17/31/EUR/                              | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.00000000                                   | CUSIP: X7S904CJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      100000 | NS      | $78467.41     | 0.00%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 09/01/23/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                      | CUSIP: 135087H98<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     1900000 | NS      | $1380089.00   | 0.02%             | 2023-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 0% 10/14/30/EUR/                              | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000                                             | CUSIP: X5S9GC6B1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      500000 | NS      | $422401.70    | 0.01%             | 2030-10-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 2.375% 03/05/24/CHF/                              | CAISSE REFINANCE L'HABIT /CHF/ REGD REG S 2.37500000                                           | CUSIP: F23754AB4<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       50000 | NS      | $54491.36     | 0.00%             | 2024-03-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/46/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HNS6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     3998000 | NS      | $4979905.88   | 0.06%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 05/16/47/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                      | CUSIP: D5S07LEU1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      420000 | NS      | $342859.26    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR23                                 | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -14 | NC      | $-2871093.76  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG 2.75% 05/24/30/EUR/                                  | RWE AG /EUR/ REGD EMTN 2.75000000                                                              | CUSIP: B7S9HEMC6<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1949499.86   | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.15% 06/15/53                              | LOCKHEED MARTIN CORP REGD 4.15000000                                                           | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      400000 | NS      | $341660.88    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 09/30/26                                | UNITED STATES TREASURY NOTE 0.87500000                                                         | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2300000 | NS      | $2045023.43   | 0.03%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| F/C 3 MONTH SOFR FUT  MAR23                                 | FUTURE CONTRACT ON           3 MONTH SOFR FUT  MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         212 | NC      | $50395050.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                         | MXN/USD FWD 20230315 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17043.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#785043 3% 04/20/49                                | GINNIE MAE II POOL P#785043 3.00000000                                                         | CUSIP: 3622AAP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34406 | NS      | $31033.08     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMERYS SA 2% 12/10/24/EUR/                                  | IMERYS SA /EUR/ REGD EMTN 2.00000000                                                           | CUSIP: F49644DT5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1038984.73   | 0.01%             | 2024-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA 2.75% 12/02/27/EUR/                               | SOLVAY SA /EUR/ REGD REG S 2.75000000                                                          | CUSIP: B82095KC1<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |     1000000 | NS      | $1030147.54   | 0.01%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 1% 10/13/26/EUR/                              | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: F4065QDU1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $580483.61    | 0.01%             | 2026-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                              | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                  | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $35741.38     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL  2.375% 01/19/23/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.37500000                                          | CUSIP: N1613NAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3800000 | NS      | $4065342.51   | 0.05%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.85% 05/22/34/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S EMTN 0.85000000                                             | CUSIP: D8509MQP4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $41307.92     | 0.00%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 0.75% 04/27/25/EUR/                               | SODEXO SA /EUR/ REGD REG S 0.75000000                                                          | CUSIP: F84941MK0<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1013270.82   | 0.01%             | 2025-04-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUI 0.625% 06/20/30/EUR/                              | AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.62500000                                           | CUSIP: F2015QAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      800000 | NS      | $700536.72    | 0.01%             | 2030-06-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUT APOTH 0.01% 02/06/29/EUR/                              | DEUT APOTHEKE AERZTEBANK /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: D17751T61<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $88376.35     | 0.00%             | 2029-02-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 2.25% 05/13/25/EUR/                              | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 2.25000000                                        | CUSIP: L6075ZAC0<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1953271.49   | 0.02%             | 2025-05-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 1.5% 11/13/23/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1057 1.50000000                                              | CUSIP: W77537RH8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     4040000 | NS      | $382622.73    | 0.00%             | 2023-11-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.69% 08/12/26/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.69000000                                           | CUSIP: Y6S39BF47<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    52500000 | NS      | $7562675.34   | 0.10%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 4.298% 08/22/32                              | BECTON DICKINSON AND CO REGD 4.29800000                                                        | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       35000 | NS      | $32905.11     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE 2% 04/18/36/EUR/                              | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.00000000                                       | CUSIP: F4041GDM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $83744.51     | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.75% 03/01/28                                   | HUMANA INC REGD 5.75000000                                                                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      500000 | NS      | $511224.25    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 3% 08/01/29/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.00000000                                   | CUSIP: T6052BSC3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1946000 | NS      | $1949253.51   | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3936 3% 09/20/46                                | GINNIE MAE II POOL P#MA3936 3.00000000                                                         | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2275072 | NS      | $2062373.69   | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS  1.375% 08/14/30/EUR/                              | NOVARTIS FINANCE SA /EUR/ REGD REG S 1.37500000                                                | CUSIP: L7000UAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $927440.00    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/34/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                         | CUSIP: T602592M8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      966000 | NS      | $1053929.21   | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.25% 01/20/25 /EUR/                              | REPUBLIC  5.25% 01/20/25 /EUR/ 5.25000000                                                      | CUSIP: X6650PPT9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1000000 | NS      | $1113300.09   | 0.01%             | 2025-01-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM6602 3.5% 02/01/48                                 | FANNIE MAE POOL UMBS P#BM6602 3.50000000                                                       | CUSIP: 3140JBKQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797227 | NS      | $721848.15    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIR 1.75% 04/26/28/EUR/                              | SYDNEY AIRPORT FINANCE /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: Q8809VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $933346.75    | 0.01%             | 2028-04-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.35% 01/15/25                              | FIRSTENERGY TRANSMISSION REGD P/P 4.35000000                                                   | CUSIP: 33767BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | NS      | $1072514.39   | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/23/28                              | GOLDMAN SACHS GROUP INC REGD V/R 4.48200000                                                    | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      495000 | NS      | $475953.80    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0624 3.5% 10/01/47                                 | FANNIE MAE POOL UMBS P#CA0624 3.50000000                                                       | CUSIP: 3140Q7VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1387680 | NS      | $1287620.99   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/24                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912833LR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | NS      | $752056.66    | 0.01%             | 2024-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8047 3.5% 05/01/35                                 | FREDDIE MAC POOL UMBS P#SB8047 3.50000000                                                      | CUSIP: 3132D55G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      641098 | NS      | $619817.43    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 04/15/43/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.50000000                                                       | CUSIP: X27717MB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       90000 | NS      | $59268.67     | 0.00%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/09/28                              | HSBC HOLDINGS PLC REGD V/R 4.75500000                                                          | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      480000 | NS      | $454361.31    | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/28/25                              | PNC FINANCIAL SERVICES REGD V/R 5.67100000                                                     | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      580000 | NS      | $586450.63    | 0.01%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH C 3.95% 08/16/25                              | RAYTHEON TECH CORP REGD 3.95000000                                                             | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      140000 | NS      | $136933.09    | 0.00%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0576 2.5% 04/01/51                                 | FREDDIE MAC POOL UMBS P#SD0576 2.50000000                                                      | CUSIP: 3132DMT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      425212 | NS      | $361824.92    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUE 0.01% 07/20/28/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     5000000 | NS      | $4464095.94   | 0.06%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC C 3.75% 02/05/70                              | UNION PACIFIC CORP REGD 3.75000000                                                             | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        5000 | NS      | $3667.04      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-234621.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AG 0.125% 03/15/33/EUR/                              | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 0.12500000                                             | CUSIP: T3R63EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $74073.21     | 0.00%             | 2033-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VISA INC 2% 06/15/29/EUR/                                   | VISA INC /EUR/ REGD 2.00000000                                                                 | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     4100000 | NS      | $4017829.52   | 0.05%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 2.1% 06/15/30                              | INTERCONTINENTALEXCHANGE REGD 2.10000000                                                       | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      250000 | NS      | $204565.50    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/30/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                     | CUSIP: Y7996FSU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |     1665000 | NS      | $1223204.42   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 1.851% 07/16/25                              | NOMURA HOLDINGS INC REGD 1.85100000                                                            | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1955000 | NS      | $1783199.86   | 0.02%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0381 2.5% 07/01/32                                 | FREDDIE MAC POOL UMBS P#SB0381 2.50000000                                                      | CUSIP: 3132CWM68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2429004 | NS      | $2274023.59   | 0.03%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 0.875% 02/15/26                              | PUBLIC STORAGE REGD 0.87500000                                                                 | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       50000 | NS      | $44322.53     | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES IN 4.5% 12/01/26                              | CF INDUSTRIES INC REGD 144A P/P 4.50000000                                                     | CUSIP: 12527GAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1744316.03   | 0.02%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH - 1.75% 05/27/32/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.75000000                                           | CUSIP: F1R83CEW2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $93223.35     | 0.00%             | 2032-05-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNIC 4.55% 03/15/52                              | ROGERS COMMUNICATIONS IN REGD 144A P/P 4.55000000                                              | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      192000 | NS      | $148949.78    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.6% 05/01/53                              | BERKSHIRE HATHAWAY ENERG REGD 144A P/P 4.60000000                                              | CUSIP: 084659BE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $21860.09     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS TOOL 1% 06/05/31/EUR/                              | ILLINOIS TOOL WORKS INC /EUR/ REGD 1.00000000                                                  | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      500000 | NS      | $438195.04    | 0.01%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HO 1.5% 10/19/27/GBP/                              | AMERICAN HONDA FINANCE /GBP/ REGD EMTN 1.50000000                                              | CUSIP: U0258BAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | NS      | $2367948.87   | 0.03%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.9% 10/31/52/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000                                                 | CUSIP: E8922AMF4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      582000 | NS      | $398982.87    | 0.01%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BH2681 3.5% 09/01/47                                 | FANNIE MAE POOL UMBS P#BH2681 3.50000000                                                       | CUSIP: 3140GQ6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67048 | NS      | $62096.18     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.8% 01/31/24/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.80000000                                                 | CUSIP: E89228T70<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      818000 | NS      | $894816.59    | 0.01%             | 2024-01-31      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| REGION WAL 1.05% 06/22/40/EUR/                              | REGION WALLONNE /EUR/ REGD REG S EMTN 1.05000000                                               | CUSIP: B70023KG8<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $69986.93     | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.5% 03/20/59/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 12 0.50000000                                             | CUSIP: J2S39K4Z6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   727650000 | NS      | $3847607.39   | 0.05%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  4.125% 01/15/26                              | VENTAS REALTY LP REGD 4.12500000                                                               | CUSIP: 92277GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | NS      | $2233167.11   | 0.03%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | KRW/USD FWD 20230315 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-634046.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 3.375% 03/03/31                              | FAIRFAX FINL HLDGS LTD REGD SER WI 3.37500000                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     2000000 | NS      | $1643634.46   | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO STABIL 0.5% 03/02/26/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: L3333SBB2<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |     5600000 | NS      | $5550925.41   | 0.07%             | 2026-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 02/25/25/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F26348AQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1620000 | NS      | $1632522.88   | 0.02%             | 2025-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 07/28/31/EUR/                                   | NRW.BANK /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: D5S2675F2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      138000 | NS      | $113753.70    | 0.00%             | 2031-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROU 3.55% 06/15/25                              | WEC ENERGY GROUP INC REGD SER 10YR 3.55000000                                                  | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       47000 | NS      | $45077.67     | 0.00%             | 2025-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DRSLF 2014-36A A V/R 04/15/29                               | DRYDEN 36 SENIOR LOAN FUND SER 2014-36A CL AR3 V/R REGD 144A P/P 5.09914000                    | CUSIP: 26249KAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5842972 | NS      | $5765798.43   | 0.07%             | 2029-04-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| LANDWIRTS 0.375% 02/14/28/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4900L6S6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1140000 | NS      | $1069255.32   | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 06/21/28/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 524 0.00000000                                     | CUSIP: H6218UKW9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       50000 | NS      | $48537.28     | 0.00%             | 2028-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITYCON TRE 2.5% 10/01/24/EUR/                              | CITYCON TREASURY BV /EUR/ REGD REG S 2.50000000                                                | CUSIP: N2R95FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3875000 | NS      | $3876847.62   | 0.05%             | 2024-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 02/08/51                                    | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       30000 | NS      | $19889.52     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3237 3% 03/01/52                                   | FANNIE MAE POOL UMBS P#CB3237 3.00000000                                                       | CUSIP: 3140QNS37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      951053 | NS      | $836337.80    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBRD 0.1% 09/17/35/EUR/                                     | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ EMTN SER GDIF 0.10000000             | CUSIP: U4586HEV1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     1475000 | NS      | $1070304.56   | 0.01%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/TH 2.75% 06/01/60                              | COCA-COLA CO/THE REGD 2.75000000                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      355000 | NS      | $239438.28    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.742% 03/16/32                              | BAT CAPITAL CORP REGD 4.74200000                                                               | CUSIP: 05526DBW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $26706.71     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/52/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D14458AU3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1815000 | NS      | $970566.84    | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL  1.375% 02/07/31/GBP/                              | NATIONAL GRID GAS PLC /GBP/ REGD REG S EMTN 1.37500000                                         | CUSIP: G6375UBW9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1600000 | NS      | $1410022.50   | 0.02%             | 2031-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & 4.875% 05/11/27/EUR/                              | PROCTER & GAMBLE CO/THE /EUR/ REGD 4.87500000                                                  | CUSIP: U74271NP5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      425000 | NS      | $487493.20    | 0.01%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIE 1.25% 03/23/26/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S MTN SER GMTN 1.25000000                              | CUSIP: N22615CF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1475000 | NS      | $1482453.86   | 0.02%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KRED 1.5% 10/01/53/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000                                         | CUSIP: K7S724JZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | NS      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATLAS COP 0.625% 08/30/26/EUR/                              | ATLAS COPCO AB /EUR/ REGD REG S EMTN 0.62500000                                                | CUSIP: W10020FM7<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | DBT              | CORP              | SE        |     1325000 | NS      | $1285447.18   | 0.02%             | 2026-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP 4% 06/01/52                              | VALERO ENERGY CORP REGD 4.00000000                                                             | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      140000 | NS      | $105674.84    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY IN 1.625% 12/15/30/GBP/                              | REALTY INCOME CORP /GBP/ REGD EMTN 1.62500000                                                  | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      200000 | NS      | $180084.76    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7517 3% 05/01/50                                   | FREDDIE MAC POOL UMBS P#SD7517 3.00000000                                                      | CUSIP: 3132DVK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3796908 | NS      | $3407693.88   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 01/19/28                              | MITSUBISHI UFJ FIN GRP REGD V/R 2.34100000                                                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      640000 | NS      | $564107.39    | 0.01%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 06/02/28/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000                                       | CUSIP: B3S09CAE6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5500000 | NS      | $5013773.61   | 0.06%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      750000 | NS      | $623671.88    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOTTING HI 3.25% 10/12/48/GBP/                              | NOTTING HILL GENESIS /GBP/ REGD REG S 3.25000000                                               | CUSIP: G66814AE7<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $820632.81    | 0.01%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLB 3.25% 11/16/28                                         | FEDERAL HOME LOAN BANKS 3.25000000                                                             | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      650000 | NS      | $625493.78    | 0.01%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 05/25/33/EUR/                                  | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                        | CUSIP: F9627PAT9<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $174375.87    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 1.625% 04/20/30/EUR/                              | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.62500000                                        | CUSIP: L1051PAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $730751.24    | 0.01%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 1.25% 06/10/24/EUR/                              | VOLKSWAGEN BANK GMBH /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: D9T638JB9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     6500000 | NS      | $6681542.17   | 0.08%             | 2024-06-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.3% 10/17/31/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 0.30000000                                                    | CUSIP: X6694NBU4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      472000 | NS      | $387377.01    | 0.00%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| GNR 2019-H08 FE V/R 01/20/69                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H08 CL FE V/R 1.96841000                     | CUSIP: 38380LUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4351162 | NS      | $4181611.12   | 0.05%             | 2069-01-20      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| ING BELGIU 0.01% 02/20/30/EUR/                              | ING BELGIUM S /EUR/ REGD REG S 0.01000000                                                      | CUSIP: B5078SKA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      100000 | NS      | $85004.43     | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IG GROUP  3.125% 11/18/28/GBP/                              | IG GROUP HOLDINGS PLC /GBP/ REGD REG S EMTN 3.12500000                                         | CUSIP: G4753QAA4<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |     4000000 | NS      | $3655477.78   | 0.05%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV V/R /PERP//EUR/                                 | NN GROUP NV /EUR/ REGD V/R /PERP/ 4.50000000                                                   | CUSIP: N64038AB3<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |     1350000 | NS      | $1403560.63   | 0.02%             | 2171-07-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA S 1.5% 03/25/35/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS74 1.50000000                                       | CUSIP: X7S28MGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      120000 | NS      | $97820.87     | 0.00%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE B 1% 11/28/24/EUR/                              | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 1.00000000                                              | CUSIP: X5918MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      150000 | NS      | $153695.21    | 0.00%             | 2024-11-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S SER . 2.00000000                                  | CUSIP: F92124HT0<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1825117.21   | 0.02%             | 2171-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NATURGY FI 0.75% 11/28/29/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 0.75000000                                            | CUSIP: N36492DL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $854030.68    | 0.01%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAN V/R 09/29/45/EUR/                              | ASR NEDERLAND NV /EUR/ REGD V/R REG S 5.12500000                                               | CUSIP: N0709GAG8<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1062318.57   | 0.01%             | 2045-09-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BAT NETHE 2.375% 10/07/24/EUR/                              | BAT NETHERLANDS FINANCE /EUR/ REGD REG S EMTN 2.37500000                                       | CUSIP: N1035HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2084936.83   | 0.03%             | 2024-10-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 0.933% 12/04/40/EUR/                              | BP CAPITAL MARKETS BV /EUR/ REGD REG S EMTN 0.93300000                                         | CUSIP: G1279MP26<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $1898271.95   | 0.02%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4727 2% 03/01/51                                   | FREDDIE MAC POOL UMBS P#RA4727 2.00000000                                                      | CUSIP: 3133KLHC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      352992 | NS      | $288736.05    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CRED 0.01% 01/22/27/EUR/                              | DEXIA CREDIT LOCAL /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: F3R304FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $188379.93    | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BA 0.01% 09/22/28/EUR/                              | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: Q97423KX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $87459.83     | 0.00%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBM CORP 2.2% 02/09/27                                      | IBM CORP REGD 2.20000000                                                                       | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | NS      | $179969.21    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 1.65% 07/15/30                                   | INTUIT INC REGD 1.65000000                                                                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       18000 | NS      | $14479.56     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 05/07/29/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: D4884QA84<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $83129.43     | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6554 2% 03/01/51                                   | FANNIE MAE POOL UMBS P#FM6554 2.00000000                                                       | CUSIP: 3140XAH88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2142754 | NS      | $1753113.66   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.375% 05/25/36/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: F0108UMX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $69629.56     | 0.00%             | 2036-05-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.75% 01/17/30/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S 0.75000000                                             | CUSIP: F07335CM6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $842799.52    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5102 4.5% 11/01/52                                 | FANNIE MAE POOL UMBS P#CB5102 4.50000000                                                       | CUSIP: 3140QQU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2990826 | NS      | $2884652.81   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | PLN/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10911.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 05/26/28/EUR/                              | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.75000000                                              | CUSIP: E2R193ZT4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2100000 | NS      | $1888678.01   | 0.02%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.4% 02/04/37/EUR/                              | EUROPEAN UNION /EUR/ REGD SER NGEU 0.40000000                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    10000000 | NS      | $7256109.41   | 0.09%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6236 2% 11/01/51                                   | FREDDIE MAC POOL UMBS P#RA6236 2.00000000                                                      | CUSIP: 3133KM4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1762943 | NS      | $1439519.32   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0060 3.5% 02/01/49                                 | FREDDIE MAC POOL UMBS P#SD0060 3.50000000                                                      | CUSIP: 3132DMB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      576369 | NS      | $536059.60    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.3% 08/21/27                               | CVS HEALTH CORP REGD 1.30000000                                                                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | NS      | $33910.01     | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 2.95% 01/15/32                              | RPM INTERNATIONAL INC REGD 2.95000000                                                          | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      365000 | NS      | $288584.86    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARKEMA 1.5% 04/20/27/EUR/                                   | ARKEMA /EUR/ REGD REG S EMTN 1.50000000                                                        | CUSIP: F0392WGV5<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $979722.92    | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IND & COM 0.125% 10/28/24/EUR/                              | IND & COMM BK CHINA/LUX /EUR/ REGD REG S EMTN SER GMTN 0.12500000                              | CUSIP: L50849TV7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2500000 | NS      | $2505869.88   | 0.03%             | 2024-10-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI4868 4% 06/01/26                                   | FANNIE MAE POOL UMBS P#AI4868 4.00000000                                                       | CUSIP: 3138AJMS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24488 | NS      | $23915.29     | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANC 0.5% 06/17/30/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: N30706VA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $818656.59    | 0.01%             | 2030-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S 1.75% 05/03/28/EUR/                              | MCDONALD'S CORP /EUR/ REGD REG S MTN SER GMTN 1.75000000                                       | CUSIP: U58013CM0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $975488.22    | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 3.599% 04/01/47                              | UNIV OF MICHIGAN MI REGD N/C B/E 3.59900000                                                    | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       14000 | NS      | $11857.71     | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.2% 07/22/29/GBP/                              | PEPSICO INC /GBP/ REGD 3.20000000                                                              | CUSIP: N/A<br>LEI: FJSUNZKFNQ5YPJ5OT455       | Long             | DBT              | CORP              | US        |      750000 | NS      | $832841.22    | 0.01%             | 2029-07-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.4% 02/22/62                                     | AMGEN INC REGD 4.40000000                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      405000 | NS      | $324936.63    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3746 3.5% 07/01/50                                 | FANNIE MAE POOL UMBS P#FM3746 3.50000000                                                       | CUSIP: 3140X7EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9790566 | NS      | $8980964.28   | 0.11%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8913 2% 12/01/36                                   | FREDDIE MAC POOL UMBS P#QN8913 2.00000000                                                      | CUSIP: 3133GF3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      387787 | NS      | $346214.19    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8179 3% 11/01/51                                   | FREDDIE MAC POOL UMBS P#SD8179 3.00000000                                                      | CUSIP: 3132DWCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2116666 | NS      | $1862109.76   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H03 ML V/R 01/20/71                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL ML V/R 5.22473000                     | CUSIP: 38380QZY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10486022 | NS      | $10717478.11  | 0.14%             | 2071-01-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| INTL DEVELO 2.5% 01/15/38/EUR/                              | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S EMTN SER GMTN 2.50000000                               | CUSIP: U4592BMD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4000000 | NS      | $3932696.21   | 0.05%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.75% 04/22/39/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000                                                   | CUSIP: B1121KFM2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      400000 | NS      | $393519.83    | 0.00%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 04/09/30/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000                                           | CUSIP: D5S07LGT2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      294000 | NS      | $256660.46    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AXA SA V/R 03/10/43/EUR/                                    | AXA SA /EUR/ REGD V/R REG S EMTN 4.25000000                                                    | CUSIP: F0609NBF4<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1169702.10   | 0.01%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50                                     | VIATRIS INC REGD SER WI 4.00000000                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      170000 | NS      | $105332.12    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNA 4.5% 05/01/29                              | HUNTSMAN INTERNATIONAL L REGD 4.50000000                                                       | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        2000 | NS      | $1802.21      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 5024 BI 2% 10/25/50                                     | FREDDIE MAC REMICS SER 5024 CL BI 2.00000000                                                   | CUSIP: 3137FWJN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18853011 | NS      | $2202721.73   | 0.03%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8588 3% 11/01/30                                   | FREDDIE MAC POOL UMBS P#ZS8588 3.00000000                                                      | CUSIP: 3132A9RH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120948 | NS      | $115519.19    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANCHC 2019-11A A V/R 07/22/32                               | ANCHORAGE CAPITAL CLO 11 LTD SER 2019-11A CL AR V/R REGD 144A P/P 5.46457000                   | CUSIP: 03330NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | NS      | $1854335.21   | 0.02%             | 2032-07-22      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.55% 03/10/51                              | REPUBLIC OF PERU REGD 3.55000000                                                               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       75000 | NS      | $53267.94     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGRAND S 1.875% 07/06/32/EUR/                              | LEGRAND SA /EUR/ REGD REG S 1.87500000                                                         | CUSIP: F56196BW1<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $902796.10    | 0.01%             | 2032-07-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.45PMUTK 07/08/51 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-54696.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30                                  | ORACLE CORP REGD 2.95000000                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      300000 | NS      | $257049.24    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MONDI FIN 2.375% 04/01/28/EUR/                              | MONDI FINANCE EUROPE /EUR/ REGD REG S EMTN 2.37500000                                          | CUSIP: A5S362AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      500000 | NS      | $494253.52    | 0.01%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 06/23/28/EUR/                               | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                     | CUSIP: D2R04NBX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $90120.11     | 0.00%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC 6.125% 11/16/26/GBP/                              | AVIVA PLC 6.125% 11/16/26/GBP/ 6.12500000                                                      | CUSIP: G2026GAC7<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      430000 | NS      | $517843.85    | 0.01%             | 2036-11-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.95% 06/30/25                              | TOYOTA MOTOR CREDIT CORP REGD MTN 3.95000000                                                   | CUSIP: 89236TKC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | NS      | $171460.88    | 0.00%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BECTON DI 1.208% 06/04/26/EUR/                              | BECTON DICKINSON EURO /EUR/ REGD 1.20800000                                                    | CUSIP: 07589LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      825000 | NS      | $808700.61    | 0.01%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| ORBIT CAP 3.375% 06/14/48/GBP/                              | ORBIT CAPITAL PLC /GBP/ REGD REG S 3.37500000                                                  | CUSIP: G676AFAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1325000 | NS      | $1125161.56   | 0.01%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.125% 03/07/28/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 2.12500000                                                       | CUSIP: X7360WCF7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     3000000 | NS      | $2670738.44   | 0.03%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/28/45/CHF/                              | SWITZERLAND /CHF/ REGD REG S 0.50000000                                                        | CUSIP: H21069Y96<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      110000 | NS      | $94602.50     | 0.00%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                     | CUSIP: D14458AT6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1122000 | NS      | $628326.63    | 0.01%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARM 1.75% 09/15/30                              | REGENERON PHARMACEUTICAL REGD 1.75000000                                                       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      980000 | NS      | $761400.31    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/27/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.50000000                                                       | CUSIP: X8T03RBC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      280000 | NS      | $268881.79    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLI 2% 10/13/33/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 103 2.00000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     7260000 | NS      | $240921.66    | 0.00%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 12/20/26/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 150 0.00500000                                             | CUSIP: J2S39LSL9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1874550000 | NS      | $14197530.90  | 0.18%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/24/26                               | DEUTSCHE BANK NY REGD V/R 2.12900000                                                           | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2950000 | NS      | $2604944.40   | 0.03%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTAN V/R 09/27/26/EUR/                              | BANCO SANTANDER SA /EUR/ REGD V/R REG S EMTN 3.62500000                                        | CUSIP: E2R99DWP6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3000000 | NS      | $3177791.33   | 0.04%             | 2026-09-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 7% 10/30/28/GBP/                                   | ENGIE SA /GBP/ REGD EMTN 7.00000000                                                            | CUSIP: F42768AC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $5206560.56   | 0.07%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 07/06/26/EUR/                              | CITIGROUP INC /EUR/ REGD V/R REG S EMTN 1.25000000                                             | CUSIP: U1R16GG30<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1995584.23   | 0.03%             | 2026-07-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LI 5.875% 06/30/26                              | SABINE PASS LIQUEFACTION REGD 5.87500000                                                       | CUSIP: 785592AV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $70827.19     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8154 2.5% 05/01/37                                 | FREDDIE MAC POOL UMBS P#SB8154 2.50000000                                                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      400080 | NS      | $366696.20    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.45% 01/15/53                              | BURLINGTN NORTH SANTA FE REGD 4.45000000                                                       | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | NS      | $66916.53     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR 1.8% 09/25/26/EUR/                              | INTL FLAVOR & FRAGRANCES /EUR/ REGD 1.80000000                                                 | CUSIP: U45950AC3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1461784.01   | 0.02%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.375% 04/15/26                              | GLP CAPITAL LP / FIN II REGD 5.37500000                                                        | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1471992.18   | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.375% 09/17/27/EUR/                              | LA POSTE SA /EUR/ REGD REG S EMTN 0.37500000                                                   | CUSIP: F7S68YBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $91577.85     | 0.00%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                                | UNITED STATES TREASURY NOTE 1.37500000                                                         | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1700000 | NS      | $1388554.70   | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.6% 04/30/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.60000000                                                 | CUSIP: E8922AAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1005000 | NS      | $1044715.85   | 0.01%             | 2025-04-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0336 2% 09/01/28                                   | FANNIE MAE POOL UMBS P#AS0336 2.00000000                                                       | CUSIP: 3138W9LS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104075 | NS      | $97572.82     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.2% 06/04/36/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.20000000                                       | CUSIP: B3S09CAH9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     9600000 | NS      | $6908194.33   | 0.09%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4% 04/15/29                                    | BROADCOM INC REGD 144A P/P 4.00000000                                                          | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      475000 | NS      | $432347.92    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 0.95% 03/13/28/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                      | CUSIP: D5S07LFL0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      144000 | NS      | $138906.96    | 0.00%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.5% 10/22/24/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 82 0.50000000                                                   | CUSIP: B1121KEC5<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1000000 | NS      | $1029272.08   | 0.01%             | 2024-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/15/36/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 531 0.00000000                                     | CUSIP: H6218ULQ1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      205000 | NS      | $166077.38    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.125% 06/01/26/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 2.12500000                                                     | CUSIP: V81778GB8<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |     1864000 | NS      | $1358824.55   | 0.02%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.125% 11/19/31/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: F07336CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $479004.96    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.757% 05/22/40/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0519 3.75700000                                             | CUSIP: Y2R35QCG4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     2290000 | NS      | $480071.68    | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.31% 11/30/25/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.31000000                                              | CUSIP: Y5325PBG8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     2000000 | NS      | $293458.75    | 0.00%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.4% 11/06/24/CNH/                              | AGRICUL DEV BANK CHINA /CNH/ REGD REG S SER . 3.40000000                                       | CUSIP: Y0R4AWKQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    56000000 | NS      | $8158261.45   | 0.10%             | 2024-11-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHR 5087 IL 3% 03/25/51                                     | FREDDIE MAC REMICS SER 5087 CL IL 3.00000000                                                   | CUSIP: 3137FFMC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2106644 | NS      | $342450.07    | 0.00%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASYJET P 0.875% 06/11/25/EUR/                              | EASYJET PLC /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: G2915PPD3<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1460672.88   | 0.02%             | 2025-06-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7766 2% 12/20/51                                | GINNIE MAE II POOL P#MA7766 2.00000000                                                         | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5833182 | NS      | $4897458.11   | 0.06%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS  3.65% 09/15/49                              | WASHINGTON GAS LIGHT CO REGD MTN 3.65000000                                                    | CUSIP: 93884PDY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7307.93      | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RED ELECT 1.125% 04/24/25/EUR/                              | RED ELECTRICA FIN SA UNI /EUR/ REGD EMTN 1.12500000                                            | CUSIP: E42807BM3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      200000 | NS      | $203236.49    | 0.00%             | 2025-04-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.625% 05/22/26/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 231 0.62500000                                         | CUSIP: X5S008CP8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      860000 | NS      | $841269.21    | 0.01%             | 2026-05-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.25% 02/01/41                              | GOLDMAN SACHS GROUP INC REGD 6.25000000                                                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | NS      | $52471.59     | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/13/52                              | BANK OF AMERICA CORP REGD V/R SER N 3.48300000                                                 | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      660000 | NS      | $467552.81    | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9450 2% 11/01/51                                   | FANNIE MAE POOL UMBS P#FM9450 2.00000000                                                       | CUSIP: 3140XDQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1319445 | NS      | $1080212.41   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 4.908% 07/23/25                              | CHARTER COMM OPT LLC/CAP REGD SER WI 4.90800000                                                | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1545000 | NS      | $1515488.67   | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A V/R 04/11/26/EUR/                              | JYSKE BANK A/S /EUR/ REGD V/R EMTN 4.62500000                                                  | CUSIP: K5S75UNP1<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     5000000 | NS      | $5311572.80   | 0.07%             | 2026-04-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT MU 3.375% 09/19/27/EUR/                              | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.37500000                                           | CUSIP: F2850M2Y7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $4163776.38   | 0.05%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1110 2% 07/01/51                                   | FANNIE MAE POOL UMBS P#CB1110 2.00000000                                                       | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558970 | NS      | $456492.20    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 2% 03/20/31/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 126 2.00000000                                            | CUSIP: J2615Q3Z6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   845200000 | NS      | $7210024.84   | 0.09%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31                                  | CITIGROUP INC REGD V/R 2.57200000                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3600000 | NS      | $2920291.99   | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 06/15/24                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CCG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3500000 | NS      | $3286171.88   | 0.04%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5531 3% 01/01/51                                   | FANNIE MAE POOL UMBS P#FM5531 3.00000000                                                       | CUSIP: 3140X9ED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1586041 | NS      | $1398991.78   | 0.02%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4493 2% 02/01/51                                   | FREDDIE MAC POOL UMBS P#RA4493 2.00000000                                                      | CUSIP: 3133KK7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1739336 | NS      | $1422736.64   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.5% 06/01/52                              | PUBLIC SERVICE COLORADO REGD SER 39 4.50000000                                                 | CUSIP: 744448CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | NS      | $225699.38    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                              | UNITED MEXICAN STATES REGD 3.50000000                                                          | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      700000 | NS      | $560918.37    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 06/15/27                              | GOLDMAN SACHS GROUP INC REGD V/R 4.38700000                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1360000 | NS      | $1312809.22   | 0.02%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CZK/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-174793.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                              | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2900000 | NS      | $2445381.07   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 3.9% 02/28/52                              | AON CORP/AON GLOBAL HOLD REGD 3.90000000                                                       | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $46169.78     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                         | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      409000 | NS      | $283652.72    | 0.00%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 2% 11/01/28/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 2.00000000                                       | CUSIP: U3823B3F6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4753108.34   | 0.06%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 12/01/28/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.80000000                                   | CUSIP: T6052BQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2648000 | NS      | $2656314.94   | 0.03%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 01/16/30/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.25000000                                          | CUSIP: G08820HW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4300000 | NS      | $3735582.07   | 0.05%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2870 3% 03/01/50                                   | FANNIE MAE POOL UMBS P#FM2870 3.00000000                                                       | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1622110 | NS      | $1439725.65   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CTP NV 0.875% 01/20/26/EUR/                                 | CTP NV /EUR/ REGD REG S EMTN 0.87500000                                                        | CUSIP: N2368SAC9<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $868426.10    | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF 0.5% 07/11/25/EUR/                                     | EFSF /EUR/ REGD REG S EMTN 0.50000000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     8000000 | NS      | $8057148.54   | 0.10%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF N 2.552% 06/29/27/EUR/                              | BANK OF NEW ZEALAND /EUR/ REGD REG S EMTN 2.55200000                                           | CUSIP: Q67472DZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      100000 | NS      | $102552.32    | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR23                                 | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          95 | NC      | $10253320.36  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS  2.663% 09/01/39                              | MASSACHUSETTS ST REGD N/C B/E 2.66300000                                                       | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      148026 | NS      | $117455.50    | 0.00%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.104% 11/15/34/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S 1.10400000                                             | CUSIP: G1279MB54<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $773136.78    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750KU5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       41000 | NS      | $36194.37     | 0.00%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 3.125% 03/28/25/EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S 3.12500000                                             | CUSIP: N93695TU3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1048591.39   | 0.01%             | 2025-03-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC5969 3% 04/01/31                                   | FANNIE MAE POOL UMBS P#BC5969 3.00000000                                                       | CUSIP: 3140F1T36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115776 | NS      | $110573.59    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2408 4% 10/01/33                                   | FANNIE MAE POOL UMBS P#CA2408 4.00000000                                                       | CUSIP: 3140Q9VA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90274 | NS      | $88512.66     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.55% 02/04/50/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 232 0.55000000                                    | CUSIP: D1R1ZQBP1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       30000 | NS      | $17424.01     | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO  1% 06/21/26/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN 1.00000000                                       | CUSIP: E11805D75<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $976950.46    | 0.01%             | 2026-06-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUST 2.75% 06/01/29/EUR/                              | PPG INDUSTRIES INC /EUR/ REGD 2.75000000                                                       | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     4200000 | NS      | $4180242.48   | 0.05%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IBRD 3% 09/27/23                                            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.00000000                                 | CUSIP: 459058GL1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      200000 | NS      | $197212.00    | 0.00%             | 2023-09-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMER 1.25% 12/15/23/GBP/                              | INTER-AMERICAN DEVEL BK /GBP/ REGD 1.25000000                                                  | CUSIP: U4582NFQ2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     1650000 | NS      | $1946693.52   | 0.02%             | 2023-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.625% 01/30/25/EUR/                              | REPUBLIC OF CHILE /EUR/ REGD 1.62500000                                                        | CUSIP: P8056EAV0<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     4000000 | NS      | $4082524.95   | 0.05%             | 2025-01-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 0.25% 04/25/23/EUR/                                | EUROFIMA /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: H2340ZAM1<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |      825000 | NS      | $877333.26    | 0.01%             | 2023-04-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T I 6% 08/04/28/GBP/                              | ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000                                                | CUSIP: T6247AEM4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1050000 | NS      | $1277629.49   | 0.02%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK 4% 11/29/27/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 4.00000000                                              | CUSIP: D1T7GB8P4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4100000 | NS      | $4336020.78   | 0.05%             | 2027-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 07/15/29                                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000                | CUSIP: 45905ADE5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       13000 | NS      | $9604.59      | 0.00%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 09/20/49/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 64 0.40000000                                             | CUSIP: J2S39K6A9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   387050000 | NS      | $2224446.30   | 0.03%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.125% 12/17/26/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 2.12500000                                                 | CUSIP: Y6065BDX2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    55884000 | NS      | $1634973.20   | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 5.5 2-53 101                                | CALL OPTION ON 100SHS          OTC ECAL FN 5.5 2-53 101 24    SAL 0.00000000                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -9900000 | NC      | $-22618.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON & Q 2.75% 07/20/57/GBP/                              | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.75000000                                           | CUSIP: G5689LAD5<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      425000 | NS      | $297280.67    | 0.00%             | 2057-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TASMANIAN  2.25% 01/22/32/AUD/                              | TASMANIAN PUBLIC FINANCE /AUD/ REGD REG S 2.25000000                                           | CUSIP: Q88750DN3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      350000 | NS      | $193802.37    | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.2% 01/15/33                              | T-MOBILE USA INC REGD 5.20000000                                                               | CUSIP: 87264ACV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | NS      | $164186.93    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 1% 04/27/29/EUR/                                  | SODEXO SA /EUR/ REGD REG S 1.00000000                                                          | CUSIP: F84941MJ3<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $908308.92    | 0.01%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW 0.625% 12/15/25/GBP/                              | L-BANK BW FOERDERBANK /GBP/ REGD REG S EMTN 0.62500000                                         | CUSIP: D5056H8K9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2168019.61   | 0.03%             | 2025-12-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.101% 03/01/28                              | ELEVANCE HEALTH INC REGD 4.10100000                                                            | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2900000 | NS      | $2784265.55   | 0.04%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY V/R 05/27/24/EUR/                              | VIRGIN MONEY UK PLC /EUR/ REGD V/R REG S EMTN SER GMTN 0.37500000                              | CUSIP: G9413VAD8<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      225000 | NS      | $236181.14    | 0.00%             | 2024-05-27      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE C 3.625% 09/15/25                              | INTL FINANCE CORP REGD MTN SER GMTN 3.62500000                                                 | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |     2120000 | NS      | $2081425.77   | 0.03%             | 2025-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/38/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N81728AP7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      562000 | NS      | $394019.28    | 0.00%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 11/15/30/EUR/                               | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                     | CUSIP: D2R04NCU0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $83506.87     | 0.00%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 4.35% 05/09/27                              | CONSTELLATION BRANDS INC REGD 4.35000000                                                       | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      400000 | NS      | $390082.17    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED ME 5.625% 03/19/14/GBP/                              | UNITED MEXICAN STATES /GBP/ REGD EMTN 5.62500000                                               | CUSIP: P9767GX22<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      800000 | NS      | $720766.29    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 3.375% 08/15/61                               | WESTLAKE CORP REGD 3.37500000                                                                  | CUSIP: 960413BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $59596.48     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES 2.5% 11/22/32/AUD/                              | NEW S WALES TREASURY CRP /AUD/ REGD REG S 2.50000000                                           | CUSIP: Q6715QBU0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      800000 | NS      | $447759.31    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITA 3% 07/14/26                              | MAIN STREET CAPITAL CORP REGD 3.00000000                                                       | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      165000 | NS      | $142471.89    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1133 2.5% 07/01/51                                 | FANNIE MAE POOL UMBS P#CB1133 2.50000000                                                       | CUSIP: 3140QLHK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      370024 | NS      | $314785.44    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.85% 06/30/20/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.85000000                                                      | CUSIP: A0654UNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      300000 | NS      | $132339.73    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINA 4.35% 04/05/42                              | COREBRIDGE FINANCIAL INC REGD 144A P/P 4.35000000                                              | CUSIP: 21871XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | NS      | $127901.56    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/36                                  | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1805000 | NS      | $1935650.97   | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                              | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 20 8.50000000                                         | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1000000 | NS      | $49896.60     | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 0.75% 05/19/30/EUR/                              | RECKITT BENCKISER TSY NL /EUR/ REGD REG S 0.75000000                                           | CUSIP: N73371AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $174539.01    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JAN 23                                  | GNMA TBA 30 UR 2.5% JAN 23 TO BE ANNOUNCED 2.50000000                                          | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20111000 | NS      | $17452518.87  | 0.22%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 1.3% 10/15/27/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 186 1.30000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      250000 | NS      | $253142.69    | 0.00%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INTERMEDI 1.625% 02/17/27/EUR/                              | INTERMEDIATE CAPITAL GRO /EUR/ REGD REG S 1.62500000                                           | CUSIP: G4807DBA8<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $875810.06    | 0.01%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ABERTIS I 3.375% 11/27/26/GBP/                              | ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000                                      | CUSIP: E0R03EBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      400000 | NS      | $437425.17    | 0.01%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 04/21/29/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 138 3.25000000                                      | CUSIP: Q2R04NAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1845000 | NS      | $1216058.74   | 0.02%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 04/04/38/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN 3.37500000                                                      | CUSIP: L3334EAZ0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     4000000 | NS      | $4365723.19   | 0.06%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATES OF 3.375% 12/12/46/GBP/                              | STATES OF GUERNSEY /GBP/ REGD REG S 3.37500000                                                 | CUSIP: G8436AAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | GG        |      200000 | NS      | $190317.25    | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48                                | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $444765.63    | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.1% 10/04/40/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.10000000                                       | CUSIP: B3S09CAN6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     7675000 | NS      | $4729829.85   | 0.06%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINE 3.25% 03/15/32                              | TRITON CONTAINER/TAL INT REGD 3.25000000                                                       | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       90000 | NS      | $69542.10     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JAN 23                                   | FNMA 30YR TBA 4.5% JAN 23      TO BE ANNOUNCED 4.50000000                                      | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4370000 | NS      | $4209539.07   | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/47/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD SER 30Y 1.37500000                                               | CUSIP: X8T03RAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      357000 | NS      | $280842.51    | 0.00%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FAR 2.125% 09/24/31/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 2.12500000                                         | CUSIP: U94974KN8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $922621.18    | 0.01%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HL 3.229% 05/15/50                              | MISSOURI ST HLTH & EDUCTNL FAC REGD B/E 3.22900000                                             | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |       35000 | NS      | $25580.90     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                              | VERIZON COMMUNICATIONS REGD 2.55000000                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      650000 | NS      | $535446.74    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 3.7% 12/06/26                              | CONSTELLATION BRANDS INC REGD 3.70000000                                                       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       25000 | NS      | $23806.13     | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 0.875% 04/25/24/EUR/                              | BANCO SANTANDER TOTTA SA /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: X04800GL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |      100000 | NS      | $103559.97    | 0.00%             | 2024-04-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 07/30/42/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                                 | CUSIP: E8922ALM0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      613000 | NS      | $400338.98    | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ASPIRE DEFENCE 4.674% 3/31/40                               | ASPIRE DEFENCE 4.674% 3/31/40 4.67400000                                                       | CUSIP: G0629XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       40958 | NS      | $46914.03     | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLU 2.5% 05/13/24/EUR/                              | WOLTERS KLUWER NV /EUR/ REGD 2.50000000                                                        | CUSIP: N96425AE8<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1058570.13   | 0.01%             | 2024-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRON 3.875% 01/12/28                              | ARROW ELECTRONICS INC REGD 3.87500000                                                          | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18198.73     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 07/31/25                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 912828Y79<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $966796.88    | 0.01%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW 0.125% 01/09/32/EUR/                                    | KFW /EUR/ REGD REG S EMTN 0.12500000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      830000 | NS      | $681860.75    | 0.01%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2497 1.5% 08/01/37                                 | FANNIE MAE POOL UMBS P#FS2497 1.50000000                                                       | CUSIP: 3140XHX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548443 | NS      | $475693.53    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.25% 10/25/30/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 1030 1.25000000                                          | CUSIP: X8T024V85<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1213000 | NS      | $185797.60    | 0.00%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 0% 11/15/31/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD SER TWIN 0.00000000                                              | CUSIP: K30904BY9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     6577000 | NS      | $745004.25    | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.02% 05/27/31/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.02000000                                           | CUSIP: Y6S39BD49<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    52600000 | NS      | $7651047.08   | 0.10%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 1.5% 06/15/32/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 1.50000000                                  | CUSIP: L32482PZ5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    11000000 | NS      | $10243028.80  | 0.13%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 03/31/25                                  | UNITED STATES TREASURY NOTE 0.50000000                                                         | CUSIP: 912828ZF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $459570.31    | 0.01%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ I 0.25% 09/09/29/EUR/                              | MONDELEZ INTL HLDINGS NE /EUR/ REGD REG S 0.25000000                                           | CUSIP: N6000LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $854613.01    | 0.01%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATURGY F 1.875% 10/05/29/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 1.87500000                                            | CUSIP: N36492AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $917673.22    | 0.01%             | 2029-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 08/15/28/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000                                           | CUSIP: D2R8H4DM8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2892000 | NS      | $2740771.25   | 0.03%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 2.7% 01/15/51                              | PUBLIC SERVICE COLORADO REGD SER 36 2.70000000                                                 | CUSIP: 744448CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $6493.85      | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER I 4.8% 11/20/28/GBP/                              | WELLTOWER INC /GBP/ REGD 4.80000000                                                            | CUSIP: 95040QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | NS      | $1843943.05   | 0.02%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37271901.37 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| DH EUROPE  1.35% 09/18/39/EUR/                              | DH EUROPE FINANCE II /EUR/ REGD 1.35000000                                                     | CUSIP: 23291KAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      700000 | NS      | $509256.94    | 0.01%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 05/20/36/EUR/                                    | KFW /EUR/ REGD REG S EMTN 0.37500000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      548000 | NS      | $410994.17    | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36                              | GENERAL MOTORS CO REGD 6.60000000                                                              | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      520000 | NS      | $512666.23    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 1.25% 06/12/30/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S 1.25000000                                                   | CUSIP: F8586MQA1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1696637.53   | 0.02%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE BERKELE 2.5% 08/11/31/GBP/                              | THE BERKELEY GROUP PLC /GBP/ REGD REG S 2.50000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      172000 | NS      | $138337.08    | 0.00%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61                                    | APPLE INC REGD 2.85000000                                                                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       40000 | NS      | $25975.06     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED UTILIT 2% 07/03/33/GBP/                              | UNITED UTILITIES WAT FIN /GBP/ REGD REG S EMTN 2.00000000                                      | CUSIP: G929RZAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      900000 | NS      | $815895.26    | 0.01%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON  1.625% 10/30/26/EUR/                              | MCKESSON CORP /EUR/ REGD 1.62500000                                                            | CUSIP: 581557BL8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1976371.80   | 0.03%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC 3.25% 05/01/51                              | TUCSON ELECTRIC POWER CO REGD 3.25000000                                                       | CUSIP: 898813AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $6632.54      | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.5% 07/15/28/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.50000000                                    | CUSIP: T6052BE87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1694000 | NS      | $1498723.75   | 0.02%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4900 2% 12/01/35                                   | FANNIE MAE POOL UMBS P#FM4900 2.00000000                                                       | CUSIP: 3140X8NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191044 | NS      | $170621.94    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 6% 02/15/40/CAD/                               | HYDRO-QUEBEC /CAD/ REGD MTN 6.00000000                                                         | CUSIP: 44889ZCN4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      300000 | NS      | $265153.03    | 0.00%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LONZA FIN 1.625% 04/21/27/EUR/                              | LONZA FINANCE INTL NV /EUR/ REGD REG S 1.62500000                                              | CUSIP: B5S9JXAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     2800000 | NS      | $2725588.30   | 0.03%             | 2027-04-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5398 2% 07/01/51                                   | FREDDIE MAC POOL UMBS P#RA5398 2.00000000                                                      | CUSIP: 3133KL7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1438506 | NS      | $1182737.63   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND S 0.625% 06/24/28/EUR/                              | LEGRAND SA /EUR/ REGD REG S 0.62500000                                                         | CUSIP: F56196FT4<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $905230.31    | 0.01%             | 2028-06-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WPC EUROBO 1.35% 04/15/28/EUR/                              | WPC EUROBOND BV /EUR/ REGD 1.35000000                                                          | CUSIP: N9655RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      825000 | NS      | $733123.09    | 0.01%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COVENTRY  2.625% 12/07/26/EUR/                              | COVENTRY BLDG SOCIETY /EUR/ REGD REG S 2.62500000                                              | CUSIP: G2479PJC0<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $5171450.89   | 0.07%             | 2026-12-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.5% 05/06/41/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 258 0.50000000                                    | CUSIP: D1R1ZQCR6<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      138000 | NS      | $92913.94     | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTERCONT 2.125% 05/15/27/EUR/                              | INTERCONTINENTAL HOTELS /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: G4803DAC9<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |     4933000 | NS      | $4852810.53   | 0.06%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 4.5% 03/07/44/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 4.50000000                                      | CUSIP: L32484YQ1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3100000 | NS      | $3779300.85   | 0.05%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 LI 2.5% 09/20/50                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL LI 2.50000000                         | CUSIP: 38382JQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11592187 | NS      | $1786525.25   | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 06/24/26/GBP/                              | DEUTSCHE BANK AG /GBP/ REGD V/R 4.00000000                                                     | CUSIP: D1T7GBZP4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2263323.56   | 0.03%             | 2026-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILIT 0% 12/15/26/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S 0.00000000                                           | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      500000 | NS      | $476660.67    | 0.01%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3229 3.5% 02/01/47                                 | FANNIE MAE POOL UMBS P#FM3229 3.50000000                                                       | CUSIP: 3140X6ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4361127 | NS      | $4085892.73   | 0.05%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7435 4.83% 12/01/32                                | FANNIE MAE POOL UMBS P#BS7435 4.83000000                                                       | CUSIP: 3140LJHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3320000 | NS      | $3408314.92   | 0.04%             | 2032-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| KFW 4.875% 03/15/37/GBP/                                    | KFW /GBP/ REGD REG S EMTN 4.87500000                                                           | CUSIP: D4085AFY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      825000 | NS      | $1050065.51   | 0.01%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7603 2% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD7603 2.00000000                                                      | CUSIP: 3133B5NU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      838228 | NS      | $684178.94    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBRD 1.625% 01/15/25                                        | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.62500000                                 | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      475000 | NS      | $448968.14    | 0.01%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47                                 | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $550757.82    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.375% 10/22/27/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 1.37500000                                            | CUSIP: X7327PAN9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     6000000 | NS      | $5862666.14   | 0.07%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 AA 3.22% 04/15/27                               | CD 2017-CD5 MORTGAGE TRUST SER 2017-CD5 CL AAB REGD 3.22000000                                 | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      919211 | NS      | $869928.84    | 0.01%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 0.375% 04/02/26/EUR/                              | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: Q9742XVV2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $96997.33     | 0.00%             | 2026-04-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.875% 03/01/50/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000                                                     | CUSIP: Y280CECF2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      723000 | NS      | $469620.73    | 0.01%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINA 2.5% 03/27/32/EUR/                              | DIAGEO FINANCE PLC /EUR/ REGD REG S EMTN 2.50000000                                            | CUSIP: G2756XVK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      600000 | NS      | $591218.89    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AME 3.375% 03/11/29/GBP/                              | ANGLO AMERICAN CAPITAL /GBP/ REGD REG S EMTN 3.37500000                                        | CUSIP: G037626T6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1569370.57   | 0.02%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 2.55% 11/13/50                              | BRISTOL-MYERS SQUIBB CO REGD 2.55000000                                                        | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      140000 | NS      | $88548.35     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 4% 04/08/28/CHF/                                | SWITZERLAND /CHF/ REGD REG S 4.00000000                                                        | CUSIP: H7351PHB5<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      273000 | NS      | $332890.82    | 0.00%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3277 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3277 3.00000000                                                       | CUSIP: 3140QNUB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1918676 | NS      | $1687541.15   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AY3790 4.5% 03/20/47                              | GINNIE MAE II POOL P#AY3790 4.50000000                                                         | CUSIP: 36196TF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      437818 | NS      | $430714.95    | 0.01%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWO 2% 09/18/24/EUR/                              | AURIZON NETWORK PTY LTD /EUR/ REGD REG S EMTN 2.00000000                                       | CUSIP: Q0695RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1032785.34   | 0.01%             | 2024-09-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.25% 07/15/29/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000                                                   | CUSIP: N2R466HA5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      479000 | NS      | $437700.10    | 0.01%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA-PACIFI 8.875% 05/15/31                              | GEORGIA-PACIFIC LLC REGD 8.87500000                                                            | CUSIP: 373298BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $122238.82    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.5% 04/30/45/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 34Y 1.50000000                                         | CUSIP: T6052BZE1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1291000 | NS      | $781395.28    | 0.01%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51                              | GINNIE MAE II POOL P#MA7705 2.50000000                                                         | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3733821 | NS      | $3241080.84   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOKYO METROPOLI 0.75% 07/16/25                              | TOKYO METROPOLITAN GOVT REGD REG S 0.75000000                                                  | CUSIP: J42325HX1<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | USGA              | JP        |     1000000 | NS      | $899895.36    | 0.01%             | 2025-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPER 2.75% 01/22/28/GBP/                              | CPI PROPERTY GROUP SA /GBP/ REGD REG S EMTN 2.75000000                                         | CUSIP: L36807AS1<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     3500000 | NS      | $2809641.99   | 0.04%             | 2028-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROU 0.75% 02/05/25/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD 0.75000000                                                      | CUSIP: A2R59CJC4<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | NS      | $101396.58    | 0.00%             | 2025-02-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 0.25% 11/21/24/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 159 0.25000000                                      | CUSIP: Q2R04NCE2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     4270000 | NS      | $2741401.00   | 0.03%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 03/25/24/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750JZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     4470000 | NS      | $4621430.12   | 0.06%             | 2024-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHLAND  0.934% 12/15/31/EUR/                              | HIGHLAND HOLDINGS SARL /EUR/ REGD 0.93400000                                                   | CUSIP: L47988AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2050000 | NS      | $1728025.46   | 0.02%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.05% 03/02/35/EUR/                              | INVESTITIONSBANK BERLIN /EUR/ REGD SER 208 0.05000000                                          | CUSIP: D3R62FCL4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $73444.00     | 0.00%             | 2035-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSI 0.1% 06/18/24/EUR/                              | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 0.10000000                                           | CUSIP: Y4841LYQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      100000 | NS      | $101849.03    | 0.00%             | 2024-06-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.35% 01/15/27                                 | COMCAST CORP REGD 2.35000000                                                                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       57000 | NS      | $51863.91     | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.25% 02/06/24/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: D5S19DBD6<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      325000 | NS      | $337621.48    | 0.00%             | 2024-02-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA 2% 05/18/31/EUR/                                    | ENI SPA /EUR/ REGD REG S EMTN 2.00000000                                                       | CUSIP: T3666JJW7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $451927.92    | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.25% 04/28/36/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 4.25000000                                           | CUSIP: X5S007GZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      555000 | NS      | $80211.28     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9435 2% 03/01/36                                   | FANNIE MAE POOL UMBS P#CA9435 2.00000000                                                       | CUSIP: 3140QHPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276241 | NS      | $246728.07    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5230 4% 11/20/41                                  | GINNIE MAE II POOL P#5230 4.00000000                                                           | CUSIP: 36202FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23660 | NS      | $22550.15     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.9% 04/01/41                              | CROWN CASTLE INC REGD 2.90000000                                                               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      235000 | NS      | $160701.13    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HARBOUR FU 5.28% 03/31/34/GBP/                              | HARBOUR FUNDING PLC /GBP/ REGD 5.28000000                                                      | CUSIP: G42852AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | NS      | $29292.72     | 0.00%             | 2034-03-31      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKE 2% 08/27/25/EUR/                              | NATWEST MARKETS PLC /EUR/ REGD REG S EMTN 2.00000000                                           | CUSIP: G6382GD82<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1017334.25   | 0.01%             | 2025-08-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROXIMUS  2.375% 04/04/24/EUR/                              | PROXIMUS SADP /EUR/ REGD REG S EMTN 2.37500000                                                 | CUSIP: B10414CC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      100000 | NS      | $105562.42    | 0.00%             | 2024-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0638 4.5% 09/01/48                                 | FANNIE MAE POOL UMBS P#BN0638 4.50000000                                                       | CUSIP: 3140JGV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      455439 | NS      | $447090.29    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/18/27/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: D4S59HBD1<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | NS      | $183312.42    | 0.00%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 01/31/24                                | UNITED STATES TREASURY NOTE 0.87500000                                                         | CUSIP: 91282CDV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $959648.44    | 0.01%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                                   | AKER BP ASA REGD 144A P/P 3.10000000                                                           | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1585000 | NS      | $1301126.17   | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVES 1.5% 05/12/25/SEK/                              | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 1.50000000                                        | CUSIP: W5185YML7<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     3000000 | NS      | $274230.49    | 0.00%             | 2025-05-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST G 2.952% 05/01/41                              | LOUISIANA ST GAS & FUELS TAX R REGD N/C B/E 2.95200000                                         | CUSIP: 546475VT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1450000 | NS      | $1093776.33   | 0.01%             | 2041-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 07/20/34/AUD/                              | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                                 | CUSIP: Q7943QD89<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      500000 | NS      | $246238.17    | 0.00%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EFSF 0.5% 01/20/23/EUR/                                     | EFSF /EUR/ REGD REG S EMTN 0.50000000                                                          | CUSIP: L2669HBM8<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     2425000 | NS      | $2594356.38   | 0.03%             | 2023-01-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3060 3% 07/01/32                                   | FANNIE MAE POOL UMBS P#MA3060 3.00000000                                                       | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108331 | NS      | $103193.91    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 11/12/29/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1061 0.75000000                                              | CUSIP: W7S736HQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     2100000 | NS      | $180057.70    | 0.00%             | 2029-11-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 23                                    | G2SF 30 YR TBA 4% JAN 23       TO BE ANNOUNCED 4.00000000                                      | CUSIP: 21H040616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -2000000 | NS      | $-1894611.62  | -0.02%            | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT  2% 01/22/25                              | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 2.00000000                                            | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      300000 | NS      | $285442.90    | 0.00%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED ME 1.625% 04/08/26/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 1.62500000                                                    | CUSIP: P6625AAW2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | NS      | $200998.39    | 0.00%             | 2026-04-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 5.5 2-53 100                                | PUT OPTION ON 100SHS           OTC EPUT FN 5.5 2-53 100 BOA 0.00000000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -2200000 | NC      | $-15381.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC 3.25% 02/23/26                                    | APPLE INC REGD 3.25000000                                                                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | NS      | $48069.33     | 0.00%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.502% 05/31/27/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0307 3.50200000                                             | CUSIP: Y55777TC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     2000000 | NS      | $447308.23    | 0.01%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3869 3.5% 10/01/49                                 | FREDDIE MAC POOL UMBS P#QA3869 3.50000000                                                      | CUSIP: 31339UJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1631384 | NS      | $1499895.12   | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.736% 03/15/46/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0216 4.73600000                                             | CUSIP: Y55745WN2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     1620000 | NS      | $377104.09    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.1% 07/15/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.10000000                                    | CUSIP: T6052BSP4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1844000 | NS      | $1872028.38   | 0.02%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MVEW 2017-2A AR V/R 01/16/31                                | MOUNTAIN VIEW CLO 2017-2 LLC SER 2017-2A CL AR V/R REGD 144A P/P 5.11914000                    | CUSIP: 62432LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2900000 | NS      | $2847800.00   | 0.04%             | 2031-01-16      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/17/27                              | WELLS FARGO & COMPANY REGD V/R MTN 3.19600000                                                  | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1590000 | NS      | $1474343.40   | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 02/15/31/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR87 6.50000000                                            | CUSIP: Y6S86ZPZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  4800000000 | NS      | $299238.80    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  2.95% 01/15/51                              | AMERICAN TOWER CORP REGD 2.95000000                                                            | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      157000 | NS      | $98077.73     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VITERRA FINAN 1% 09/24/28/EUR/                              | VITERRA FINANCE BV /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: N9354LAC5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |     2050000 | NS      | $1754708.47   | 0.02%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.975% 04/20/55                              | REPUBLICA ORIENT URUGUAY REGD 4.97500000                                                       | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      350000 | NS      | $334266.53    | 0.00%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AME 3.6% 05/15/24                              | WILLIS NORTH AMERICA INC REGD 3.60000000                                                       | CUSIP: 970648AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $97308.73     | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS V/R 03/01/29/EUR/                              | CREDIT SUISSE GROUP AG /EUR/ REGD V/R REG S 7.75000000                                         | CUSIP: H3698DDX9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1475000 | NS      | $1567797.76   | 0.02%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.15% 09/14/40/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 247 0.15000000                                    | CUSIP: D1R1ZQCE5<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      110000 | NS      | $69541.44     | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/24/48                                  | CITIGROUP INC REGD V/R 4.28100000                                                              | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      160000 | NS      | $131809.85    | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  1% 05/25/27/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.00000000                                                   | CUSIP: F43750JJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3898277 | NS      | $3866577.18   | 0.05%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9007 1.5% 02/01/51                                 | FREDDIE MAC POOL UMBS P#QB9007 1.50000000                                                      | CUSIP: 3133AGAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27116 | NS      | $20987.53     | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.375% 12/16/24/GBP/                               | NRW.BANK /GBP/ REGD REG S EMTN 0.37500000                                                      | CUSIP: D5S267XH7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2235517.71   | 0.03%             | 2024-12-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/41/EUR/                              | LAND BERLIN /EUR/ REGD REG S SER 530 0.10000000                                                | CUSIP: D09856B75<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       80000 | NS      | $49702.39     | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 07/19/30/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 526 0.00000000                                     | CUSIP: H6218ULB4<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       75000 | NS      | $69465.27     | 0.00%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 3.2% 05/15/30                                    | LOEWS CORP REGD 3.20000000                                                                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8844.50      | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 3% 07/20/26/AUD/                              | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S MTN SER 26 3.00000000                                | CUSIP: Q85895LV2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      800000 | NS      | $526037.59    | 0.01%             | 2026-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28                                     | AT&T INC REGD 1.65000000                                                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      180000 | NS      | $152286.80    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.625% 10/27/23/EUR/                              | DZ HYP AG /EUR/ REGD REG S EMTN 0.62500000                                                     | CUSIP: D9697PCU1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $209949.92    | 0.00%             | 2023-10-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.74% 11/16/30/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2011 3.74000000                                        | CUSIP: Y23862QN1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    10000000 | NS      | $1510173.43   | 0.02%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 11/25/32/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 2.00000000                                                   | CUSIP: F26348BG0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1180000 | NS      | $1152215.44   | 0.01%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINAN V/R 11/23/52/GBP/                              | ZURICH FINANCE IRELAND /GBP/ REGD V/R EMTN 5.12500000                                          | CUSIP: G9897UAY9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5625000 | NS      | $6158090.47   | 0.08%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHMS K057 A2 2.57% 07/25/26                                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K057 CL A2 2.57000000         | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | NS      | $797481.56    | 0.01%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COOPERATIE 0.01% 11/27/40/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: N22616FQ9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $60062.31     | 0.00%             | 2040-11-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7920 4% 09/01/52                                   | FREDDIE MAC POOL UMBS P#RA7920 4.00000000                                                      | CUSIP: 3133KPYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591126 | NS      | $555296.88    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA  2.25% 03/03/32/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS77 2.25000000                                       | CUSIP: X7S28MHH4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      130000 | NS      | $123254.63    | 0.00%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HERA SPA 0.25% 12/03/30/EUR/                                | HERA SPA /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: T5R49ZAF1<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      160000 | NS      | $125964.97    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H13 FA V/R 07/20/70                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 2.97986000                     | CUSIP: 38380QGQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4978111 | NS      | $4764778.82   | 0.06%             | 2070-07-20      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| BROADGATE 4.821% 07/05/33/GBP/                              | BROADGATE FINANCING PLC /GBP/ REGD REG S SER A4 4.82100000                                     | CUSIP: G17381AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | NS      | $57973.24     | 0.00%             | 2033-07-05      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | NZD/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71960.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREP 5.625% 01/04/28/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 98 5.62500000                                    | CUSIP: D20658JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      780000 | NS      | $955937.05    | 0.01%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| APTIV PLC 1.5% 03/10/25/EUR/                                | APTIV PLC /EUR/ REGD 1.50000000                                                                | CUSIP: 03835VAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      425000 | NS      | $431374.32    | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 4.375% 01/22/47                              | MORGAN STANLEY REGD SER 30YR 4.37500000                                                        | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       23000 | NS      | $19636.02     | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICA 4% 03/15/15/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 4.00000000                                                    | CUSIP: P9767G4W8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      500000 | NS      | $374041.98    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA 0.75% 07/15/27/EUR/                              | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: T10584H77<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      425000 | NS      | $389428.79    | 0.00%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CTP NV 0.625% 09/27/26/EUR/                                 | CTP NV /EUR/ REGD REG S EMTN 0.62500000                                                        | CUSIP: N2368SAB1<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |     3500000 | NS      | $2872068.89   | 0.04%             | 2026-09-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 03/20/28/AUD/                              | NEW S WALES TREASURY CRP /AUD/ REGD 3.00000000                                                 | CUSIP: Q6715PJJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1180000 | NS      | $757614.53    | 0.01%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                                   | ORACLE CORP REGD 3.60000000                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      715000 | NS      | $484726.41    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 2.519% 04/07/28/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 2.51900000                                        | CUSIP: G1279MH25<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1002262.32   | 0.01%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 2.375% 05/22/30                                 | EQUINOR ASA REGD 2.37500000                                                                    | CUSIP: 29446MAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      260000 | NS      | $221528.61    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 2.25% 11/09/31                               | PUBLIC STORAGE REGD 2.25000000                                                                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      650000 | NS      | $523104.66    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAA FND  7.125% 02/14/24/GBP/                               | BAA FUNDING LTD /GBP/_________  REGD EMTN 7.12500000                                           | CUSIP: G4R1K3AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      825000 | NS      | $998155.68    | 0.01%             | 2024-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4927 3% 04/01/27                                   | FANNIE MAE POOL UMBS P#AB4927 3.00000000                                                       | CUSIP: 31417BPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603910 | NS      | $583273.45    | 0.01%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.05% 08/01/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.05000000                                         | CUSIP: T6052BNC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2080000 | NS      | $2065869.12   | 0.03%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANCA MON 2.875% 07/16/24/EUR/                              | BANCA MONTE DEI PASCHI S /EUR/ REGD SER 16 2.87500000                                          | CUSIP: T1188BER3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $105427.25    | 0.00%             | 2024-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR 4% 09/12/33/GBP/                              | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000                                          | CUSIP: G9031AEB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | NS      | $321618.89    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 10/25/38/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 4.00000000                                                         | CUSIP: F43750JP8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      658000 | NS      | $765480.11    | 0.01%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FI 1.125% 10/18/33/EUR/                              | THERMO FISHER SC FNCE I /EUR/ REGD 1.12500000                                                  | CUSIP: N8578GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $813032.45    | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0.75% 06/20/29/EUR/                                | SNAM SPA /EUR/ REGD EMTN 0.75000000                                                            | CUSIP: T8578NTJ2<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1800000 | NS      | $1570996.56   | 0.02%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 2.3% 11/15/30                              | MOTOROLA SOLUTIONS INC REGD 2.30000000                                                         | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       47000 | NS      | $36841.63     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 2.5% 08/25/28/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 78 2.50000000                                              | CUSIP: X73311JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |    16760000 | NS      | $642146.90    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 09/20/32/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 140 1.70000000                                            | CUSIP: J2615QEW1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   218800000 | NS      | $1853448.06   | 0.02%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                   | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       10000 | NS      | $12047.49     | 0.00%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION B 2.25% 08/01/31                              | CONSTELLATION BRANDS INC REGD 2.25000000                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       50000 | NS      | $39850.80     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                              | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      295000 | NS      | $272667.93    | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 2.75% 03/19/25/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 2.75000000                                                   | CUSIP: 718172BB4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2626027.89   | 0.03%             | 2025-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IDR/USD FWD 20230315 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7017.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30                                | UNITED STATES TREASURY NOTE 0.87500000                                                         | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2200000 | NS      | $1763953.14   | 0.02%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPERIAN F 3.25% 04/07/32/GBP/                              | EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 3.25000000                                          | CUSIP: G3257NAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      425000 | NS      | $448985.33    | 0.01%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 10/22/29/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                                | CUSIP: G4527HFR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2400000 | NS      | $2426507.62   | 0.03%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8158 2% 06/01/37                                   | FREDDIE MAC POOL UMBS P#SB8158 2.00000000                                                      | CUSIP: 3132D6B33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2021021 | NS      | $1804774.60   | 0.02%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 2.534% 03/10/27                              | HONDA MOTOR CO LTD REGD 2.53400000                                                             | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      410000 | NS      | $375195.78    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO 0.125% 11/14/24/EUR/                              | CAIXA ECO MONTEPIO GERAL /EUR/ REGD REG S 0.12500000                                           | CUSIP: X0R4PDAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |      100000 | NS      | $100408.50    | 0.00%             | 2024-11-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 3.9% 04/01/52                              | UNION ELECTRIC CO REGD 3.90000000                                                              | CUSIP: 906548CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $121324.82    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POS 1% 10/04/28/EUR/                              | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: F55246AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $94498.25     | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 3.375% 09/15/49                              | ATMOS ENERGY CORP REGD 3.37500000                                                              | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      210000 | NS      | $153471.35    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 01/28/28/EUR/                              | BARCLAYS PLC /EUR/ REGD V/R REG S 0.87700000                                                   | CUSIP: G0809LHT9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4800000 | NS      | $4391328.36   | 0.06%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 02/01/50                              | SOUTHERN CAL EDISON REGD 3.65000000                                                            | CUSIP: 842400GT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | NS      | $58800.37     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP  V/R 11/16/28/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 0.10000000                                       | CUSIP: A19543PJ9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $879173.41    | 0.01%             | 2028-11-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FMS WERTM 0.375% 04/29/30/EUR/                              | FMS WERTMANAGEMENT /EUR/ REGD REG S EMTN 0.37500000                                            | CUSIP: D2R6L0PW0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $88115.16     | 0.00%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 1% 06/15/26                              | NATIONAL RURAL UTIL COOP REGD 1.00000000                                                       | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      200000 | NS      | $176269.99    | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29                              | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                                | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1418000 | NS      | $1284285.38   | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 10/09/26/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 184 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      500000 | NS      | $487359.82    | 0.01%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELEREAL 6.1645% 12/10/31 /GBP                              | TELEREAL SECURITISATION /GBP/ REGD SER B4 6.16450000                                           | CUSIP: G8738KAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       43400 | NS      | $52034.64     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.75% 10/12/10                              | UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000                                             | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       80000 | NS      | $67211.23     | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.179% 06/30/26/EUR/                              | NATIONAL GRID PLC /EUR/ REGD REG S EMTN 2.17900000                                             | CUSIP: G6S98DHG2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     3925000 | NS      | $3964794.34   | 0.05%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 0.142% 06/26/24/EUR/                              | EXXON MOBIL CORPORATION /EUR/ REGD 0.14200000                                                  | CUSIP: U30276AC0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $3576892.55   | 0.05%             | 2024-06-26      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECO 0.5% 05/28/28/EUR/                              | FOMENTO ECONOMICO MEX /EUR/ REGD 0.50000000                                                    | CUSIP: P4182HAG2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     1000000 | NS      | $872331.10    | 0.01%             | 2028-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THALES SA 1% 05/15/28/EUR/                                  | THALES SA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: F9156MFT0<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |     3300000 | NS      | $3059167.27   | 0.04%             | 2028-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIE 4.3% 06/15/28                              | EDWARDS LIFESCIENCES COR REGD 4.30000000                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |      705000 | NS      | $677330.34    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 0.8% 11/13/25                              | CATERPILLAR FINL SERVICE REGD MTN 0.80000000                                                   | CUSIP: 14913R2H9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $134671.46    | 0.00%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.05% 05/24/24/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN SER EARN 0.05000000                             | CUSIP: B3821S8A8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2056351.54   | 0.03%             | 2024-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OEBB-INFR 3.375% 05/18/32/EUR/                              | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.37500000                                               | CUSIP: A7314PAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |        4000 | NS      | $4352.32      | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7677 2.5% 03/01/51                                 | FANNIE MAE POOL UMBS P#FM7677 2.50000000                                                       | CUSIP: 3140XBQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3243881 | NS      | $2777062.59   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS BDS        4.25% 11/15/40               | UNITED STATES TREAS BDS        4.25% 11/15/40 4.25000000                                       | CUSIP: 912810QL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    19769000 | NS      | $20324230.95  | 0.26%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.9% 03/15/62                              | BRISTOL-MYERS SQUIBB CO REGD 3.90000000                                                        | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      190000 | NS      | $148086.61    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC 3.017% 08/10/29                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 SER 2019-GC41 CL AS REGD 3.01780000              | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | NS      | $209178.25    | 0.00%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 06/15/27/EUR/                              | UBS GROUP AG /EUR/ REGD V/R REG S EMTN 2.75000000                                              | CUSIP: H42097DG9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | NS      | $2024910.28   | 0.03%             | 2027-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.3% 08/15/52                              | WILLIAMS COMPANIES INC REGD 5.30000000                                                         | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      220000 | NS      | $198010.09    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP  3.05% 10/01/51                              | PACKAGING CORP OF AMERIC REGD 3.05000000                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      105000 | NS      | $67512.82     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHR 4165 TI 3% 12/15/42                                     | FREDDIE MAC REMICS SER 4165 CL TI 3.00000000                                                   | CUSIP: 3137AYSK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      524061 | NS      | $37022.52     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REP OF PHIL 9.50% 2/2/30                                    | REPUBLIC OF PHILIPPINES REGD 9.50000000                                                        | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      100000 | NS      | $126880.00    | 0.00%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3174 3% 07/01/50                                   | FREDDIE MAC POOL UMBS P#RA3174 3.00000000                                                      | CUSIP: 3133KJQ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154280 | NS      | $136957.21    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/17/25/EUR/                              | UBS GROUP AG /EUR/ REGD V/R REG S 1.25000000                                                   | CUSIP: H4209UAJ5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $205720.79    | 0.00%             | 2025-04-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                              | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1310000 | NS      | $1148776.28   | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| ENI SPA 0.625% 01/23/30/EUR/                                | ENI SPA /EUR/ REGD REG S EMTN 0.62500000                                                       | CUSIP: T3666JJV9<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $418591.97    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 01/21/40/EUR/                              | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 1.25000000                                            | CUSIP: M2R92QAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      720000 | NS      | $504141.35    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPO 4% 05/12/50                              | BERKLEY (WR) CORPORATION REGD 4.00000000                                                       | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      700000 | NS      | $533608.72    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 02/15/78                              | ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000                                                   | CUSIP: 29379VBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | NS      | $458407.32    | 0.01%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 09/13/28                              | MIZUHO FINANCIAL GROUP REGD V/R 5.41400000                                                     | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2900000 | NS      | $2901230.99   | 0.04%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.6% 10/31/29/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.60000000                                                 | CUSIP: E8922AHV5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      440000 | NS      | $396114.96    | 0.01%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 12/20/49/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 65 0.40000000                                             | CUSIP: J2S39K7E0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   517250000 | NS      | $2994563.78   | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51                              | GINNIE MAE II POOL P#MA7534 2.50000000                                                         | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1653258 | NS      | $1438313.02   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 3.125% 06/03/33/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 3.12500000                                                   | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $895996.61    | 0.01%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 0.875% 05/10/46/EUR/                              | SOCIETE DU GRAND PARIS /EUR/ REGD REG S EMTN 0.87500000                                        | CUSIP: F45204CH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $60015.85     | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF 0% 10/13/27/EUR/                                       | EFSF /EUR/ REGD REG S 0.00000000                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     4325000 | NS      | $4017196.62   | 0.05%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-23 GI 2% 02/20/51                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-23 CL GI 2.00000000                          | CUSIP: 38382NVV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12381786 | NS      | $1425358.96   | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8684 3% 03/01/52                                   | FREDDIE MAC POOL UMBS P#QD8684 3.00000000                                                      | CUSIP: 3133B6UH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1327835 | NS      | $1170197.03   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7472 2.5% 07/20/51                              | GINNIE MAE II POOL P#MA7472 2.50000000                                                         | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8779609 | NS      | $7637367.01   | 0.10%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JAN 23                                   | FNMA 30YR TBA 6.5% JAN 23      TO BE ANNOUNCED 6.50000000                                      | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7500000 | NS      | $7683984.38   | 0.10%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALT 3.079% 06/15/24                              | CARDINAL HEALTH INC REGD 3.07900000                                                            | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9710.82      | 0.00%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS I 4.45% 04/01/26                              | NEWELL BRANDS INC REGD 4.45000000                                                              | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      650000 | NS      | $611516.93    | 0.01%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30                                  | NISOURCE INC REGD 3.60000000                                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       25000 | NS      | $22336.38     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3516 3% 05/01/52                                   | FANNIE MAE POOL UMBS P#CB3516 3.00000000                                                       | CUSIP: 3140QN4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1443843 | NS      | $1269918.59   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 04/10/27/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000                                          | CUSIP: Y1456TFA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   110000000 | NS      | $16580165.17  | 0.21%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8112 2.5% 07/01/36                                 | FREDDIE MAC POOL UMBS P#SB8112 2.50000000                                                      | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1374824 | NS      | $1263041.25   | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 1.9% 02/21/25                                     | AMGEN INC REGD 1.90000000                                                                      | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | NS      | $187759.46    | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINA 0.5% 11/29/26/EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: L4806FAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | NS      | $470262.59    | 0.01%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNR 2012-53 IO 3.5% 05/25/27                                | FANNIE MAE REMICS SER 2012-53 CL IO 3.50000000                                                 | CUSIP: 3136A5Q41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519649 | NS      | $25053.47     | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 1% 04/18/39/EUR/                              | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: D5557EKE0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       50000 | NS      | $38435.58     | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 07/22/28                                     | US BANCORP REGD V/R 4.54800000                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | NS      | $97649.02     | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 11/15/27/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 5.85000000                                             | CUSIP: T9520LDE1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     6500000 | NS      | $7061026.56   | 0.09%             | 2027-11-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 02/20/30/AUD/                              | NEW S WALES TREASURY CRP /AUD/ REGD REG S 3.00000000                                           | CUSIP: Q6715PJK6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      200000 | NS      | $124093.49    | 0.00%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.25% 01/14/31/EUR/                                 | BPCE SA /EUR/ REGD REG S 0.25000000                                                            | CUSIP: F1883FTQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1900000 | NS      | $1517461.44   | 0.02%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.625% 05/22/24                                   | AMGEN INC REGD 3.62500000                                                                      | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9806.05      | 0.00%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  2.973% 09/16/62                              | UNION PACIFIC CORP REGD 2.97300000                                                             | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      150000 | NS      | $97263.16     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MERCIALYS S 1.8% 02/27/26/EUR/                              | MERCIALYS SA /EUR/ REGD REG S 1.80000000                                                       | CUSIP: F61573HL2<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $911445.34    | 0.01%             | 2026-02-27      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 11/24/45/EUR/                              | LAND BERLIN /EUR/ REGD REG S 0.12500000                                                        | CUSIP: D09856B67<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       90000 | NS      | $50167.10     | 0.00%             | 2045-11-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 12/03/35/GBP/                              | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R REG S 2.70700000                                       | CUSIP: G55365GE7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      600000 | NS      | $537838.58    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.01% 09/15/28/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S EMTN 0.01000000                                             | CUSIP: D8509RF67<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $44710.66     | 0.00%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BA 1.125% 02/16/27/EUR/                              | NORDEA BANK ABP /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: X5S8VM7P2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     2000000 | NS      | $1937741.40   | 0.02%             | 2027-02-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                              | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4115000 | NS      | $3283982.21   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENT 2.7% 09/15/51                              | TEXAS INSTRUMENTS INC REGD 2.70000000                                                          | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      260000 | NS      | $180060.83    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGI 4.5% 03/21/49                              | TRANE TECHNOLOGIES LUX REGD 4.50000000                                                         | CUSIP: 456873AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       15000 | NS      | $12239.83     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 5% 01/15/28                              | TARGA RESOURCES PARTNERS REGD 5.00000000                                                       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      499000 | NS      | $476025.34    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 01/19/22/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                      | CUSIP: D5S07LHQ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      150000 | NS      | $85122.29     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.25% 08/29/25/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: D4900LVQ2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      300000 | NS      | $298513.60    | 0.00%             | 2025-08-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC CIT 2.65% 12/20/27/CAD/                              | QUEBEC CITY /CAD/ REGD 2.65000000                                                              | CUSIP: 747874QC2<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      565000 | NS      | $386825.13    | 0.00%             | 2027-12-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WENDEL SE 1.375% 04/26/26/EUR/                              | WENDEL SE /EUR/ REGD REG S 1.37500000                                                          | CUSIP: F98370BE2<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $976440.92    | 0.01%             | 2026-04-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35                                    | ABBVIE INC REGD 4.50000000                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       25000 | NS      | $23224.96     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN B V/R 12/20/32/EUR/                              | RAIFFEISEN BANK INTL /EUR/ REGD V/R 7.37500000                                                 | CUSIP: A6S36JBB7<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      800000 | NS      | $848310.20    | 0.01%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4466 2.5% 11/01/51                                 | FANNIE MAE POOL UMBS P#MA4466 2.50000000                                                       | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5467912 | NS      | $4649606.85   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8488 4% 12/20/52                                | GINNIE MAE II POOL P#MA8488 4.00000000                                                         | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425000 | NS      | $402675.24    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER IN 1% 05/19/31/EUR/                              | BORGWARNER INC /EUR/ REGD 1.00000000                                                           | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1190351.08   | 0.02%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.375% 10/31/26/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S 0.37500000                                                      | CUSIP: T9T20LMD7<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $95210.10     | 0.00%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 5.099% 07/03/25                              | NOMURA HOLDINGS INC REGD 5.09900000                                                            | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2700000 | NS      | $2671866.00   | 0.03%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6959 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#RA6959 2.50000000                                                      | CUSIP: 3133KNWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      705670 | NS      | $599387.54    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 2.125% 01/07/30/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD 2.12500000                                                 | CUSIP: F2276HCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $99134.16     | 0.00%             | 2030-01-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28                                      | EQT CORP REGD 5.70000000                                                                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      400000 | NS      | $397826.41    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/21/25                                 | MORGAN STANLEY REGD V/R MTN 1.16400000                                                         | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1240000 | NS      | $1139731.95   | 0.01%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| VERIZON C 0.875% 04/08/27/EUR/                              | VERIZON COMMUNICATIONS /EUR/ REGD 0.87500000                                                   | CUSIP: 92343VEV2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      475000 | NS      | $450087.02    | 0.01%             | 2027-04-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASSICURAZION V/R 06/08/48/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD V/R REG S EMTN 5.00000000                                    | CUSIP: T0486VAD5<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1062383.07   | 0.01%             | 2048-06-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 4.507% 11/01/51                              | DALLAS-FORT WORTH TX INTERNATI REGD B/E 4.50700000                                             | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | NS      | $89881.93     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| COMMONWEA 1.125% 01/18/28/EUR/                              | COMMONWEALTH BANK AUST /EUR/ REGD REG S 1.12500000                                             | CUSIP: Q2693DM81<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $947496.36    | 0.01%             | 2028-01-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AVNET INC 5.5% 06/01/32                                     | AVNET INC REGD 5.50000000                                                                      | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      530000 | NS      | $490993.35    | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  3.25% 10/01/49                              | UNION ELECTRIC CO REGD 3.25000000                                                              | CUSIP: 906548CQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $28529.55     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 07/31/27                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CAD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      315000 | NS      | $267663.87    | 0.00%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3.7% 03/15/52                              | PROGRESSIVE CORP REGD 3.70000000                                                               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      150000 | NS      | $115664.64    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAA 1.875% 11/05/31/EUR/                              | PERUSAHAAN LISTRIK NEGAR /EUR/ REGD REG S 1.87500000                                           | CUSIP: Y6862HAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1000000 | NS      | $763316.47    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.7% 10/31/48/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD SER 30Y 2.70000000                                         | CUSIP: E8922AFN5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1014000 | NS      | $885241.10    | 0.01%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| KFW 0% 09/15/28/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S475WF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      585000 | NS      | $527653.54    | 0.01%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.7% 04/01/60                                   | NVIDIA CORP REGD 3.70000000                                                                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7442.30      | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGK 0.01% 01/21/31/EUR/                              | DNB BOLIGKREDITT AS /EUR/ REGD REG S 0.01000000                                                | CUSIP: R1815VHQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $82176.52     | 0.00%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                                   | BOEING CO REGD 5.70500000                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2300000 | NS      | $2193283.15   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 08/15/26                              | WELLS FARGO & COMPANY REGD V/R MTN 4.54000000                                                  | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       65000 | NS      | $63735.18     | 0.00%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL  3.95% 05/23/25                              | CNH INDUSTRIAL CAP LLC REGD 3.95000000                                                         | CUSIP: 12592BAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | NS      | $1033872.02   | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT 5.1% 06/18/50                              | REPUBLICA ORIENT URUGUAY REGD 5.10000000                                                       | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      150000 | NS      | $146910.96    | 0.00%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2270 3% 05/01/45                                   | FANNIE MAE POOL UMBS P#MA2270 3.00000000                                                       | CUSIP: 31418BQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340141 | NS      | $301676.63    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN  V/R 04/07/81/EUR/                              | JT INTL FIN SERVICES BV /EUR/ REGD V/R REG S 2.37500000                                        | CUSIP: N484BNDP0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $2851954.92   | 0.04%             | 2081-04-07      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 4.3% 01/27/45                                | MORGAN STANLEY REGD MTN 4.30000000                                                             | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      170000 | NS      | $145390.80    | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 11/19/30/EUR/                                     | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                        | CUSIP: F961A7BG4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $166902.85    | 0.00%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 02/20/29/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                      | CUSIP: A0654ULS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      739000 | NS      | $681683.90    | 0.01%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 05/25/31/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                      | CUSIP: F1270CXN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $81794.80     | 0.00%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.68% 02/26/26/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1904 3.68000000                                          | CUSIP: Y1456THE9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    76500000 | NS      | $11335276.05  | 0.14%             | 2026-02-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CLOVERIE P 1.75% 09/16/24/EUR/                              | CLOVERIE PLC ZURICH INS /EUR/ REGD REG S EMTN 1.75000000                                       | CUSIP: G2R35ECP1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | NS      | $517343.12    | 0.01%             | 2024-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALD SA 1.25% 03/02/26/EUR/                                  | ALD SA /EUR/ REGD REG S EMTN 1.25000000                                                        | CUSIP: F3670XAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2934831.45   | 0.04%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHR 4888 IB 4% 03/15/47                                     | FREDDIE MAC REMICS SER 4888 CL IB 4.00000000                                                   | CUSIP: 3137FM6U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371968 | NS      | $56009.70     | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION OF I 0.5% 06/14/25/EUR/                              | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: F49497BJ2<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $200648.14    | 0.00%             | 2025-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.4% 06/01/41                              | BURLINGTN NORTH SANTA FE REGD 5.40000000                                                       | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $70937.82     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE 1.625% 12/13/32/EUR/                              | KLEPIERRE SA /EUR/ REGD REG S EMTN 1.62500000                                                  | CUSIP: F5S74MRN7<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $782635.95    | 0.01%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUI 2.25% 11/22/24/EUR/                              | UTAH ACQUISITION SUB /EUR/ REGD REG S SER . 2.25000000                                         | CUSIP: N59465BC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1032926.30   | 0.01%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9862 3% 05/01/30                                   | FANNIE MAE POOL UMBS P#AL9862 3.00000000                                                       | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25465 | NS      | $24518.05     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 4.9% 11/30/46                              | ABBOTT LABORATORIES REGD 4.90000000                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      685000 | NS      | $667831.02    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CEPSA FINA 2.25% 02/13/26/EUR/                              | CEPSA FINANCE SA /EUR/ REGD REG S EMTN 2.25000000                                              | CUSIP: E2837KAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      100000 | NS      | $99617.15     | 0.00%             | 2026-02-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC  7% 04/30/40  /GBP/                                | AT&T INC  7% 04/30/40  /GBP/ 7.00000000                                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | NS      | $541656.00    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 10/16/23/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.00000000                                   | CUSIP: B3821SRY5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3200000 | NS      | $3355088.25   | 0.04%             | 2023-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 09/07/39/GBP/                              | TSY REGD /GBP/ 4.25000000                                                                      | CUSIP: G4527HPF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      894000 | NS      | $1107548.92   | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-104384.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMIT 1.75% 11/19/25/EUR/                              | ARCELORMITTAL /EUR/ REGD REG S EMTN 1.75000000                                                 | CUSIP: L0302DJF1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1512096.23   | 0.02%             | 2025-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.65% 09/01/26                              | DUKE ENERGY CORP REGD 2.65000000                                                               | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       30000 | NS      | $27768.29     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EDENRED 1.375% 06/18/29/EUR/                                | EDENRED /EUR/ REGD REG S 1.37500000                                                            | CUSIP: F3192LDK2<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $921034.43    | 0.01%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4441 1.5% 10/01/36                                 | FANNIE MAE POOL UMBS P#MA4441 1.50000000                                                       | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      390352 | NS      | $338464.34    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 07/31/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CAB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5255000 | NS      | $4745716.61   | 0.06%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.25% 11/18/49                                  | EQUINOR ASA REGD 3.25000000                                                                    | CUSIP: 29446MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       30000 | NS      | $21978.40     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7649 2.5% 12/01/50                                 | FANNIE MAE POOL UMBS P#BQ7649 2.50000000                                                       | CUSIP: 3140KTQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6772759 | NS      | $5772467.50   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 1% 09/25/25/EUR/                               | CAIXABANK SA /EUR/ REGD REG S 1.00000000                                                       | CUSIP: E2R23ZHT7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | NS      | $300365.91    | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                              | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                       | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $33430.01     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 4.6% 06/01/32                               | XCEL ENERGY INC REGD 4.60000000                                                                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      165000 | NS      | $158071.19    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD' 2.375% 05/31/29/EUR/                              | MCDONALD'S CORP /EUR/ REGD REG S EMTN SER GMTN 2.37500000                                      | CUSIP: U58013DJ6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1479790.05   | 0.02%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/28/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                      | CUSIP: A0654UWN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      490000 | NS      | $442590.39    | 0.01%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/19/26/GBP/                              | NATWEST GROUP PLC /GBP/ REGD V/R REG S EMTN 2.87500000                                         | CUSIP: G6382GAU6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2218776.17   | 0.03%             | 2026-09-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/25/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 74 0.80000000                                                   | CUSIP: B5S936BE0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      739000 | NS      | $756058.02    | 0.01%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| ITALGAS S 1.125% 03/14/24/EUR/                              | ITALGAS SPA /EUR/ REGD REG S EMTN 1.12500000                                                   | CUSIP: T5R7AHAC9<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      850000 | NS      | $879184.87    | 0.01%             | 2024-03-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/30/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 360 0.10000000                                            | CUSIP: J2S39LGZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   510250000 | NS      | $3772988.49   | 0.05%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV3013 2% 02/01/52                                   | FANNIE MAE POOL UMBS P#BV3013 2.00000000                                                       | CUSIP: 3140MGK34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2894316 | NS      | $2362398.12   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.25% 05/12/61                               | AMAZON.COM INC REGD 3.25000000                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      225000 | NS      | $155438.72    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNGE FINA 1.85% 06/16/23/EUR/                              | BUNGE FINANCE EUROPE BV /EUR/ REGD 1.85000000                                                  | CUSIP: N1760RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | NS      | $319073.95    | 0.00%             | 2023-06-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7534 3.5% 04/01/50                                 | FANNIE MAE POOL UMBS P#FM7534 3.50000000                                                       | CUSIP: 3140XBLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177470 | NS      | $163128.55    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 3.496% 03/24/25                              | BANCO SANTANDER SA REGD 3.49600000                                                             | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $192726.57    | 0.00%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230119 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20592.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.85% 05/23/49/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 1.85000000                                                      | CUSIP: A0654UXC0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      350000 | NS      | $290612.83    | 0.00%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                                  | AMDOCS LTD REGD 2.53800000                                                                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     1135000 | NS      | $923640.10    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 1.375% 03/27/25/EUR/                               | ENGIE SA /EUR/ REGD REG S 1.37500000                                                           | CUSIP: F3R09R5D8<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1018920.66   | 0.01%             | 2025-03-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/31/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N81728AM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1167000 | NS      | $988089.19    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6543 4% 03/20/50                                | GINNIE MAE II POOL P#MA6543 4.00000000                                                         | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225504 | NS      | $216242.11    | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51                              | GINNIE MAE II POOL P#MA7367 2.50000000                                                         | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6869841 | NS      | $5982681.87   | 0.08%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 3.6% 09/15/37                              | UNION PACIFIC CORP REGD 3.60000000                                                             | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       50000 | NS      | $42442.26     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 07/01/29/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                     | CUSIP: V81778FF0<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      280000 | NS      | $206853.82    | 0.00%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASML HOLD 0.625% 05/07/29/EUR/                              | ASML HOLDING NV /EUR/ REGD REG S 0.62500000                                                    | CUSIP: N07046GH7<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |     1100000 | NS      | $992015.97    | 0.01%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.65% 12/01/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 2.65000000                                    | CUSIP: T6052BR83<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      660000 | NS      | $667094.77    | 0.01%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/25/52                                 | MORGAN STANLEY REGD V/R MTN 2.80200000                                                         | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       45000 | NS      | $27924.00     | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CR 3% 05/21/24/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: F0732Z5T4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2125057.30   | 0.03%             | 2024-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC 2.8% 12/21/51                              | EMERSON ELECTRIC CO REGD 2.80000000                                                            | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      169000 | NS      | $109616.26    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 03/17/25/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD EMTN 1.12500000                                                    | CUSIP: D1821YDC7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | NS      | $813194.30    | 0.01%             | 2025-03-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 0.125% 03/15/29/EUR/                              | COCA-COLA CO/THE /EUR/ REGD 0.12500000                                                         | CUSIP: 191216CZ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3300000 | NS      | $2894659.45   | 0.04%             | 2029-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EFSF 2.375% 06/21/32/EUR/                                   | EFSF /EUR/ REGD REG S 2.37500000                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     8900000 | NS      | $8945933.74   | 0.11%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6707 4.125% 08/01/31                               | FANNIE MAE POOL UMBS P#BS6707 4.12500000                                                       | CUSIP: 3140LHNZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2291000 | NS      | $2233823.35   | 0.03%             | 2031-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 0.5% 04/06/29/EUR/                                 | ACEA SPA /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: T0040KAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $83108.43     | 0.00%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL B 0.75% 03/13/25/EUR/                              | NATIONAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: C6020PDZ4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $101011.00    | 0.00%             | 2025-03-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBRD 0% 01/15/27/EUR/                                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GMTN 0.00000000              | CUSIP: U4586F5F0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2125000 | NS      | $2011841.16   | 0.03%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 1% 07/17/28/EUR/                                  | SODEXO SA /EUR/ REGD REG S 1.00000000                                                          | CUSIP: F84941MM6<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $474532.62    | 0.01%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INFINEON  1.125% 06/24/26/EUR/                              | INFINEON TECHNOLOGIES AG /EUR/ REGD EMTN 1.12500000                                            | CUSIP: D35415BJ2<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |     1400000 | NS      | $1372505.27   | 0.02%             | 2026-06-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.25% 09/01/36/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.25000000                                         | CUSIP: T6247A6B7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1014000 | NS      | $824920.72    | 0.01%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUB 1.5% 04/24/40/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 125 1.50000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     3380000 | NS      | $89290.19     | 0.00%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 5.7% 05/25/24/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 58 5.70000000                                              | CUSIP: X1761RCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |      140000 | NS      | $6198.09      | 0.00%             | 2024-05-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 11/14/27/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S EMTN 4.87500000                                              | CUSIP: N4578ELK2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     5300000 | NS      | $5776390.86   | 0.07%             | 2027-11-14      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4044 3.5% 06/01/35                                 | FANNIE MAE POOL UMBS P#MA4044 3.50000000                                                       | CUSIP: 31418DP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30839 | NS      | $29550.75     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.625% 07/15/27                              | NEXTERA ENERGY CAPITAL REGD 4.62500000                                                         | CUSIP: 65339KCH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $196962.65    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASB FINANCE 0.5% 09/24/29/EUR/                              | ASB FINANCE LTD /EUR/ REGD REG S EMTN 0.50000000                                               | CUSIP: G0R91TCN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |     1000000 | NS      | $833827.01    | 0.01%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON 0.894% 12/10/25                              | CENTRAL NIPPON EXPRESSWY REGD REG S 0.89400000                                                 | CUSIP: J05755FB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      200000 | NS      | $177178.00    | 0.00%             | 2025-12-10      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/44/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 43 1.70000000                                             | CUSIP: J2615QSC0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    64500000 | NS      | $523735.68    | 0.01%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.75% 08/16/41/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: D5S07LEC1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      360000 | NS      | $252906.14    | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET 1.125% 02/11/27/GBP/                              | LVMH MOET HENNESSY VUITT /GBP/ REGD EMTN 1.12500000                                            | CUSIP: F58485BJ5<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1265039.42   | 0.02%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 11/15/46                                | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $403906.25    | 0.01%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO FI 1.875% 03/27/27/EUR/                              | DIAGEO FINANCE PLC /EUR/ REGD REG S EMTN 1.87500000                                            | CUSIP: G2756XVH2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1006552.68   | 0.01%             | 2027-03-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.272% 01/15/36                              | VERIZON COMMUNICATIONS REGD SER WI 4.27200000                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       25000 | NS      | $22507.85     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.85% 04/30/30/EUR/                              | BASQUE GOVERNMENT /EUR/ REGD REG S 0.85000000                                                  | CUSIP: E5R036AN8<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       50000 | NS      | $44624.50     | 0.00%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 03/11/27/EUR/                              | BANCO DE SABADELL SA /EUR/ REGD V/R REG S 1.12500000                                           | CUSIP: E1581BP66<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     2900000 | NS      | $2774571.88   | 0.04%             | 2027-03-11      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| CRH SMW FI 1.25% 11/05/26/EUR/                              | CRH SMW FINANCE DAC /EUR/ REGD REG S EMTN 1.25000000                                           | CUSIP: G2549BCX8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $978065.86    | 0.01%             | 2026-11-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 2.25% 09/20/27/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 2.25000000                                              | CUSIP: D1T7GB3Q7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $102500.94    | 0.00%             | 2027-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 3.875% 09/30/27                              | WI TREAS. NT/BD REGD 4.12500000                                                                | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     1007000 | NS      | $1012389.02   | 0.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.45% 11/01/28                                    | BOEING CO REGD 3.45000000                                                                      | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | NS      | $89629.19     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.539% 08/03/28/EUR/                              | PROSUS NV /EUR/ REGD REG S EMTN 1.53900000                                                     | CUSIP: N7163RAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $865386.02    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION C 1.35% 03/15/26                              | WESTERN UNION CO/THE REGD 1.35000000                                                           | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1664971.84   | 0.02%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/49/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HPB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1387000 | NS      | $1737986.42   | 0.02%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1563 4.5% 04/01/48                                 | FANNIE MAE POOL UMBS P#CA1563 4.50000000                                                       | CUSIP: 3140Q8WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5871 | NS      | $5743.95      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA 2% 10/02/25/EUR/                                | EUTELSAT SA /EUR/ REGD REG S 2.00000000                                                        | CUSIP: F3692FAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $933625.06    | 0.01%             | 2025-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE K 0.01% 11/07/29/EUR/                              | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 0.01000000                                             | CUSIP: D1895QEH3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $43247.36     | 0.00%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY O 0% 03/24/31/EUR/                              | GRAND DUCHY OF LUXEMBOUR /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AN8<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |      103000 | NS      | $86548.59     | 0.00%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.75% 12/10/51                               | MERCK & CO INC REGD 2.75000000                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       30000 | NS      | $20142.83     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/38/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 164 0.50000000                                            | CUSIP: J2S39KG67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   649700000 | NS      | $4567058.33   | 0.06%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                                   | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                       | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983557 | NS      | $804371.38    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HART 2020-A A3 1.41% 11/15/24                               | HYUNDAI AUTO RECEIVABLES TRUST 2020-A SER 2020-A CL A3 REGD 1.41000000                         | CUSIP: 44891LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50781 | NS      | $50077.58     | 0.00%             | 2024-11-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3% 07/15/25                                    | UNITED STATES TREASURY NOTE 3.00000000                                                         | CUSIP: 91282CEY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $969335.94    | 0.01%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.15% 10/15/25                              | UNITEDHEALTH GROUP INC REGD 5.15000000                                                         | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       15000 | NS      | $15184.16     | 0.00%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.2% 06/15/49                              | DUKE ENERGY CORP REGD 4.20000000                                                               | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       20000 | NS      | $15895.63     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENI SPA V/R /PERP//EUR/                                     | ENI SPA /EUR/ REGD V/R /PERP/ REG S SER NC9 3.37500000                                         | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $886760.76    | 0.01%             | 2171-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7537 2% 03/01/51                                   | FREDDIE MAC POOL UMBS P#SD7537 2.00000000                                                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1241954 | NS      | $1016311.41   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT  0% 05/29/24/EUR/                              | DEXIA CREDIT LOCAL /EUR/ REGD REG S EMTN 0.00000000                                            | CUSIP: F3R304EJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      300000 | NS      | $306914.82    | 0.00%             | 2024-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                                 | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1340000 | NS      | $1329110.11   | 0.02%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.375% 09/10/24/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 2409 1.37500000                                             | CUSIP: Y7277FZZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  6317140000 | NS      | $4802804.79   | 0.06%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP 2% 02/15/24/EUR/                              | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: L1051PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | NS      | $507553.86    | 0.01%             | 2024-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU5859 3% 11/01/51                                   | FANNIE MAE POOL UMBS P#BU5859 3.00000000                                                       | CUSIP: 3140M7QM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      403085 | NS      | $355432.72    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 1.75% 02/28/28/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S SER 829 1.75000000                                      | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      100000 | NS      | $100115.33    | 0.00%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 0% 10/01/40/DKK/                              | REALKREDIT DANMARK /DKK/ REGD REG S SER 22S 0.00000000                                         | CUSIP: K8094KXG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       43833 | NS      | $4746.56      | 0.00%             | 2040-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BJ1865 4.5% 09/20/48                              | GINNIE MAE II POOL P#BJ1865 4.50000000                                                         | CUSIP: 3617HPCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      392240 | NS      | $369880.02    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNIFY N 2.375% 05/11/27/EUR/                              | SIGNIFY NV /EUR/ REGD REG S 2.37500000                                                         | CUSIP: N8063KAA5<br>LEI: 549300072P3J1X8NZO35 | Long             | DBT              | CORP              | NL        |      175000 | NS      | $176181.23    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INFINEON TECH 2% 06/24/32/EUR/                              | INFINEON TECHNOLOGIES AG /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: D35415BG8<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1782192.17   | 0.02%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.25% 07/30/24/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD SER 5YR 0.25000000                                         | CUSIP: E8922AHN3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1223000 | NS      | $1256951.01   | 0.02%             | 2024-07-30      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 10/31/27                                  | UNITED STATES TREASURY NOTE 0.50000000                                                         | CUSIP: 91282CAU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $593140.63    | 0.01%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FR 1.275% 02/14/42/EUR/                              | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.27500000                                       | CUSIP: F49540AH4<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $71484.65     | 0.00%             | 2042-02-14      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/05/28/EUR/                              | UBS GROUP AG /EUR/ REGD V/R REG S EMTN 0.25000000                                              | CUSIP: H42097BW6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1200000 | NS      | $1048775.51   | 0.01%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 LI 3% 12/25/50                                  | FANNIE MAE REMICS SER 2020-89 CL LI 3.00000000                                                 | CUSIP: 3136BCL40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11790202 | NS      | $2005312.94   | 0.03%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/28/26                                   | ING GROEP NV REGD V/R 3.86900000                                                               | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | NS      | $192591.94    | 0.00%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2045 5.5% 12/01/52                                 | FREDDIE MAC POOL UMBS P#SD2045 5.50000000                                                      | CUSIP: 3132DPHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      350000 | NS      | $355595.01    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8565 3% 05/01/30                                   | FREDDIE MAC POOL UMBS P#ZS8565 3.00000000                                                      | CUSIP: 3132A9QS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5762 | NS      | $5517.85      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                              | BANK OF AMERICA CORP REGD V/R 1.73400000                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1465000 | NS      | $1284281.79   | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/12/31/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                              | CUSIP: Y5325PBW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3000000 | NS      | $470527.55    | 0.01%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIE FINANCE 0.5% 09/04/24/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.50000000                                            | CUSIP: F23069LB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $102165.03    | 0.00%             | 2024-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.75% 02/15/51                                 | BROADCOM INC REGD 144A P/P 3.75000000                                                          | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       65000 | NS      | $45564.08     | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GNMAII JMBO 30YR TBA 3% FEB 23                              | GNMAII JMBO 30YR TBA 3% FEB 23 TO BE ANNOUNCED 3.00000000                                      | CUSIP: 21H030625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17450000 | NS      | $15567408.67  | 0.20%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH  3.887% 04/15/49                              | ALLINA HEALTH SYSTEM REGD SER 2019 3.88700000                                                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |       40000 | NS      | $32050.31     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6600 3.5% 04/20/50                              | GINNIE MAE II POOL P#MA6600 3.50000000                                                         | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133452 | NS      | $123972.04    | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/40/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 08 4.75000000                                    | CUSIP: D20659KP8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1464000 | NS      | $2038073.37   | 0.03%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREA 4.25% 09/14/24                              | BANK OF MONTREA REGD MTN SER H 4.25000000                                                      | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      730000 | NS      | $720602.10    | 0.01%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE 1.875% 02/28/25/EUR/                              | MOLNLYCKE HOLDING AB /EUR/ REGD REG S 1.87500000                                               | CUSIP: W5659GAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1900000 | NS      | $1937226.51   | 0.02%             | 2025-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 6.875% 01/18/38/GBP/                              | GOLDMAN SACHS GROUP INC /GBP/ REGD 6.87500000                                                  | CUSIP: U38238C89<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      825000 | NS      | $1068752.89   | 0.01%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CZK/USD FWD 20230119 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39804.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4% 03/07/49                                  | MERCK & CO INC REGD 4.00000000                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       40000 | NS      | $33984.68     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 03/31/27                                  | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 91282CEF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $939804.69    | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.2% 07/15/48                                     | ONEOK INC REGD 5.20000000                                                                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       35000 | NS      | $29286.12     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 02/15/45/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 4.10000000                                                    | CUSIP: X0R4CRAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      640000 | NS      | $713795.91    | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| INTL DEVEL 0.35% 04/22/36/EUR/                              | INTL DEVELOPMENT ASSOC /EUR/ REGD 0.35000000                                                   | CUSIP: U4592BGW2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3500000 | NS      | $2603457.45   | 0.03%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/17/26                                 | MORGAN STANLEY REGD V/R MTN 4.67900000                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      965000 | NS      | $949222.56    | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 2.875% 09/15/29                              | ELEVANCE HEALTH INC REGD 2.87500000                                                            | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      545000 | NS      | $480102.64    | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 09/18/28/EUR/                               | SWEDBANK AB /EUR/ REGD V/R REG S EMTN 1.50000000                                               | CUSIP: W942328M5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1900000 | NS      | $1977859.68   | 0.03%             | 2028-09-18      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.86% 05/20/29/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000                                        | CUSIP: Y23862NQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    77800000 | NS      | $11760267.56  | 0.15%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 4.458% 10/01/62                              | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.45800000                                         | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       50000 | NS      | $43387.03     | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 1.2% 09/02/25                              | ROYALTY PHARMA PLC REGD SER WI 1.20000000                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      320000 | NS      | $286626.64    | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.242% 02/15/25                              | CARRIER GLOBAL CORP REGD SER WI 2.24200000                                                     | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18855.07     | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ILLINOIS  2.125% 05/22/30/EUR/                              | ILLINOIS TOOL WORKS INC /EUR/ REGD 2.12500000                                                  | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1449331.62   | 0.02%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.25% 05/21/32/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 158 1.25000000                                            | CUSIP: Q2R04NBY9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      570000 | NS      | $304355.25    | 0.00%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THERMO FIS 3.65% 11/21/34/EUR/                              | THERMO FISHER SCIENTIFIC /EUR/ REGD 3.65000000                                                 | CUSIP: U8836DAP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      700000 | NS      | $729215.36    | 0.01%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMADEUS I 0.875% 09/18/23/EUR/                              | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: E04648AQ9<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |     2000000 | NS      | $2104628.83   | 0.03%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO  2.5% 10/15/34/EUR/                              | MERCK & CO INC /EUR/ REGD 2.50000000                                                           | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      500000 | NS      | $484364.70    | 0.01%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERG SPA 0.875% 09/15/31/EUR/                                | ERG SPA /EUR/ REGD REG S EMTN 0.87500000                                                       | CUSIP: T3707ZAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     1300000 | NS      | $1034139.67   | 0.01%             | 2031-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ERG SPA 0.5% 09/11/27/EUR/                                  | ERG SPA /EUR/ REGD REG S EMTN 0.50000000                                                       | CUSIP: T3707ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     5000000 | NS      | $4525509.26   | 0.06%             | 2027-09-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEA 1% 03/20/62/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 15 1.00000000                                             | CUSIP: J2S39LUV4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    46350000 | NS      | $282765.38    | 0.00%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 0.125% 01/26/46/EUR/                              | LAND BRANDENBURG /EUR/ REGD REG S 0.12500000                                                   | CUSIP: D1R1PYCN9<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |      159000 | NS      | $89204.33     | 0.00%             | 2046-01-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 1.375% 05/22/32/EUR/                              | EQUINOR ASA /EUR/ REGD REG S EMTN 1.37500000                                                   | CUSIP: R2R90PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      825000 | NS      | $730632.69    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 4.2% 09/01/48                              | ENTERGY LOUISIANA LLC REGD 4.20000000                                                          | CUSIP: 29364WBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8225.39      | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8079 2% 12/01/35                                   | FREDDIE MAC POOL UMBS P#SB8079 2.00000000                                                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      776602 | NS      | $693601.74    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW 0% 02/18/25/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MJH9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      120000 | NS      | $120820.23    | 0.00%             | 2025-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784736 4.5% 05/20/49                              | GINNIE MAE II POOL P#784736 4.50000000                                                         | CUSIP: 3622AAEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286804 | NS      | $270718.02    | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 7.25% 11/01/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 7.25000000                                         | CUSIP: T6247AAE6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2200000 | NS      | $2660432.15   | 0.03%             | 2026-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP 2.8% 12/10/51                                  | DANAHER CORP REGD 2.80000000                                                                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      105000 | NS      | $70100.52     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                                  | ORACLE CORP REGD 3.95000000                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | NS      | $14339.58     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 2% 02/18/45/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S SER 30Y 2.00000000                                    | CUSIP: G4R49GAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      555000 | NS      | $475612.49    | 0.01%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HA 3.75% 11/01/27/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 3.75000000                                      | CUSIP: W9T10Z8W8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     1200000 | NS      | $1286479.63   | 0.02%             | 2027-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MMS USA HO 1.25% 06/13/28/EUR/                              | MMS USA HOLDINGS INC /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: F627A2AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | NS      | $3468195.85   | 0.04%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR23                                 | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -94 | NC      | $-11118437.50 | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR 3.2% 06/15/25                              | WESTINGHOUSE AIR BRAKE REGD 3.20000000                                                         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      350000 | NS      | $329767.16    | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN  0.875% 05/21/29/EUR/                              | AMERICAN TOWER CORP /EUR/ REGD 0.87500000                                                      | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $852720.45    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE B 1% 10/05/27/EUR/                              | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 1.00000000                                              | CUSIP: X5918MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $96639.15     | 0.00%             | 2027-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.7% 07/30/41/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.70000000                                                 | CUSIP: E892282K0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1064000 | NS      | $1270925.37   | 0.02%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED 0.75% 06/15/23/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: F07334QR3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $106219.47    | 0.00%             | 2023-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.625% 07/29/29                                 | PEPSICO INC REGD 2.62500000                                                                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      440000 | NS      | $389052.71    | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL  4% 11/23/51                              | JACKSON FINANCIAL INC REGD SER WI 4.00000000                                                   | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |        5000 | NS      | $3195.87      | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD2481 3% 12/01/51                                   | FREDDIE MAC POOL UMBS P#QD2481 3.00000000                                                      | CUSIP: 3133AYXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6593620 | NS      | $5799840.87   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4825 SE V/R 09/15/48                                    | FREDDIE MAC REMICS SER 4825 CL SE V/R 1.88214000                                               | CUSIP: 3137FH7E7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4346875 | NS      | $497520.23    | 0.01%             | 2048-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOL V/R /PERP//EUR/                              | CREDIT AGRICOLE ASSRNCES /EUR/ REGD V/R /PERP/ 4.50000000                                      | CUSIP: F22799AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $104102.47    | 0.00%             | 2171-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.125% 05/15/52                              | GEORGIA POWER CO REGD 5.12500000                                                               | CUSIP: 373334KR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | NS      | $168086.44    | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN I 0.04% 07/09/27/EUR/                              | CANADIAN IMPERIAL BANK /EUR/ REGD REG S EMTN 0.04000000                                        | CUSIP: C24283JJ0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $92053.35     | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 1.125% 07/05/26/GBP/                              | VOLKSWAGEN FIN SERV NV /GBP/ REGD REG S EMTN 1.12500000                                        | CUSIP: D2553KZL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1030786.99   | 0.01%             | 2026-07-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.8% 09/15/47                              | VIRGINIA ELEC & POWER CO REGD SER B 3.80000000                                                 | CUSIP: 927804FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $46288.63     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8873 3.5% 07/01/34                                 | FANNIE MAE POOL UMBS P#FM8873 3.50000000                                                       | CUSIP: 3140XC2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      485053 | NS      | $468521.41    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 05/27/30/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: F1R83CEH5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $84007.84     | 0.00%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 3.885% 07/01/16                              | MASS INSTITUTE OF TECH REGD 3.88500000                                                         | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      663000 | NS      | $481157.56    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABB FINANC 0.75% 05/16/24/EUR/                              | ABB FINANCE BV /EUR/ REGD REG S EMTN 0.75000000                                                | CUSIP: N0022VAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1550796.49   | 0.02%             | 2024-05-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.25000000                                  | CUSIP: G1279ML95<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1474661.53   | 0.02%             | 2171-06-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 4.25% 07/02/24                              | MARTIN MARIETTA MATERIAL REGD 4.25000000                                                       | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     4540000 | NS      | $4480800.13   | 0.06%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S 2.00000000                                        | CUSIP: F9382DAA2<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1900000 | NS      | $1542882.37   | 0.02%             | 2171-09-04      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8511 2% 05/01/36                                   | FREDDIE MAC POOL UMBS P#SB8511 2.00000000                                                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      292482 | NS      | $261217.01    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 2.4% 05/15/30/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.40000000                                            | CUSIP: G4R49GAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      330000 | NS      | $341792.64    | 0.00%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 0.85000000                                          | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     4975000 | NS      | $4765673.28   | 0.06%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND  V/R /PERP//EUR/                              | ASR NEDERLAND NV /EUR/ REGD V/R /PERP/ 5.00000000                                              | CUSIP: N0709GAE3<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1059745.48   | 0.01%             | 2171-09-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR23                                 | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -45 | NC      | $-5575706.33  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/48/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000                                             | CUSIP: J2S39KS98<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   231950000 | NS      | $1461935.39   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN G 1.5% 02/19/26/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 478 1.50000000                                             | CUSIP: R34155AU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     4500000 | NS      | $437937.90    | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ALBEMARLE 1.625% 11/25/28/EUR/                              | ALBEMARLE NEW HOLDING /EUR/ REGD REG S 1.62500000                                              | CUSIP: D0R02LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     3900000 | NS      | $3657724.92   | 0.05%             | 2028-11-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  2% 09/01/28/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1594 2.00000000                                       | CUSIP: W86201WU5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $175007.10    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS 2% 05/09/36/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 2.00000000                                                   | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $711849.24    | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN7405 2% 08/01/36                                   | FREDDIE MAC POOL UMBS P#QN7405 2.00000000                                                      | CUSIP: 3133GEGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1281770 | NS      | $1144415.85   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/41                                 | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810QN1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14400000 | NS      | $15753937.53  | 0.20%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK8739 4.5% 02/01/49                                 | FANNIE MAE POOL UMBS P#BK8739 4.50000000                                                       | CUSIP: 3140HNV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5271992 | NS      | $5139035.01   | 0.07%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 1.5% 05/25/28/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 1.50000000                                                   | CUSIP: F105C17W9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1442824.20   | 0.02%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 05/31/29                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $931210.94    | 0.01%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEIN 2.25% 05/25/28/EUR/                              | KRAFT HEINZ FOODS CO /EUR/ REGD REG S 2.25000000                                               | CUSIP: U5009LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $982405.47    | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO 1.25% 03/10/25/EUR/                              | KELLOGG CO /EUR/ REGD 1.25000000                                                               | CUSIP: 487836BN7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      500000 | NS      | $511001.78    | 0.01%             | 2025-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NAT GRID E 3.53% 09/20/28/EUR/                              | NAT GRID ELECTY EM /EUR/ REGD REG S EMTN 3.53000000                                            | CUSIP: G9554DAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3000000 | NS      | $3132286.50   | 0.04%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.6% 07/15/41                              | DEVON ENERGY CORPORATION REGD 5.60000000                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      575000 | NS      | $539589.08    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.75% 11/15/24/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD EMTN 0.75000000                                            | CUSIP: L32482BX5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3000000 | NS      | $3402275.30   | 0.04%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.35% 01/15/31                                    | ONEOK INC REGD 6.35000000                                                                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       90000 | NS      | $91689.14     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.893% 06/08/38/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0418 4.89300000                                             | CUSIP: Y2R35QCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     3010000 | NS      | $726862.90    | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CO 2.78% 07/01/51                              | AHS HOSPITAL CORP REGD SER 2021 2.78000000                                                     | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |      755000 | NS      | $474294.52    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 04/30/26                                 | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CBW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2237500.00   | 0.03%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.45% 11/15/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 1.45000000                                    | CUSIP: T6052BPC6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      950000 | NS      | $984741.73    | 0.01%             | 2024-11-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN D 1.5% 01/13/27                              | INTER-AMERICAN DEVEL BK REGD 1.50000000                                                        | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $901199.15    | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.43% 01/14/27/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2004 3.43000000                                          | CUSIP: Y1456THU3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    28000000 | NS      | $4114273.61   | 0.05%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1073 3% 03/01/52                                   | FANNIE MAE POOL UMBS P#FS1073 3.00000000                                                       | CUSIP: 3140XGFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1888610 | NS      | $1663803.13   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO  1.546% 06/15/26/EUR/                              | SUMITOMO MITSUI FINL GRP /EUR/ REGD REG S 1.54600000                                           | CUSIP: J7771XAP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6000000 | NS      | $5931055.04   | 0.08%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 3.85% 06/22/40                                  | VIATRIS INC REGD SER WI 3.85000000                                                             | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2200000 | NS      | $1481583.51   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8508 2% 02/01/36                                   | FREDDIE MAC POOL UMBS P#SB8508 2.00000000                                                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      753246 | NS      | $672769.41    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7933 5% 09/01/52                                   | FREDDIE MAC POOL UMBS P#RA7933 5.00000000                                                      | CUSIP: 3133KPY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      647689 | NS      | $645236.84    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.95% 02/15/30                              | VICI PROPERTIES LP REGD 4.95000000                                                             | CUSIP: 925650AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1645000 | NS      | $1565904.02   | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING BANK N 0.75% 02/18/29/EUR/                              | ING BANK NV /EUR/ REGD REG S EMTN 0.75000000                                                   | CUSIP: N4R82AHM1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $92493.94     | 0.00%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NA DEVELOPM 0.2% 11/28/28/CHF/                              | NA DEVELOPMENT BANK /CHF/ REGD REG S 0.20000000                                                | CUSIP: U6568AAF2<br>LEI: 5493008W785ZKQMVNG08 | Long             | DBT              | CORP              | N/A       |      200000 | NS      | $193615.70    | 0.00%             | 2028-11-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 2.25% 10/16/26/EUR/                              | VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 2.25000000                                        | CUSIP: D9452WKW8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       10000 | NS      | $10046.75     | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANC 0.01% 07/15/26/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.01000000                                            | CUSIP: F23069NG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $190761.04    | 0.00%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORSK HYD 1.125% 04/11/25/EUR/                              | NORSK HYDRO ASA /EUR/ REGD REG S 1.12500000                                                    | CUSIP: R61115DW9<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |     2700000 | NS      | $2698535.89   | 0.03%             | 2025-04-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  4.2% 10/15/49                              | LYB INT FINANCE III REGD 4.20000000                                                            | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $748905.32    | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSP 2.705% 12/01/50                              | METHODIST HOSPITAL/THE REGD SER 20A 2.70500000                                                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $962689.35    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EL 1.65% 03/15/26                              | SOUTHWESTERN ELEC POWER REGD SER N 1.65000000                                                  | CUSIP: 845437BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $44763.49     | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.3% 08/15/60                                | S&P GLOBAL INC REGD 2.30000000                                                                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      351000 | NS      | $192346.22    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.23% 11/27/25/CNH/                              | CHINA DEVELOPMENT BANK /CNH/ REGD REG S EMTN 3.23000000                                        | CUSIP: Y1456TKC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    10000000 | NS      | $1450084.53   | 0.02%             | 2025-11-27      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| RCI BANQU 4.125% 12/01/25/EUR/                              | RCI BANQUE SA /EUR/ REGD REG S EMTN 4.12500000                                                 | CUSIP: F7S48DSB1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     7000000 | NS      | $7438092.74   | 0.09%             | 2025-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3351 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#CB3351 2.50000000                                                       | CUSIP: 3140QNWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      718174 | NS      | $609966.17    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.95% 08/08/52                                    | APPLE INC REGD 3.95000000                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      285000 | NS      | $242182.26    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SC 0.1% 07/09/29/EUR/                              | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000                                                | CUSIP: A05599CL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      500000 | NS      | $442669.60    | 0.01%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKRE 2% 10/01/53/DKK/                              | JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 2.00000000                                             | CUSIP: K5S69JCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | NS      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.875% 11/15/43                              | PHILIP MORRIS INTL INC REGD 4.87500000                                                         | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      105000 | NS      | $92421.00     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 6.7% 02/25/32/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 6.70000000                                          | CUSIP: X5S007JK4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1440000 | NS      | $283261.57    | 0.00%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                              | TARGA RESOURCES CORP REGD 5.20000000                                                           | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1245000 | NS      | $1222056.63   | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC 3.3% 09/01/49                              | WISCONSIN PUBLIC SERVICE REGD 3.30000000                                                       | CUSIP: 976843BM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $38644.88     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WO 1.5% 04/30/30/EUR/                              | DEUTSCHE WOHNEN SE /EUR/ REGD REG S 1.50000000                                                 | CUSIP: D2046UBY6<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1665778.59   | 0.02%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7829 3.5% 01/20/52                              | GINNIE MAE II POOL P#MA7829 3.50000000                                                         | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4599350 | NS      | $4232373.00   | 0.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.8% 07/30/49/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.80000000                                           | CUSIP: D5S07LGJ4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      100000 | NS      | $63493.10     | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 07/26/24/EUR/                              | MORGAN STANLEY /EUR/ REGD V/R EMTN 0.63700000                                                  | CUSIP: U6176TCY2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1675000 | NS      | $1763928.37   | 0.02%             | 2024-07-26      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| BWAY 2021-1450 A V/R 09/15/23                               | BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 5.56787000                  | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | NS      | $4463806.88   | 0.06%             | 2036-09-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST GAS C 4.15% 06/01/49                              | SOUTHWEST GAS CORP REGD SER TTT 4.15000000                                                     | CUSIP: 845011AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7223.54      | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 06/29/80/EUR/                              | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.87500000                                        | CUSIP: D2542NAN6<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $91786.80     | 0.00%             | 2080-06-29      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.58% 04/22/26/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1618 3.58000000                                          | CUSIP: Y0R4AWHM9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    49000000 | NS      | $7238117.85   | 0.09%             | 2026-04-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 5.609% 04/13/33                              | REPUBLIC OF PHILIPPINES REGD 5.60900000                                                        | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      400000 | NS      | $423158.31    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 4.9% 01/17/25                              | CATERPILLAR FINL SERVICE REGD MTN 4.90000000                                                   | CUSIP: 14913R2Y2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | NS      | $561013.02    | 0.01%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MO 2.35% 09/03/25/GBP/                              | GENERAL MOTORS FINL CO /GBP/ REGD REG S EMTN 2.35000000                                        | CUSIP: U37047AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2325000 | NS      | $2598687.95   | 0.03%             | 2025-09-03      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND THUE 0.125% 01/13/51/EUR/                              | LAND THUERINGEN /EUR/ REGD REG S 0.12500000                                                    | CUSIP: D8T44EAU9<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |      100000 | NS      | $49601.65     | 0.00%             | 2051-01-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOP 3% 01/17/32/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2205 3.00000000                                          | CUSIP: Y1456TMF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    83000000 | NS      | $11888185.62  | 0.15%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.275% 01/14/30/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS82 0.27500000                                       | CUSIP: X7S28MLR7<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      586000 | NS      | $493446.44    | 0.01%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE  0% 05/28/26/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: N30706WM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $943912.09    | 0.01%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4210 2.5% 12/01/50                                 | FANNIE MAE POOL UMBS P#MA4210 2.50000000                                                       | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969253 | NS      | $828662.87    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.1% 12/02/51                              | CANADIAN PACIFIC RAILWAY REGD 3.10000000                                                       | CUSIP: 13645RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      210000 | NS      | $142093.69    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 02/08/27/EUR/                              | LAND BERLIN /EUR/ REGD REG S SER 493 0.62500000                                                | CUSIP: D09856ZA2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      570000 | NS      | $553836.60    | 0.01%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR23                                 | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR23 /GBP/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -8 | NC      | $-966192.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SUDZUCKER INT 1% 11/28/25/EUR/                              | SUDZUCKER INT FINANCE /EUR/ REGD REG S 1.00000000                                              | CUSIP: N8T71JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2500000 | NS      | $2481115.72   | 0.03%             | 2025-11-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HAND V/R 06/01/33/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD V/R REG S 3.25000000                                       | CUSIP: W9T10Z6X8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     1500000 | NS      | $1480068.15   | 0.02%             | 2033-06-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ALCON FIN 2.375% 05/31/28/EUR/                              | ALCON FINANCE BV /EUR/ REGD REG S 2.37500000                                                   | CUSIP: N02176AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $195993.69    | 0.00%             | 2028-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 10/22/73/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                                | CUSIP: G4527HXA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      447000 | NS      | $235911.46    | 0.00%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8212 5.5% 11/01/52                                 | FREDDIE MAC POOL UMBS P#RA8212 5.50000000                                                      | CUSIP: 3133KQDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308000 | NS      | $313681.17    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN D 0.5% 09/23/24                              | INTER-AMERICAN DEVEL BK REGD 0.50000000                                                        | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      750000 | NS      | $699004.68    | 0.01%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATWEST M 0.125% 06/18/26/EUR/                              | NATWEST MARKETS PLC /EUR/ REGD REG S EMTN 0.12500000                                           | CUSIP: G6382GVN9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $933614.36    | 0.01%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN  V/R /PERP//EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD V/R /PERP/ REG S SER CB 1.60000000                           | CUSIP: D1T0VZAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1700000 | NS      | $1428151.55   | 0.02%             | 2171-10-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FI 1.5% 10/04/27/EUR/                              | BRAMBLES FINANCE PLC /EUR/ REGD REG S 1.50000000                                               | CUSIP: G1561EAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $961129.20    | 0.01%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0.125% 10/18/24/EUR/                                | SFIL SA /EUR/ REGD REG S EMTN 0.12500000                                                       | CUSIP: F84626CR3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $506658.96    | 0.01%             | 2024-10-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 4.7% 03/01/48                              | VULCAN MATERIALS CO REGD SER WI 4.70000000                                                     | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      440000 | NS      | $375536.27    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 03/01/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 5.00000000                                         | CUSIP: T6031ZGU9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      890000 | NS      | $984913.19    | 0.01%             | 2025-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL L 3.9% 04/09/25                              | BMW US CAPITAL LLC REGD 144A P/P 3.90000000                                                    | CUSIP: 05565EBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | NS      | $1077073.90   | 0.01%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA 0.875% 10/25/26/EUR/                               | SNAM SPA /EUR/ REGD REG S EMTN 0.87500000                                                      | CUSIP: T8578NAW3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1650000 | NS      | $1597096.49   | 0.02%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/14/32/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 1.04300000                                         | CUSIP: G6422BAF2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      875000 | NS      | $749666.59    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2141 3.5% 06/01/52                                 | FANNIE MAE POOL UMBS P#FS2141 3.50000000                                                       | CUSIP: 3140XHLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086916 | NS      | $989904.28    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANOFI 2.5% 11/14/23/EUR/                                   | SANOFI /EUR/ REGD EMTN 2.50000000                                                              | CUSIP: F81267AA8<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $642347.06    | 0.01%             | 2023-11-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDIN 1% 06/13/26/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.00000000                                             | CUSIP: N85094JA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $196774.83    | 0.00%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN M 0.75% 03/08/25/EUR/                              | AMERICAN MEDICAL SYST EU /EUR/ REGD 0.75000000                                                 | CUSIP: N03206AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1300000 | NS      | $1305679.65   | 0.02%             | 2025-03-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELE 1.5% 05/17/29/EUR/                              | GENERAL ELECTRIC CO /EUR/ REGD 1.50000000                                                      | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $937499.71    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ EMTN 3.36900000                                         | CUSIP: F92124BM1<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     5500000 | NS      | $5489552.23   | 0.07%             | 2171-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| DS SMITH  1.375% 07/26/24/EUR/                              | DS SMITH PLC /EUR/ REGD REG S EMTN SER EMT7 1.37500000                                         | CUSIP: G2848QAC1<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      500000 | NS      | $516635.56    | 0.01%             | 2024-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTR 3% 09/15/28/EUR/                              | JOHNSON CONTROLS/TYCO FI /EUR/ REGD 3.00000000                                                 | CUSIP: 47837RAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $1012789.12   | 0.01%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAROT 2020-A A 1.38% 12/16/24                               | NISSAN AUTO RECEIVABLES 2020-A OWNER TRUST SER 2020-A CL A3 REGD 1.38000000                    | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       44461 | NS      | $43856.58     | 0.00%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 5.5 2-53 101                                | CALL OPTION ON 100SHS          OTC ECAL FN 5.5 2-53 101 26    BOA 0.00000000                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -3000000 | NC      | $-6441.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                                    | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    29170000 | NS      | $28746123.44  | 0.36%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 3.071% 05/15/51                              | UNIV OF CALIFORNIA CA REVENUES REGD B/E 3.07100000                                             | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        5000 | NS      | $3345.26      | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3% 10/15/50                                  | LOWE'S COS INC REGD 3.00000000                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | NS      | $32016.94     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XILINX INC 2.375% 06/01/30                                  | XILINX INC REGD 2.37500000                                                                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |      295000 | NS      | $248748.60    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 1.375% 05/15/24/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 1.37500000                                       | CUSIP: U3823BL25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3150000 | NS      | $3297937.57   | 0.04%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 5.05% 05/15/52                              | PIEDMONT NATURAL GAS CO REGD 5.05000000                                                        | CUSIP: 720186AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | NS      | $554416.26    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE 1.6% 04/20/30                              | COSTCO WHOLESALE CORP REGD 1.60000000                                                          | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |       40000 | NS      | $32836.14     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CO9984 3.5% 09/20/42                              | GINNIE MAE II POOL P#CO9984 3.50000000                                                         | CUSIP: 3617FNCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2549713 | NS      | $2379948.40   | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICA 3% 03/06/45/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD MTN SER GMTN 3.00000000                                       | CUSIP: P9767G3P4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      825000 | NS      | $630184.71    | 0.01%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ8430 2.5% 12/01/50                                 | FANNIE MAE POOL UMBS P#BQ8430 2.50000000                                                       | CUSIP: 3140KULL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6330290 | NS      | $5390112.31   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  0.2% 06/12/35/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 536 0.20000000                                     | CUSIP: H6218ULW8<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       50000 | NS      | $42346.29     | 0.00%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE F 3.75% 04/01/26/EUR/                              | GLENCORE FINANCE EUROPE /EUR/ REGD EMTN 3.75000000                                             | CUSIP: G3R312AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1500000 | NS      | $1584801.19   | 0.02%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0479 2.5% 10/01/35                                 | FREDDIE MAC POOL UMBS P#SB0479 2.50000000                                                      | CUSIP: 3132CWQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8630888 | NS      | $7949551.61   | 0.10%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 08/15/59                              | UNITEDHEALTH GROUP INC REGD 3.87500000                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | NS      | $39352.92     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVEW 2017-1A AR V/R 10/16/29                                | MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 5.16914000                    | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1681527 | NS      | $1659404.07   | 0.02%             | 2029-10-16      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/14/27/EUR/                              | REPUBLIC OF INDONESIA /EUR/ REGD 0.90000000                                                    | CUSIP: Y20721BW8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     3102000 | NS      | $2911910.70   | 0.04%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICA M 4.375% 08/07/41/GBP/                              | AMERICA MOVIL SAB DE CV /GBP/ REGD 4.37500000                                                  | CUSIP: P0280AET4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1500000 | NS      | $1528140.54   | 0.02%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LT 4.95% 06/01/29                              | ENSTAR GROUP LTD REGD 4.95000000                                                               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       10000 | NS      | $9186.64      | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 1.625% 08/22/23/EUR/                              | MERCEDES-BENZ INT FINCE /EUR/ REGD REG S EMTN 1.62500000                                       | CUSIP: N3114HLK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       20000 | NS      | $21264.66     | 0.00%             | 2023-08-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 12/09/25                              | HSBC HOLDINGS PLC REGD V/R 4.18000000                                                          | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1400000 | NS      | $1358406.59   | 0.02%             | 2025-12-09      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| FNS 405 1 ZCP 10/25/40                                      | FANNIE MAE INTEREST STRIP SER 405 CL 1 ZCP 0.00000000                                          | CUSIP: 3136FGS73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      326518 | NS      | $262244.07    | 0.00%             | 2040-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP  V/R 11/15/32/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 0.87500000                                       | CUSIP: A195433W4<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     4500000 | NS      | $3817289.92   | 0.05%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51                              | OHIO POWER COMPANY REGD SER R 2.90000000                                                       | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $9848.95      | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOLCIM FIN 2.25% 05/26/28/EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 2.25000000                                         | CUSIP: L4806FAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1950257.10   | 0.02%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                                | UNITED STATES TREASURY NOTE 1.87500000                                                         | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1550000 | NS      | $1319558.59   | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE 1.75% 03/12/29/EUR/                              | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: L1051PAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2500000 | NS      | $1951082.42   | 0.02%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/27/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 346 0.10000000                                            | CUSIP: J2S39KRZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1000000000 | NS      | $7589530.63   | 0.10%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY 3.92% 06/01/47                              | DUKE UNIVERSITY HEALTH REGD SER 2017 3.92000000                                                | CUSIP: 26443CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $41354.27     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.97% 10/14/32/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2210 2.97000000                                          | CUSIP: Y0R4AWNF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     9000000 | NS      | $1284290.17   | 0.02%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 2.95% 09/15/29                              | WILLIS NORTH AMERICA INC REGD 2.95000000                                                       | CUSIP: 970648AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $42151.93     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BA1093 4.5% 06/20/47                              | GINNIE MAE II POOL P#BA1093 4.50000000                                                         | CUSIP: 3617ADGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      856654 | NS      | $842618.76    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2014-LC1 3.405% 12/15/24                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18 SER 2014-LC18 CL A5 REGD 3.40500000            | CUSIP: 94989AAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | NS      | $400950.52    | 0.01%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROADSTER  1.625% 12/09/24/EUR/                              | ROADSTER FINANCE DAC /EUR/ REGD REG S EMTN 1.62500000                                          | CUSIP: G7605SAB1<br>LEI: 635400KZYOJPAAGFRD47 | Long             | DBT              | CORP              | IE        |      500000 | NS      | $479635.45    | 0.01%             | 2024-12-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SSE PLC 1.375% 09/04/27/EUR/                                | SSE PLC /EUR/ REGD REG S EMTN 1.37500000                                                       | CUSIP: G8842PQQ8<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $964381.23    | 0.01%             | 2027-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 03/31/26                                 | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CBT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1346015.63   | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA6528 4% 04/01/49                                   | FREDDIE MAC POOL UMBS P#ZA6528 4.00000000                                                      | CUSIP: 31329QHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2482320 | NS      | $2369871.17   | 0.03%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS COR 1.7% 06/03/28                              | HORMEL FOODS CORP REGD 1.70000000                                                              | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      281000 | NS      | $243053.14    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY 1% 09/17/29/EUR/                              | ORIGIN ENERGY FINANCE /EUR/ REGD REG S EMTN 1.00000000                                         | CUSIP: Q7162LAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2500000 | NS      | $2113469.68   | 0.03%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-60 BI 3.5% 09/25/50                                | FANNIE MAE REMICS SER 2020-60 CL BI 3.50000000                                                 | CUSIP: 3136BBVB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11889338 | NS      | $2171033.55   | 0.03%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  0.125% 12/03/30/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.12500000                                           | CUSIP: F1R83CEM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $83491.89     | 0.00%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.5% 02/15/45                              | ERAC USA FINANCE LLC REGD P/P 4.50000000                                                       | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | NS      | $326908.38    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GLO 2.9% 08/23/51                              | AON CORP/AON GLOBAL HOLD REGD 2.90000000                                                       | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $12826.80     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CRELAN SA 5.375% 10/31/25/EUR/                              | CRELAN SA /EUR/ REGD REG S EMTN 5.37500000                                                     | CUSIP: B1606MXP5<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |     1700000 | NS      | $1797108.89   | 0.02%             | 2025-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 0.5% 05/06/28/EUR/                              | PEPSICO INC /EUR/ REGD EMTN 0.50000000                                                         | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $922117.73    | 0.01%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MCKESSON  3.125% 02/17/29/GBP/                              | MCKESSON CORP /GBP/ REGD 3.12500000                                                            | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     1925000 | NS      | $2029469.05   | 0.03%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED  2.5% 05/25/28/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.50000000                                        | CUSIP: F073334A6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1456337.56   | 0.02%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.85% 01/06/27/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1705 3.85000000                                          | CUSIP: Y0R4AWHU1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    17500000 | NS      | $2618018.20   | 0.03%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55                                     | AT&T INC REGD 3.55000000                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6702.44      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU9641 3% 01/01/52                                   | FANNIE MAE POOL UMBS P#BU9641 3.00000000                                                       | CUSIP: 3140MBWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5438583 | NS      | $4784093.18   | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 3.376% 02/15/25                              | VERIZON COMMUNICATIONS REGD SER WI 3.37600000                                                  | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       90000 | NS      | $87265.83     | 0.00%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.6% 11/01/40                                 | CALIFORNIA ST REGD N/C B/E 7.60000000                                                          | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | NS      | $64057.91     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FHMS K118 A2 1.493% 09/25/30                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K118 CL A2 1.49300000         | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $403228.65    | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.20PESTR 05/11/52 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-499314.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OEKB OEST. 0.25% 09/26/24/EUR/                              | OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: A6S67PNK2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      300000 | NS      | $305032.21    | 0.00%             | 2024-09-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 3.25% 10/01/49                              | DUKE ENERGY INDIANA LLC REGD SER YYY 3.25000000                                                | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $27896.32     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESSEX WATE 1.5% 09/17/29/GBP/                              | WESSEX WATER SERVS FIN /GBP/ REGD REG S 1.50000000                                             | CUSIP: G95641AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2700000 | NS      | $2528183.58   | 0.03%             | 2029-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL  4.15% 11/01/25                              | DOLLAR GENERAL CORP REGD 4.15000000                                                            | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9778.34      | 0.00%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/28/32                               | DEUTSCHE BANK NY REGD V/R 3.03500000                                                           | CUSIP: 251526CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      150000 | NS      | $114093.53    | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000000605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63755.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORD 2.125% 06/13/25/GBP/                              | LAND NORDRHEIN-WESTFALEN /GBP/ REGD REG S EMTN 2.12500000                                      | CUSIP: D5315LAV0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |     1000000 | NS      | $1145406.67   | 0.01%             | 2025-06-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TOTALENER 1.491% 04/08/27/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.49100000                                        | CUSIP: F93777BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1900000 | NS      | $1879098.94   | 0.02%             | 2027-04-08      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVE 0.75% 12/07/27/GBP/                              | ASIAN DEVELOPMENT BANK /GBP/ REGD 0.75000000                                                   | CUSIP: Y000A9V58<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $5092604.94   | 0.06%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CO 4.125% 04/15/47                              | PROGRESSIVE CORP REGD 4.12500000                                                               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       20000 | NS      | $16854.57     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANSKE MOR 0.01% 11/24/26/EUR/                              | DANSKE MORTGAGE BANK PLC /EUR/ REGD REG S 0.01000000                                           | CUSIP: X182BCAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $94491.40     | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 2% 10/01/53/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD 2.00000000                                                 | CUSIP: K7S724KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | NS      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENER 1.491% 09/04/30/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.49100000                                        | CUSIP: F93777BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $922773.76    | 0.01%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 3.95% 08/01/25                              | AMERICAN EXPRESS CO REGD 3.95000000                                                            | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      370000 | NS      | $362754.90    | 0.00%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4390 3% 11/01/49                                   | FREDDIE MAC POOL UMBS P#QA4390 3.00000000                                                      | CUSIP: 31339U2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1769487 | NS      | $1578190.04   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SAN 1.75% 03/20/28/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.75000000                                           | CUSIP: T5R13HJ98<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     4000000 | NS      | $3733489.75   | 0.05%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONWID 0.625% 03/25/27/EUR/                              | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: G6S17BNG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $95507.90     | 0.00%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 3.75% 04/04/42/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN 3.75000000                                                      | CUSIP: L3334EAT4<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5015000 | NS      | $5746514.58   | 0.07%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOLIV IN 0.75% 06/26/23/EUR/                              | AUTOLIV INC /EUR/ REGD REG S 0.75000000                                                        | CUSIP: W1R69SAA8<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |      700000 | NS      | $740952.63    | 0.01%             | 2023-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/38/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                                | CUSIP: G4527HLK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1679000 | NS      | $2207771.34   | 0.03%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK FIN 0.125% 07/16/25/EUR/                              | MERCK FIN SERVICES GMBH /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: D5400PPF6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $990290.40    | 0.01%             | 2025-07-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 02/15/27                                      | AT&T INC REGD 3.80000000                                                                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       40000 | NS      | $38226.62     | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 02/25/28/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.75000000                                                   | CUSIP: F26348BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1180000 | NS      | $1139326.46   | 0.01%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA 1.625% 05/17/28/EUR/                                | ENI SPA /EUR/ REGD REG S EMTN 1.62500000                                                       | CUSIP: T3666JBG0<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $948611.36    | 0.01%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA 1% 03/06/26/EUR/                                 | LEGRAND SA /EUR/ REGD REG S 1.00000000                                                         | CUSIP: F56196DD1<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $978626.78    | 0.01%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 2.95% 06/01/29                               | MASTERCARD INC REGD 2.95000000                                                                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      710000 | NS      | $642001.90    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL  2.125% 02/12/27/EUR/                              | IMPERIAL BRANDS FIN PLC /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: G471ABNE6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3900000 | NS      | $3758214.57   | 0.05%             | 2027-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.15PMUTK 07/08/37 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-126539.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 4.5% 11/15/23                              | WILLIAMS COMPANIES INC REGD 4.50000000                                                         | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       80000 | NS      | $79405.60     | 0.00%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.22% 05/14/26/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2105 3.22000000                                        | CUSIP: Y23862RK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     6500000 | NS      | $949839.78    | 0.01%             | 2026-05-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OP MORTGAG 0.25% 03/13/24/EUR/                              | OP MORTGAGE BANK /EUR/ REGD REG S 0.25000000                                                   | CUSIP: X5918MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $103283.36    | 0.00%             | 2024-03-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 1.648% 06/10/31                              | REPUBLIC OF PHILIPPINES REGD 1.64800000                                                        | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      200000 | NS      | $159535.08    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 0.375% 06/21/27/EUR/                               | ENGIE SA /EUR/ REGD REG S EMTN 0.37500000                                                      | CUSIP: F3R09RQ52<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $926277.49    | 0.01%             | 2027-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 6.05% 02/15/63                              | UNITEDHEALTH GROUP INC REGD 6.05000000                                                         | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      520000 | NS      | $568321.41    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M8 A2 V/R 06/25/28                                 | FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.30200000                                               | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      908473 | NS      | $864547.18    | 0.01%             | 2028-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 23                                   | FNMA 30YR TBA 2.5% JAN 23     TO BE ANNOUNCED 2.50000000                                       | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5000000 | NS      | $-4239829.25  | -0.05%            | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES IN 2.5% 04/01/31                              | CBRE SERVICES INC REGD 2.50000000                                                              | CUSIP: 12505BAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | NS      | $375615.78    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 2.75% 03/15/27                                  | EXELON CORP REGD 144A P/P 2.75000000                                                           | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      200000 | NS      | $183642.50    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BAWAG P.S.K 0.1% 05/12/31/EUR/                              | BAWAG P.S.K. /EUR/ REGD REG S 0.10000000                                                       | CUSIP: A1R572AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $82108.87     | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 2.75% 11/02/51                              | RIO TINTO FIN USA LTD REGD 2.75000000                                                          | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      150000 | NS      | $99669.98     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INFINEON  0.625% 02/17/25/EUR/                              | INFINEON TECHNOLOGIES AG /EUR/ REGD REG S 0.62500000                                           | CUSIP: D35415BL7<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2011182.83   | 0.03%             | 2025-02-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 03/04/25/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 2.00000000                                         | CUSIP: G768624H4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $104369.30    | 0.00%             | 2025-03-04      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.3% 06/15/62                              | LOCKHEED MARTIN CORP REGD 4.30000000                                                           | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      455000 | NS      | $386213.35    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 4.7% 05/15/32                                 | AEP TEXAS INC REGD 4.70000000                                                                  | CUSIP: 00108WAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | NS      | $851469.84    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41                                  | ORACLE CORP REGD 3.65000000                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      450000 | NS      | $333720.15    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH C 2.82% 09/01/51                              | RAYTHEON TECH CORP REGD 2.82000000                                                             | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | NS      | $130733.08    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/30/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000                                       | CUSIP: B3S09CAF3<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |    10000000 | NS      | $8487940.43   | 0.11%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 3.45% 04/11/25                              | BANK OF NOVA SCOTIA REGD 3.45000000                                                            | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | NS      | $963069.33    | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 2% 09/28/37/EUR/                                   | ENGIE SA /EUR/ REGD REG S EMTN 2.00000000                                                      | CUSIP: F3R09RSE1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $784836.80    | 0.01%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.1% 09/20/17/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 2.10000000                                                      | CUSIP: A0654UGB1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      376000 | NS      | $293925.79    | 0.00%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA6354 3.5% 11/01/51                                 | FREDDIE MAC POOL UMBS P#RA6354 3.50000000                                                      | CUSIP: 3133KNBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      502247 | NS      | $458112.43    | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC 1.75% 04/16/30/EUR/                                 | SSE PLC /EUR/ REGD REG S EMTN 1.75000000                                                       | CUSIP: G8842PRU8<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     2300000 | NS      | $2095880.92   | 0.03%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GSA 3.047% 11/10/52                               | GS MORTGAGE SECURITIES TRUST 2019-GSA1 SER 2019-GSA1 CL A4 REGD 3.04790000                     | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | NS      | $217922.13    | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.375% 01/20/32/EUR/                              | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 0.37500000                                             | CUSIP: T3R63EAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $79384.57     | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/24/55/CHF/                              | SWITZERLAND /CHF/ REGD REG S 0.50000000                                                        | CUSIP: H21069Y70<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      222000 | NS      | $179155.79    | 0.00%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.125% 01/15/24                                | UNITED STATES TREASURY NOTE 0.12500000                                                         | CUSIP: 91282CBE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      100000 | NS      | $95371.09     | 0.00%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE B 0% 01/19/30/EUR/                              | ABB FINANCE BV /EUR/ REGD REG S EMTN 0.00000000                                                | CUSIP: N0022VFS4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $1641874.16   | 0.02%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 0.4% 05/28/31/EUR/                              | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.40000000                                       | CUSIP: F49540AC5<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |      300000 | NS      | $254308.09    | 0.00%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NE PROPER 1.875% 10/09/26/EUR/                              | NE PROPERTY BV /EUR/ REGD REG S EMTN 1.87500000                                                | CUSIP: N6S06NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $896844.40    | 0.01%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  1.375% 01/16/25/GBP/                              | ABN AMRO BANK NV /GBP/ REGD REG S EMTN 1.37500000                                              | CUSIP: N0R37UN44<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1687689.29   | 0.02%             | 2025-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 08/15/27                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 9128282R0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      200000 | NS      | $185304.69    | 0.00%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL 3.875% 04/29/43                              | DIAGEO CAPITAL PLC REGD 3.87500000                                                             | CUSIP: 25243YAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       10000 | NS      | $8252.99      | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.625% 01/21/30/EUR/                              | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: M2R92QAF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      235000 | NS      | $196980.22    | 0.00%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 1.125% 08/28/24/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 1.12500000                                                   | CUSIP: F105CLG62<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $516819.23    | 0.01%             | 2024-08-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RMUTKP00.05 07/08/29 CITCL FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $106464.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC 2.05% 05/19/32/EUR/                                | AT&T INC /EUR/ REGD 2.05000000                                                                 | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | NS      | $179688.73    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 3% 05/01/30                                       | IDEX CORP REGD 3.00000000                                                                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      332000 | NS      | $284966.57    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/16/27/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 185 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |     2083000 | NS      | $2004765.80   | 0.03%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KING 0.5% 01/31/29/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                                | CUSIP: G4527HVR9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1210000 | NS      | $1209143.21   | 0.02%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 2.125% 07/03/37/EUR/                              | MERCEDES-BENZ GROUP AG /EUR/ REGD REG S EMTN 2.12500000                                        | CUSIP: D1668RUB1<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      775000 | NS      | $680672.49    | 0.01%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9097 2% 11/01/51                                   | FANNIE MAE POOL UMBS P#FM9097 2.00000000                                                       | CUSIP: 3140XDDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      909273 | NS      | $742694.98    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERT 1.5% 01/27/31/EUR/                              | CPI PROPERTY GROUP SA /EUR/ REGD EMTN 1.50000000                                               | CUSIP: L36807AW2<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1232730.20   | 0.02%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN C 1.875% 11/23/26/EUR/                              | EASTMAN CHEMICAL CO /EUR/ REGD SER GMTN 1.87500000                                             | CUSIP: 277432AU4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1450855.79   | 0.02%             | 2026-11-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                                     | HCA INC REGD 5.12500000                                                                        | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | NS      | $629595.97    | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTO 4.3% 09/15/44                              | GEORGE WASHINGTON UNIVER REGD SER 2014 4.30000000                                              | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |       30000 | NS      | $25350.96     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 2.375% 09/08/27/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S 2.37500000                                                 | CUSIP: E2R99DVZ5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $102233.33    | 0.00%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 1.35% 03/18/31/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.35000000                                            | CUSIP: G4R49GAN3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      365000 | NS      | $347411.38    | 0.00%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.625% 04/06/40                                 | EQUINOR ASA REGD 3.62500000                                                                    | CUSIP: 29446MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     1800000 | NS      | $1489169.68   | 0.02%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINAN 3.5% 04/04/25                              | COREBRIDGE FINANCIAL INC REGD P/P 3.50000000                                                   | CUSIP: 21871XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $95937.32     | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1547 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#FS1547 2.50000000                                                       | CUSIP: 3140XGWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      717759 | NS      | $611728.58    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK H 0.05% 05/28/25/EUR/                              | SWEDBANK HYPOTEK AB /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: W9425MXF6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $99000.57     | 0.00%             | 2025-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                              | VERIZON COMMUNICATIONS REGD 2.65000000                                                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1070000 | NS      | $727120.10    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF N 0.375% 10/23/23/EUR/                              | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.37500000                                           | CUSIP: C06840XC8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $104739.46    | 0.00%             | 2023-10-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                              | BAT CAPITAL CORP REGD 2.72600000                                                               | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $46969.56     | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| EMIRATES  0.875% 05/17/33/EUR/                              | EMIRATES TELECOM GROUP /EUR/ REGD REG S EMTN 0.87500000                                        | CUSIP: M4040UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |     1600000 | NS      | $1264723.80   | 0.02%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBRD 0.2% 01/21/61/EUR/                                     | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.20000000                           | CUSIP: U4586HGR8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     1000000 | NS      | $406648.96    | 0.01%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NE PROPERT 1.75% 11/23/24/EUR/                              | NE PROPERTY BV /EUR/ REGD REG S EMTN 1.75000000                                                | CUSIP: N6S06LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $498851.10    | 0.01%             | 2024-11-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230112 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27655.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 1.35% 07/15/25                              | CROWN CASTLE INC REGD 1.35000000                                                               | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      200000 | NS      | $182095.99    | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SWEDBANK A 0.75% 05/05/25/EUR/                              | SWEDBANK AB /EUR/ REGD REG S EMTN 0.75000000                                                   | CUSIP: W9423YKU3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1300000 | NS      | $1299974.15   | 0.02%             | 2025-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38                                       | MPLX LP REGD 4.50000000                                                                        | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | NS      | $63516.71     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.2% 03/15/48                                  | EVERGY METRO REGD 4.20000000                                                                   | CUSIP: 485134BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8165.24      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECU 3.238% 01/01/42                              | SALES TAX SECURITIZATION CORP REGD N/C B/E 3.23800000                                          | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       40000 | NS      | $30395.30     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6818 2% 08/20/50                                | GINNIE MAE II POOL P#MA6818 2.00000000                                                         | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5207139 | NS      | $4407124.27   | 0.06%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/14/48/GBP/                              | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 5.12500000                                          | CUSIP: G54404AR2<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      600000 | NS      | $673368.20    | 0.01%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.65% 10/15/23/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 0.65000000                                          | CUSIP: T6247A7K6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1000000 | NS      | $1053300.51   | 0.01%             | 2023-10-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 07/05/29/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 0.80000000                                             | CUSIP: T9T20L2Z0<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $860524.03    | 0.01%             | 2029-07-05      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| LONDON &  3.125% 02/28/53/GBP/                              | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 3.12500000                                           | CUSIP: G5689MAA9<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      500000 | NS      | $385922.21    | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL F 1.1% 11/09/27/EUR/                              | WHIRLPOOL FINANCE LU /EUR/ REGD 1.10000000                                                     | CUSIP: L9734HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      425000 | NS      | $392773.52    | 0.00%             | 2027-11-09      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  3.45% 06/15/25                              | NATIONAL RURAL UTIL COOP REGD MTN 3.45000000                                                   | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      110000 | NS      | $106190.09    | 0.00%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RFE01P00.10 01/13/23 SBNYUS33XXX FLOAT                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $7658544.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIE D 3.75% 04/14/27/EUR/                              | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 3.75000000                                          | CUSIP: T4063CAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2175000 | NS      | $2242051.65   | 0.03%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MON 2.3% 09/01/29/CAD/                              | CITY OF MONTREAL /CAD/ REGD 2.30000000                                                         | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | USGA              | CA        |      600000 | NS      | $397096.31    | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.65% 06/20/31/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 3.65000000                                                 | CUSIP: Y6065ANG0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    44450000 | NS      | $1397954.09   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/27/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 91 0.00000000                                                   | CUSIP: B1121KEF8<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1816000 | NS      | $1698981.64   | 0.02%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS E 0.25% 09/10/27/EUR/                              | PROLOGIS EURO FINANCE /EUR/ REGD 0.25000000                                                    | CUSIP: 74341EAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2725000 | NS      | $2441398.23   | 0.03%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.95% 10/15/25                              | LOCKHEED MARTIN CORP REGD 4.95000000                                                           | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      400000 | NS      | $403209.36    | 0.01%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 4% 11/15/47                                     | MAYO CLINIC REGD SER 2013 4.00000000                                                           | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |       25000 | NS      | $21040.24     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKR 0.01% 03/10/31/EUR/                              | SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: R8333LBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $81714.73     | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785745 V/R 10/20/71                               | GINNIE MAE II POOL P#785745 V/R 5.97700000                                                     | CUSIP: 3622ABHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11604640 | NS      | $11954455.22  | 0.15%             | 2071-10-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 06/30/25                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 912828XZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | NS      | $771250.00    | 0.01%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 10/12/35/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 0.00000000                             | CUSIP: D5S07LGZ8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      654000 | NS      | $466571.51    | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RLB OBEROE 1.25% 04/26/27/EUR/                              | RLB OBEROESTERREICH /EUR/ REGD REG S EMTN 1.25000000                                           | CUSIP: A6644VR50<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $98079.12     | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELEPERFO 1.875% 07/02/25/EUR/                              | TELEPERFORMANCE /EUR/ REGD REG S 1.87500000                                                    | CUSIP: F9120FCM6<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      200000 | NS      | $201295.98    | 0.00%             | 2025-07-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8942 3% 01/01/50                                   | FANNIE MAE POOL UMBS P#BO8942 3.00000000                                                       | CUSIP: 3140K45C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1669363 | NS      | $1503507.08   | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.25% 01/10/33/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 1.25000000                                              | CUSIP: N025987J8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $88561.54     | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.75% 07/11/68/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 1.75000000                                           | CUSIP: D5S07LFU0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      104000 | NS      | $76547.64     | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 1.375% 05/28/29/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 1.37500000                                                   | CUSIP: F105CL6K2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | NS      | $177996.56    | 0.00%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.25% 09/30/24/EUR/                              | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S EMTN 0.25000000                                        | CUSIP: T2R054JY9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $101242.30    | 0.00%             | 2024-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILIT 0% 02/10/23/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $106841.40    | 0.00%             | 2023-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH IN 3% 02/01/31                              | NATIONAL HEALTH INVESTOR REGD 3.00000000                                                       | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      400000 | NS      | $289255.82    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.25% 02/10/27/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 100 0.25000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |    34990000 | NS      | $1266420.96   | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8267 4% 09/20/52                                | GINNIE MAE II POOL P#MA8267 4.00000000                                                         | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2586464 | NS      | $2450774.77   | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL  0.75% 03/10/32/EUR/                              | HONEYWELL INTERNATIONAL /EUR/ REGD 0.75000000                                                  | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2061328.06   | 0.03%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPERIAN  0.739% 10/29/25/GBP/                              | EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 0.73900000                                          | CUSIP: G3257NAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      600000 | NS      | $647351.86    | 0.01%             | 2025-10-29      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| MUENCHENER  1.5% 06/25/24/EUR/                              | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: D55551SL6<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $104320.92    | 0.00%             | 2024-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV3022 2% 02/01/52                                   | FANNIE MAE POOL UMBS P#BV3022 2.00000000                                                       | CUSIP: 3140MGLC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3217594 | NS      | $2626050.76   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/26                                   | BARCLAYS PLC REGD V/R 7.32500000                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      660000 | NS      | $684840.49    | 0.01%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SKANDINAVI 3.25% 11/24/25/EUR/                              | SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN SER GMTN 3.25000000                               | CUSIP: W8T54F5G9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     6825000 | NS      | $7217493.73   | 0.09%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 23                                     | FNMA 30YR TBA 6% JAN 23        TO BE ANNOUNCED 6.00000000                                      | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -9500000 | NS      | $-9645468.75  | -0.12%            | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMI 4.875% 09/26/26/EUR/                              | ARCELORMITTAL SA /EUR/ REGD REG S EMTN 4.87500000                                              | CUSIP: L0302DSQ7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1605151.52   | 0.02%             | 2026-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                              | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                         | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | NS      | $311309.38    | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27                                | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2900000 | NS      | $2915406.25   | 0.04%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5650 3.5% 12/20/48                              | GINNIE MAE II POOL P#MA5650 3.50000000                                                         | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5880 | NS      | $5484.82      | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.4% 03/20/48/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 1 2.40000000                                              | CUSIP: J2615Q7B5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $907970.13    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.2% 08/15/48                              | BERKSHIRE HATHAWAY FIN REGD 4.20000000                                                         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $22220.56     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  0.625% 09/22/27/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.62500000                                           | CUSIP: F1R83CDQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $94548.35     | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 01/15/26                              | NATIONAL FUEL GAS CO REGD 5.50000000                                                           | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      325000 | NS      | $323658.51    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE  0.01% 09/16/24/EUR/                              | EQUITABLE BAN /EUR/ REGD REG S 0.01000000                                                      | CUSIP: C3R30VAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | NS      | $100686.74    | 0.00%             | 2024-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 0% 11/30/26/                                   | UNITED STATES TREASURY BOND    REGD/144A/ 1.25000000                                           | CUSIP: 91282CDK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | NS      | $1797109.38   | 0.02%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON  7.25% 04/21/28/GBP/                              | HAMMERSON PLC /GBP/ REGD REG S 7.25000000                                                      | CUSIP: G4273QAC1<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     1400000 | NS      | $1547852.47   | 0.02%             | 2028-04-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REN FINANCE 0.5% 04/16/29/EUR/                              | REN FINANCE BV /EUR/ REGD REG S EMTN 0.50000000                                                | CUSIP: N7S029AM0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $855707.01    | 0.01%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FI 3% 04/06/25/EUR/                              | VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: D9452WMK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       20000 | NS      | $20900.75     | 0.00%             | 2025-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8491 5.5% 12/20/52                              | GINNIE MAE II POOL P#MA8491 5.50000000                                                         | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480000 | NS      | $483332.10    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER 0.01% 11/02/40/EUR/                              | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: D5557ENZ0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       50000 | NS      | $30418.98     | 0.00%             | 2040-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/15/25                              | BANK OF AMERICA CORP REGD V/R MTN 3.45800000                                                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | NS      | $24361.16     | 0.00%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/42                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810QW1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $423300.78    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW 0.875% 09/15/26/GBP/                                    | KFW /GBP/ REGD EMTN 0.87500000                                                                 | CUSIP: D4S475PD7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     5000000 | NS      | $5339931.92   | 0.07%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF 0.25% 01/19/32/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.25000000                                             | CUSIP: F2R96AGE7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     3000000 | NS      | $2495861.17   | 0.03%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINV 0.375% 03/27/24/SEK/                              | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN SER G24 0.37500000                                | CUSIP: W5185YH41<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     4880000 | NS      | $450373.01    | 0.01%             | 2024-03-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK5360 3% 04/01/28                                   | FREDDIE MAC POOL UMBS P#ZK5360 3.00000000                                                      | CUSIP: 3131X85V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43797 | NS      | $42144.00     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST  1% 11/12/26/SEK/                              | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2611 1.00000000                                | CUSIP: W5S94FZG5<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     4000000 | NS      | $349076.72    | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.1% 03/15/32                              | PUBLIC SERVICE ELECTRIC REGD MTN 3.10000000                                                    | CUSIP: 74456QCJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | NS      | $263234.98    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230112 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3474.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 07/15/30/EUR/                              | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: Q04579AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1773208.00   | 0.02%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRA 0.01% 05/07/25/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 0.01000000                                            | CUSIP: F14221DK2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $198342.57    | 0.00%             | 2025-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 0.875% 10/24/25/EUR/                              | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: N8243RAE5<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $99111.25     | 0.00%             | 2025-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  0.875% 01/14/26/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S 0.87500000                                                   | CUSIP: N02598EK7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $99772.79     | 0.00%             | 2026-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 1-53 94 01                              | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 1-53 94 01 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -7000000 | NC      | $-34643.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PL V/R 07/04/26/EUR/                              | AIB GROUP PLC /EUR/ REGD V/R REG S 3.62500000                                                  | CUSIP: G020725V7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1500000 | NS      | $1557589.72   | 0.02%             | 2026-07-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| NORDLB LX  0.01% 06/10/27/EUR/                              | NORDLB LX COV BOND BK /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: L6S677BV9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      100000 | NS      | $92228.90     | 0.00%             | 2027-06-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5444 3.5% 07/01/49                                 | FANNIE MAE POOL UMBS P#CA5444 3.50000000                                                       | CUSIP: 3140QDBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294180 | NS      | $266014.08    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.724% 06/15/33/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0617 4.72400000                                        | CUSIP: Y2R35QAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      795000 | NS      | $188465.41    | 0.00%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| KOREA DEVE 1.83% 08/10/27/SEK/                              | KOREA DEVELOPMENT BANK /SEK/ REGD REG S EMTN 1.83000000                                        | CUSIP: Y4S21XLT2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     2000000 | NS      | $181751.23    | 0.00%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CADENT FI 2.625% 09/22/38/GBP/                              | CADENT FINANCE PLC /GBP/ REGD REG S EMTN 2.62500000                                            | CUSIP: G1746KAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1725000 | NS      | $1408171.60   | 0.02%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RON/USD FWD 20230104 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-78118.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE 0.875% 02/17/31/EUR/                              | KLEPIERRE SA /EUR/ REGD REG S EMTN 0.87500000                                                  | CUSIP: F5S74MQ99<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $781867.37    | 0.01%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FHR 4598 IK 3.5% 03/15/46                                   | FREDDIE MAC REMICS SER 4598 CL IK 3.50000000                                                   | CUSIP: 3137BQV61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      620850 | NS      | $114184.32    | 0.00%             | 2046-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2031 3.5% 05/01/52                                 | FANNIE MAE POOL UMBS P#FS2031 3.50000000                                                       | CUSIP: 3140XHHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18771319 | NS      | $17136644.34  | 0.22%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVI 0.05% 07/01/24/EUR/                              | SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN 0.05000000                                        | CUSIP: W8T54FAU2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1475000 | NS      | $1504436.36   | 0.02%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 1.63% 08/17/25                              | BUNGE LTD FINANCE CORP REGD 1.63000000                                                         | CUSIP: 120568BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $182382.88    | 0.00%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EVERGY INC 2.45% 09/15/24                                   | EVERGY INC REGD 2.45000000                                                                     | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2849776.83   | 0.04%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/08/26                                  | CITIGROUP INC REGD V/R 3.10600000                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      155000 | NS      | $146571.11    | 0.00%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.125% 09/10/39/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 3909 1.12500000                                             | CUSIP: Y7277FA83<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  2422100000 | NS      | $1298123.20   | 0.02%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL 5.5% 09/18/33                                    | AID-ISRAEL REGD 5.50000000                                                                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      900000 | NS      | $981848.33    | 0.01%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.125% 09/27/24                              | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.12500000                                            | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     2525000 | NS      | $2501957.63   | 0.03%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 0.875% 05/09/29/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.87500000                                       | CUSIP: U3823ERW7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3900000 | NS      | $3346775.78   | 0.04%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WOART 2020-A A3 1.1% 10/16/23                               | WORLD OMNI AUTO RECEIVABLES TRUST 2020-A SER 2020-A CL A3 REGD 1.10000000                      | CUSIP: 98163MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56950 | NS      | $56316.01     | 0.00%             | 2025-04-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/27/32/CHF/                              | SWITZERLAND /CHF/ REGD REG S 0.50000000                                                        | CUSIP: H210694S7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      260000 | NS      | $254690.62    | 0.00%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 0% 12/15/24                                    | UNITED STATES TREASURY BOND    REGD/144A/ 1.00000000                                           | CUSIP: 91282CDN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $468261.72    | 0.01%             | 2024-12-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC 0.25% 07/16/35/EUR/                                  | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                        | CUSIP: F9627PST0<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      300000 | NS      | $215744.27    | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SANDVIK A 2.125% 06/07/27/EUR/                              | SANDVIK AB /EUR/ REGD REG S EMTN 2.12500000                                                    | CUSIP: W74857DB1<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $995315.95    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.01% 11/25/30/EUR/                              | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: C4R07ZAJ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |     3000000 | NS      | $2468301.37   | 0.03%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 10/15/29                                    | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                          | CUSIP: 76116EHN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      175000 | NS      | $131931.26    | 0.00%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 03/01/67/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.80000000                                         | CUSIP: T6247A7P5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      665000 | NS      | $479135.76    | 0.01%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA 4.625% 09/23/34/EUR/                               | BULGARIA /EUR/ REGD REG S 4.62500000                                                           | CUSIP: X0R483AX0<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |     1000000 | NS      | $1063641.92   | 0.01%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CEDULAS T 3.875% 05/23/25/EUR/                              | CEDULAS TDA 6 /EUR/ REGD SER A6 3.87500000                                                     | CUSIP: E2941CAA4<br>LEI: 959800SDE531X188YH68 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $107713.92    | 0.00%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FK V/R 04/20/70                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FK V/R 3.08334000                     | CUSIP: 38380QJC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5334507 | NS      | $5260767.16   | 0.07%             | 2070-04-20      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| ISS FINANC 1.25% 07/07/25/EUR/                              | ISS FINANCE B.V. /EUR/ REGD REG S EMTN 1.25000000                                              | CUSIP: N4661AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3500000 | NS      | $3515763.43   | 0.04%             | 2025-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.875% 02/15/30/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 3.87500000                                                    | CUSIP: X0R4CRAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      510000 | NS      | $569535.48    | 0.01%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 02/15/26                                | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 912828P46<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $462890.63    | 0.01%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVER ZCP 04/25/23/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD ZCP SER 0423 0.00000000                                      | CUSIP: X8T024Y33<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     2781000 | NS      | $616068.29    | 0.01%             | 2023-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPME 6.22% 08/15/27                              | ASIAN DEVELOPMENT BANK REGD 6.22000000                                                         | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $106681.00    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EFSF 2% 02/28/56/EUR/                                       | EFSF /EUR/ REGD REG S EMTN 2.00000000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1680606.47   | 0.02%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO 4.25% 11/15/23                                    | MOSAIC CO REGD 4.25000000                                                                      | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       30000 | NS      | $29748.10     | 0.00%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STOR 0.5% 09/09/30/EUR/                              | PUBLIC STORAGE /EUR/ REGD 0.50000000                                                           | CUSIP: 74460DAF6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1206921.65   | 0.02%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.875% 02/15/53                              | UNITEDHEALTH GROUP INC REGD 5.87500000                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      340000 | NS      | $367876.93    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK TSY    3.25% 01/22/44 /GBP/                              | UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000                                                       | CUSIP: G4527HCQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2850000 | NS      | $3052149.62   | 0.04%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/42                              | GOLDMAN SACHS GROUP INC REGD V/R 2.90800000                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      865000 | NS      | $592339.28    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.419% 04/15/33                                | BROADCOM INC REGD 144A P/P 3.41900000                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       93000 | NS      | $74811.54     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| KOJAMO OY 0.875% 05/28/29/EUR/                              | KOJAMO OYJ /EUR/ REGD REG S EMTN 0.87500000                                                    | CUSIP: X4543EAR0<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $790162.93    | 0.01%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF 0.4% 02/17/25/EUR/                                     | EFSF /EUR/ REGD REG S EMTN 0.40000000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $1013859.57   | 0.01%             | 2025-02-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  1.75% 07/02/49/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.75000000                                                 | CUSIP: 58507LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      900000 | NS      | $593467.10    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DA 3.875% 05/19/23/EUR/                              | HARLEY-DAVIDSON FINL SER /EUR/ REGD REG S 3.87500000                                           | CUSIP: U24652AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | NS      | $456013.08    | 0.01%             | 2023-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBRD 0.375% 07/28/25                                        | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.37500000                                 | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       50000 | NS      | $45222.80     | 0.00%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 03/01/30/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.50000000                                         | CUSIP: T6247AP42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       86000 | NS      | $88275.45     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6598 2.5% 08/01/50                                 | FANNIE MAE POOL UMBS P#CA6598 2.50000000                                                       | CUSIP: 3140QEKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18562 | NS      | $15836.58     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 07/31/29                                | UNITED STATES TREASURY NOTE 2.62500000                                                         | CUSIP: 91282CFC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $461484.38    | 0.01%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/30/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750LB6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2647000 | NS      | $2261486.27   | 0.03%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.44PSO/N 03/31/26 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $-181921.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY 2.125% 06/03/30/EUR/                              | ELI LILLY & CO /EUR/ REGD 2.12500000                                                           | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1965281.93   | 0.02%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGN 1% 08/12/27/EUR/                              | SAMHALLSBYGGNADSBOLAGET /EUR/ REGD EMTN 1.00000000                                             | CUSIP: W7T8BREH9<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |      475000 | NS      | $350839.98    | 0.00%             | 2027-08-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/54/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                                | CUSIP: G4527HFY2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1730750 | NS      | $1234300.96   | 0.02%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4660 3% 07/01/42                                   | FANNIE MAE POOL UMBS P#MA4660 3.00000000                                                       | CUSIP: 31418EFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1375044 | NS      | $1230244.97   | 0.02%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08797 4% 01/01/48                                  | FREDDIE MAC GOLD POOL P#G08797 4.00000000                                                      | CUSIP: 3128MJ3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38776 | NS      | $37236.77     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BASELLAND 0.375% 05/13/30/CHF/                              | BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.37500000                                           | CUSIP: H05115BQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      100000 | NS      | $94673.66     | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EFSF 2.125% 02/19/24/EUR/                                   | EFSF /EUR/ REGD EMTN 2.12500000                                                                | CUSIP: L2669HBG1<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     5000000 | NS      | $5305150.10   | 0.07%             | 2024-02-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 1.902% 09/17/28                              | SUMITOMO MITSUI FINL GRP REGD 1.90200000                                                       | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      400000 | NS      | $330277.22    | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.74% 07/12/29/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1906 3.74000000                                          | CUSIP: Y0R4AWKM5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    65500000 | NS      | $9840761.29   | 0.12%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 3.75% 05/15/28                              | GENERAL DYNAMICS CORP REGD 3.75000000                                                          | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       85000 | NS      | $80941.21     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                              | BANK OF AMERICA CORP REGD V/R 2.68700000                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2150000 | NS      | $1726445.36   | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 2% 07/15/26                                     | AKER BP ASA REGD 144A P/P 2.00000000                                                           | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1360000 | NS      | $1202788.04   | 0.02%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN U 0.25% 04/22/36/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.25000000                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     2900000 | NS      | $2120563.12   | 0.03%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/28/28                                   | ING GROEP NV REGD V/R 4.01700000                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1560000 | NS      | $1457113.74   | 0.02%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FNR 2013-109 BO ZCP 07/25/43                                | FANNIE MAE REMICS SER 2013-109 CL BO ZCP 0.00000000                                            | CUSIP: 3136AGRJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      411323 | NS      | $246054.49    | 0.00%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERV 2.2% 06/01/30                              | HEALTH CARE SERVICE CORP REGD 144A P/P 2.20000000                                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1128658.68   | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GE 0.75% 01/25/27/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S 0.75000000                                                   | CUSIP: F8586LSC7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1700000 | NS      | $1574773.65   | 0.02%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 2% 09/07/25/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 2.00000000                                                | CUSIP: G4527HDC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2163000 | NS      | $2509199.35   | 0.03%             | 2025-09-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/03/28                              | HSBC HOLDINGS PLC REGD V/R 7.39000000                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3200000 | NS      | $3358254.78   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| DOVER CORP 0.75% 11/04/27/EUR/                              | DOVER CORP /EUR/ REGD 0.75000000                                                               | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $917826.68    | 0.01%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRON 0% 02/16/29/EUR/                              | TYCO ELECTRONICS GROUP S /EUR/ REGD 0.00000000                                                 | CUSIP: 902133AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $835610.27    | 0.01%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 01/31/25                                  | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 9128283V0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $481289.06    | 0.01%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINOCHEM O 0.75% 11/25/25/EUR/                              | SINOCHEM OFFSHORE CAPITA /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: G816AMAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1000000 | NS      | $936784.55    | 0.01%             | 2025-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/24/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD SER SDRO 1.00000000                                        | CUSIP: K7S724GL5<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      500000 | NS      | $69127.51     | 0.00%             | 2024-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.125% 04/15/34/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 1.12500000                                                       | CUSIP: X8T03RBJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      421000 | NS      | $367010.74    | 0.00%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE 2.375% 01/15/24/EUR/                              | LA BANQUE POST HOME LOAN /EUR/ REGD EMTN 2.37500000                                            | CUSIP: F55246AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $106078.38    | 0.00%             | 2024-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/25                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 9128284M9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      900000 | NS      | $871523.44    | 0.01%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR23                                 | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR23 /GBP/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          45 | NC      | $5434834.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE D 2% 12/09/49/EUR/                              | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: F4065QLG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $386173.16    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ SER * 4.62500000                                  | CUSIP: N93695SL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      210000 | NS      | $212992.78    | 0.00%             | 2171-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 02/15/25/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000                                           | CUSIP: D206584S2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2409000 | NS      | $2471026.90   | 0.03%             | 2025-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK 4.5% 07/25/25/EUR/                              | AAREAL BANK A /EUR/ REGD REG S 4.50000000                                                      | CUSIP: D0037WNA6<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |     2300000 | NS      | $2460316.45   | 0.03%             | 2025-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H03 HA 3% 01/20/67                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H03 CL HA 3.00000000                         | CUSIP: 38376RR40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4591776 | NS      | $4405977.81   | 0.06%             | 2067-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 3.125% 09/14/27/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: F0R03PPD2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3400000 | NS      | $3544691.06   | 0.04%             | 2027-09-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1907 3.5% 02/01/36                                 | FREDDIE MAC POOL UMBS P#RC1907 3.50000000                                                      | CUSIP: 3133L8DL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      184317 | NS      | $176737.43    | 0.00%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 05/15/31/EUR/                              | DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 1.00000000                                           | CUSIP: K2227DB27<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1000000 | NS      | $925684.46    | 0.01%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC 0.875% 09/06/25/EUR/                                | SSE PLC /EUR/ REGD REG S EMTN 0.87500000                                                       | CUSIP: G8842PPQ9<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1990271.87   | 0.03%             | 2025-09-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.625% 01/18/36/EUR/                              | LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000                                                   | CUSIP: F5548BCZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $416338.67    | 0.01%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AGCO INTERN 0.8% 10/06/28/EUR/                              | AGCO INTERNATIONAL HOLDI /EUR/ REGD 0.80000000                                                 | CUSIP: N0106ZAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4700000 | NS      | $4110004.90   | 0.05%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MET LIFE  4.125% 09/02/25/GBP/                              | MET LIFE GLOB FUNDING I /GBP/ REGD REG S EMTN SER * 4.12500000                                 | CUSIP: U5922DDM1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1186571.15   | 0.02%             | 2025-09-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 12/09/26                              | GOLDMAN SACHS GROUP INC REGD V/R SER VAR 1.09300000                                            | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      585000 | NS      | $516888.55    | 0.01%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.15% 04/11/42/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 1.15000000                                                    | CUSIP: X6694NBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      145000 | NS      | $98910.92     | 0.00%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| KFW 4.7% 06/02/37/CAD/                                      | KFW /CAD/ REGD 4.70000000                                                                      | CUSIP: 500769BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $76535.38     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GROU 0.25% 06/26/24/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: A1953UE86<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | NS      | $102313.82    | 0.00%             | 2024-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATIONWID 5.625% 01/28/26/GBP/                              | NATIONWIDE BLDG SOCIETY /GBP/ REGD REG S EMTN 5.62500000                                       | CUSIP: G63983V59<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $124069.70    | 0.00%             | 2026-01-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.50000000                                                         | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      224852 | NS      | $140141.95    | 0.00%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FINNISH G 0.875% 09/15/25/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.87500000                                                       | CUSIP: X8T03RAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      430000 | NS      | $438194.80    | 0.01%             | 2025-09-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/38                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912834DU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6250000 | NS      | $3238250.44   | 0.04%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 3% 06/30/27/EUR/                              | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: N90313AC6<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |     1050000 | NS      | $1079528.36   | 0.01%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ 3.62500000                                        | CUSIP: G1279MM37<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1800000 | NS      | $1652150.91   | 0.02%             | 2171-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/29/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.50000000                                                       | CUSIP: X27717KJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       80000 | NS      | $73002.98     | 0.00%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NORSK HYDRO A 2% 04/11/29/EUR/                              | NORSK HYDRO ASA /EUR/ REGD REG S 2.00000000                                                    | CUSIP: R61115DV1<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      800000 | NS      | $710164.26    | 0.01%             | 2029-04-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41                                  | BROADCOM INC REGD 144A P/P 3.50000000                                                          | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      635000 | NS      | $456477.60    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/18/33/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 530 0.00000000                                     | CUSIP: H6218ULR9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      120000 | NS      | $104108.84    | 0.00%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 5.5 2-53 102                                | CALL OPTION ON 100SHS          OTC ECAL FN 5.5 2-53 102 BOA 0.00000000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -2200000 | NC      | $-3903.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                              | T-MOBILE USA INC REGD 3.60000000                                                               | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | NS      | $216391.43    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.375% 04/04/25/EUR/                              | AMERICAN TOWER CORP /EUR/ REGD SER 1.37500000                                                  | CUSIP: 03027XAN0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2050000 | NS      | $2066794.85   | 0.03%             | 2025-04-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.60PCD03 12/03/27 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-144596.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/31                                    | BNP PARIBAS REGD V/R MTN 3.05200000                                                            | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1800000 | NS      | $1480815.83   | 0.02%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43                                | GINNIE MAE II POOL P#MA0698 3.00000000                                                         | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      477784 | NS      | $436823.68    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCE 0.6% 10/25/41/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 0.60000000                                       | CUSIP: F23069ND9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $66917.90     | 0.00%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.3% 08/02/32/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.30000000                                             | CUSIP: Y14099GK8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     7000000 | NS      | $1085315.07   | 0.01%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERLIN PR 2.375% 07/13/27/EUR/                              | MERLIN PROPERTIES SOCIMI /EUR/ REGD REG S EMTN 2.37500000                                      | CUSIP: E7390ZAH3<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $958211.16    | 0.01%             | 2027-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWIT 1.5% 01/31/24/EUR/                              | GLOBAL SWITCH HOLDINGS L /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: G3932RAD2<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      850000 | NS      | $882746.97    | 0.01%             | 2024-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 0.625% 07/19/29/EUR/                              | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: D9T70CHL1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $823668.90    | 0.01%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEX 1.35% 09/18/27/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 1.35000000                                                    | CUSIP: P6625ABA9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     3075000 | NS      | $2951054.93   | 0.04%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KFW 0% 01/10/31/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MKS3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      670000 | NS      | $561030.86    | 0.01%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTAREA 1.75% 01/16/30/EUR/                                 | ALTAREA /EUR/ REGD REG S 1.75000000                                                            | CUSIP: F0261XLF0<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $316553.47    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN EXP  2.42% 06/20/28/JPY/                              | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 37 2.42000000                                          | CUSIP: J2739VHM0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $839958.53    | 0.01%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT A V/R 10/15/25                               | CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 5.66800000                                 | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | NS      | $2047188.36   | 0.03%             | 2037-10-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JAN 23                                   | FNMA 30YR TBA 5.5% JAN 23      TO BE ANNOUNCED 5.50000000                                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18442000 | NS      | $18500956.86  | 0.23%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1488 4% 08/01/52                                   | FREDDIE MAC POOL UMBS P#SD1488 4.00000000                                                      | CUSIP: 3132DNUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      537947 | NS      | $505319.11    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUS V/R 09/15/31/GBP/                              | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN 1.69900000                                | CUSIP: Q6530X5Y7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1425000 | NS      | $1409384.78   | 0.02%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD1140 2.5% 11/01/51                                 | FREDDIE MAC POOL UMBS P#QD1140 2.50000000                                                      | CUSIP: 3133AXHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      871406 | NS      | $740857.63    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE  0.25% 09/18/24/EUR/                              | WORLDLINE SA/FRANCE /EUR/ REGD REG S 0.25000000                                                | CUSIP: F9867TAL7<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1011832.14   | 0.01%             | 2024-09-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/33                              | HSBC HOLDINGS PLC REGD V/R 5.40200000                                                          | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      700000 | NS      | $650368.44    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 4.5% 03/28/26/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 64 4.50000000                                                   | CUSIP: B533BSUG7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      705000 | NS      | $797471.96    | 0.01%             | 2026-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOTALENER 1.535% 05/31/39/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD EMTN 1.53500000                                              | CUSIP: F93777BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $775765.93    | 0.01%             | 2039-05-31      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| REGION WA 1.375% 04/06/32/EUR/                              | REGION WALLONNE /EUR/ REGD 1.37500000                                                          | CUSIP: B70023RY2<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      200000 | NS      | $178252.39    | 0.00%             | 2032-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                                | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1970000 | NS      | $1662110.55   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 2.1% 07/01/30                                 | AEP TEXAS INC REGD SER I 2.10000000                                                            | CUSIP: 00108WAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | NS      | $2114932.48   | 0.03%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RELX FINA 0.875% 03/10/32/EUR/                              | RELX FINANCE BV /EUR/ REGD REG S 0.87500000                                                    | CUSIP: N7S84NJT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6000000 | NS      | $4942583.16   | 0.06%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 04/30/35/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000                                         | CUSIP: T6052BS58<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1300000 | NS      | $1293752.85   | 0.02%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/28/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000                                      | CUSIP: Q08184MZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      418000 | NS      | $269150.30    | 0.00%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  5.952% 06/15/42                              | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 5.95200000                                          | CUSIP: 64972FK88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      200000 | NS      | $220606.56    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.01% 11/03/31/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: F2276HBW8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $80199.83     | 0.00%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230112 000011553 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3289559.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JAN 23                                 | G2SF  30 YR TBA 4.5% JAN 23    TO BE ANNOUNCED 4.50000000                                      | CUSIP: 21H042612<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -6400000 | NS      | $-6214000.00  | -0.08%            | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5180 3% 08/01/42                                   | FREDDIE MAC POOL UMBS P#RB5180 3.00000000                                                      | CUSIP: 3133KYXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4269 | NS      | $3819.61      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINA 0.5% 04/23/31/EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD REG S 0.50000000                                              | CUSIP: L4806HAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $795483.49    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEN15 2017-1A AR V/R 04/20/30                               | CRESTLINE DENALI CLO XV LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.27257000                     | CUSIP: 22616CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5328710 | NS      | $5248779.07   | 0.07%             | 2030-04-20      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CTP NV 0.625% 11/27/23/EUR/                                 | CTP NV /EUR/ REGD REG S EMTN 0.62500000                                                        | CUSIP: N2368RAB3<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      750000 | NS      | $761165.40    | 0.01%             | 2023-11-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APA INFRAS 0.75% 03/15/29/EUR/                              | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: Q04579AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     4800000 | NS      | $4123014.68   | 0.05%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 05/15/52                              | VICI PROPERTIES LP REGD 5.62500000                                                             | CUSIP: 925650AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | NS      | $199028.25    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.6% 06/01/51                              | NORTHERN STATES PWR-MINN REGD 2.60000000                                                       | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | NS      | $22411.96     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP 1.75% 05/10/32/EUR/                              | BERLIN HYP AG /EUR/ REGD REG S EMTN 1.75000000                                                 | CUSIP: D0R6FVNX3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $94928.36     | 0.00%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1535 3.5% 02/01/48                                 | FANNIE MAE POOL UMBS P#CA1535 3.50000000                                                       | CUSIP: 3140Q8V51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1459898 | NS      | $1354617.29   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 05/25/26                              | MIZUHO FINANCIAL GROUP REGD V/R 2.22600000                                                     | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3000000 | NS      | $2757570.27   | 0.03%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.2% 10/31/40/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.20000000                                                 | CUSIP: E8922AJT8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1721000 | NS      | $1205535.26   | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SC 0.625% 12/01/27/EUR/                              | BOSTON SCIENTIFIC CORP /EUR/ REGD 0.62500000                                                   | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      800000 | NS      | $736544.95    | 0.01%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.94PKWDC 08/19/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-721411.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY METRO 2.25% 06/01/30                                 | EVERGY METRO REGD SER 2020 2.25000000                                                          | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $123770.60    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER  5.75% 03/02/26/GBP/                              | SANTANDER UK PLC /GBP/ REGD REG S EMTN 5.75000000                                              | CUSIP: G7808UPH2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $124686.75    | 0.00%             | 2026-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKELIUS RE 0.75% 02/22/30/EUR/                              | AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: N01767AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $1534952.48   | 0.02%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FI 5.75% 04/01/33                              | JBS USA/FOOD/FINANCE REGD 144A P/P 5.75000000                                                  | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1020000 | NS      | $972855.60    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORP 3.5% 01/15/31                                   | AMEREN CORP REGD 3.50000000                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8863.93      | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7970 4.5% 04/01/50                                 | FANNIE MAE POOL UMBS P#FM7970 4.50000000                                                       | CUSIP: 3140XB2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7659236 | NS      | $7491480.73   | 0.09%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2% 05/31/24                                    | UNITED STATES TREASURY NOTE 2.00000000                                                         | CUSIP: 912828XT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $963828.12    | 0.01%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.5% 11/13/28/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD REG S EMTN 4.50000000                                        | CUSIP: Y13985AC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     2500000 | NS      | $389483.72    | 0.00%             | 2028-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 2.35% 06/15/32                              | ENTERGY LOUISIANA LLC REGD 2.35000000                                                          | CUSIP: 29364WBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $23921.24     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO 4.875% 05/01/25                                   | BOEING CO REGD 4.87500000                                                                      | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      800000 | NS      | $792637.37    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 08/15/28                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 9128284V9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | NS      | $1698398.44   | 0.02%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 0.5% 03/01/33/EUR/                              | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: N2960PEN9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       97000 | NS      | $71923.69     | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.2% 03/28/39/EUR/                                 | NRW.BANK /EUR/ REGD 1.20000000                                                                 | CUSIP: D5S267QC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $79760.73     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48                              | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                       | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | NS      | $413359.09    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 4.95% 09/22/27                              | ITC HOLDINGS CORP REGD 144A P/P 4.95000000                                                     | CUSIP: 465685AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | NS      | $1156391.50   | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE C 0.75% 03/01/29/EUR/                              | GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 0.75000000                                          | CUSIP: G39146AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1900000 | NS      | $1564034.46   | 0.02%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.5% 09/01/44                              | MOTOROLA SOLUTIONS INC REGD 5.50000000                                                         | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      875000 | NS      | $792774.61    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | HUF/USD FWD 20230119 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55928.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DH EUROPE FINANC 3.4% 11/15/49                              | DH EUROPE FINANCE II REGD 3.40000000                                                           | CUSIP: 23291KAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       30000 | NS      | $22821.42     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5595 4% 11/20/48                                | GINNIE MAE II POOL P#MA5595 4.00000000                                                         | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32267 | NS      | $30924.21     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                                 | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1575000 | NS      | $1239082.04   | 0.02%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50                                   | EQUINOR ASA REGD 3.70000000                                                                    | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      165000 | NS      | $131159.85    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48                              | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |        8000 | NS      | $7241.98      | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 1% 03/20/52/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 74 1.00000000                                             | CUSIP: J2S39LTX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   104000000 | NS      | $685984.76    | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.459% 09/15/26                                | BROADCOM INC REGD 3.45900000                                                                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1320000 | NS      | $1245159.47   | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 B 1% 01/30/29/EUR/                              | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: R8T51PES0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      100000 | NS      | $93358.22     | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 1.25% 02/23/33/EUR/                              | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 1.25000000                                             | CUSIP: X5S9GCDF4<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      200000 | NS      | $179246.85    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  1% 09/03/25/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1590 1.00000000                                       | CUSIP: W86201XK6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $179308.53    | 0.00%             | 2025-09-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.7% 04/20/71/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.70000000                                                      | CUSIP: A0654UUC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      161000 | NS      | $76225.34     | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| BRIT COL M 2.55% 10/09/29/CAD/                              | BRIT COL MUNI FIN AUTH /CAD/ REGD 2.55000000                                                   | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | USGA              | CA        |      300000 | NS      | $202945.13    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESO 4.9% 06/01/44                              | CONTINENTAL RESOURCES REGD SER WI 4.90000000                                                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      124000 | NS      | $91949.76     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATI 5.65% 01/10/30                              | HUNTINGTON NATIONAL BANK REGD 5.65000000                                                       | CUSIP: 44644MAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | NS      | $834601.90    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  2.75% 06/05/28/EUR/                              | AEROPORTS DE PARIS /EUR/ REGD 2.75000000                                                       | CUSIP: F01177AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $101904.48    | 0.00%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINA 0.875% 09/28/34/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.87500000                                          | CUSIP: N30706WN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $2153447.77   | 0.03%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIFC 2017-4A A1R V/R 10/24/30                               | CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 5.27457000                       | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | NS      | $3160117.44   | 0.04%             | 2030-10-24      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PERNOD RI 1.125% 04/07/25/EUR/                              | PERNOD RICARD SA /EUR/ REGD REG S 1.12500000                                                   | CUSIP: F7202GAF6<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     3100000 | NS      | $3152899.94   | 0.04%             | 2025-04-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND BADE 0.625% 01/27/26/EUR/                              | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: D0R550AL4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |      380000 | NS      | $377900.01    | 0.00%             | 2026-01-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.8% 07/04/25/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S SER NGEU 0.80000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    20700000 | NS      | $21030866.06  | 0.27%             | 2025-07-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 08/15/26                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 9128282A7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $912578.12    | 0.01%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3450 4% 08/01/27                                   | FANNIE MAE POOL UMBS P#AL3450 4.00000000                                                       | CUSIP: 3138EKZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28323 | NS      | $27660.16     | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 2% 10/01/53/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000                                    | CUSIP: K741815Z5<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | NS      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 05/15/38                                  | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810PX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    23301000 | NS      | $24890200.90  | 0.32%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/28/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                   | CUSIP: N2R466GQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1090000 | NS      | $1053511.46   | 0.01%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC 3.85% 06/15/24                                   | ABBVIE INC REGD SER WI 3.85000000                                                              | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      150000 | NS      | $147576.36    | 0.00%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/26/41                                  | CITIGROUP INC REGD V/R 5.31600000                                                              | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | NS      | $95746.03     | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.9% 04/15/58                                       | MPLX LP REGD 4.90000000                                                                        | CUSIP: 55336VAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $31561.87     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/20/51                              | BANK OF AMERICA CORP REGD V/R MTN 4.08300000                                                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | NS      | $39459.65     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 1.25% 05/22/25/AUD/                              | AUST CAPITAL TERRITORY /AUD/ REGD REG S 1.25000000                                             | CUSIP: Q0R77TDU8<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |      200000 | NS      | $127982.67    | 0.00%             | 2025-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX IN 0.25% 03/15/27/EUR/                              | EQUINIX INC /EUR/ REGD 0.25000000                                                              | CUSIP: 29444UBN5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $924354.97    | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1381 2% 12/01/36                                   | FANNIE MAE POOL UMBS P#BU1381 2.00000000                                                       | CUSIP: 3140M2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295632 | NS      | $263940.04    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.25% 07/15/27/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD SER 97 6 6.25000000                                             | CUSIP: A5273HAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      132515 | NS      | $162665.64    | 0.00%             | 2027-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS G 2% 07/15/24/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 2.00000000                                                   | CUSIP: N81728AF9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      644000 | NS      | $682044.41    | 0.01%             | 2024-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE 1% 10/07/25/EUR/                                    | E.ON SE /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: D249144V8<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $100679.03    | 0.00%             | 2025-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CAD/USD FWD 20230119 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $375.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.96PKWDC 08/14/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-297656.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER F 1.75% 03/25/30/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S 1.75000000                                                   | CUSIP: N897826X4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $964589.49    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/23/33/EUR/                              | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 6.25000000                                              | CUSIP: E2R193H98<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1400000 | NS      | $1499906.80   | 0.02%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHMS K725 A2 3.002% 01/25/24                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K725 CL A2 3.00200000         | CUSIP: 3137BWWD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219616 | NS      | $215028.81    | 0.00%             | 2024-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.875% 07/21/26/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 2.87500000                                                    | CUSIP: X0R4CRAZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      580000 | NS      | $620973.98    | 0.01%             | 2026-07-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#CN5012 3.5% 12/20/47                              | GINNIE MAE II POOL P#CN5012 3.50000000                                                         | CUSIP: 3617F4R96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3853429 | NS      | $3565758.17   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 03/13/26/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.00000000                                            | CUSIP: B3821STH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      700000 | NS      | $682783.31    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GO 3.5% 04/14/33/NZD/                              | NZ LOCAL GOVT FUND AGENC /NZD/ REGD 3.50000000                                                 | CUSIP: Q6762SAF2<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      300000 | NS      | $162276.06    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 11/15/39                                | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    25900000 | NS      | $27171730.40  | 0.34%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2037 1.5% 05/01/37                                 | FANNIE MAE POOL UMBS P#FS2037 1.50000000                                                       | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198728 | NS      | $172303.61    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.96% 04/17/30/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000                                          | CUSIP: Y0R4AWKW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   114400000 | NS      | $16421729.57  | 0.21%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 07/25/26/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0726 2.50000000                                          | CUSIP: X8T024QG3<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1890000 | NS      | $371499.20    | 0.00%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATI 3.7% 04/01/27                              | CINTAS CORPORATION NO. 2 REGD 3.70000000                                                       | CUSIP: 17252MAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $28960.44     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8182 2% 12/01/51                                   | FREDDIE MAC POOL UMBS P#SD8182 2.00000000                                                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2793497 | NS      | $2280788.90   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 1.1% 03/13/34/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 1.10000000                             | CUSIP: D5S07LGC9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      110000 | NS      | $94761.80     | 0.00%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27                                      | EQT CORP REGD 3.90000000                                                                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       90000 | NS      | $83109.38     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWE 3% 09/23/26/EUR/                              | WOLTERS KLUWER NV /EUR/ REGD REG S 3.00000000                                                  | CUSIP: N96425NA2<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |     5000000 | NS      | $5237272.86   | 0.07%             | 2026-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 01/22/51/EUR/                              | REPUBLIC OF CHILE /EUR/ REGD 1.25000000                                                        | CUSIP: P79082AB2<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      900000 | NS      | $517271.40    | 0.01%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LUXE 2021-TRIP A V/R 10/15/24                               | LUXE TRUST 2021-TRIP SER 2021-TRIP CL A V/R REGD 144A P/P 5.36800000                           | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1003689 | NS      | $959635.95    | 0.01%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDING V/R 05/29/30/GBP/                              | HSBC HOLDINGS PLC /GBP/ REGD V/R 3.00000000                                                    | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      225000 | NS      | $225699.05    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  2.625% 12/16/24/GBP/                              | DEUTSCHE BANK AG /GBP/ REGD EMTN 2.62500000                                                    | CUSIP: D1T7F6VS4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1683794.99   | 0.02%             | 2024-12-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT 1.25% 02/17/26                              | ITALY GOV'T INT BOND REGD 1.25000000                                                           | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2000000 | NS      | $1734804.00   | 0.02%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 07/15/24/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                      | CUSIP: A0654UMB4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      280000 | NS      | $287168.67    | 0.00%             | 2024-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 05/25/32/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F26348AP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2480000 | NS      | $2008876.65   | 0.03%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 11/15/29                                 | UNITED STATES TREASURY NOTE 1.75000000                                                         | CUSIP: 912828YS3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $436992.19    | 0.01%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                              | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                              | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $470535.08    | 0.01%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 5% 06/30/32                                      | CABOT CORP REGD 5.00000000                                                                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |      175000 | NS      | $162351.78    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 08/30/23/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD REG S MTN 1.12500000                                               | CUSIP: D1T7F2SS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      775000 | NS      | $820302.25    | 0.01%             | 2023-08-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| IMERYS SA 1% 07/15/31/EUR/                                  | IMERYS SA /EUR/ REGD REG S 1.00000000                                                          | CUSIP: F49644HY0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1474698.99   | 0.02%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.375%  DUE 2/15/38                                 | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810PW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3000000 | NS      | $3158906.26   | 0.04%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 3.375% 09/01/33/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000                                                     | CUSIP: V81778CZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      950000 | NS      | $725586.08    | 0.01%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.196% 11/15/61                                 | MAYO CLINIC REGD SER 2021 3.19600000                                                           | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |      440000 | NS      | $295403.75    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 1.375% 05/25/29/EUR/                              | GRAND DUCHY OF LUXEMBOUR /EUR/ REGD REG S 1.37500000                                           | CUSIP: L61785AQ1<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |      380000 | NS      | $369657.21    | 0.00%             | 2029-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC  4.55% 06/01/52                              | NSTAR ELECTRIC CO REGD 4.55000000                                                              | CUSIP: 67021CAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | NS      | $431096.02    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.2% 08/15/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 1.20000000                                    | CUSIP: T6052BN46<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      500000 | NS      | $504419.45    | 0.01%             | 2025-08-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL  2.25% 02/22/28/EUR/                              | HONEYWELL INTERNATIONAL /EUR/ REGD 2.25000000                                                  | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1506203.40   | 0.02%             | 2028-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 06/15/25                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 91282CEU1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2418164.05   | 0.03%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5864 2.5% 11/01/50                                 | FREDDIE MAC POOL UMBS P#QB5864 2.50000000                                                      | CUSIP: 3133ACQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7472382 | NS      | $6362565.31   | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.95% 01/15/31                                 | COMCAST CORP REGD 1.95000000                                                                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2875000 | NS      | $2329429.48   | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51                                | GINNIE MAE II POOL P#MA7768 3.00000000                                                         | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      938625 | NS      | $840008.70    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA 0.375% 06/14/28/EUR/                                | ENI SPA /EUR/ REGD REG S EMTN 0.37500000                                                       | CUSIP: T3666JKC9<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $883420.96    | 0.01%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.25% 04/06/27/EUR/                              | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.25000000                                             | CUSIP: C2R89MYU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2550000 | NS      | $2401865.92   | 0.03%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6758 3.5% 07/20/50                              | GINNIE MAE II POOL P#MA6758 3.50000000                                                         | CUSIP: 36179VQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191656 | NS      | $174064.57    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC S/UP 03/28/25                                  | HYDRO-QUEBEC REGD S/UP MTN SER MTNB 8.40000000                                                 | CUSIP: 44881HEU4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      600000 | NS      | $642871.48    | 0.01%             | 2025-03-28      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL A 0.75% 01/30/26/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: Q6530XCG8<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $98620.56     | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 3.125% 07/25/29/GBP/                              | GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 3.12500000                                             | CUSIP: U3823B2X8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1563230.31   | 0.02%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.25% 06/29/29/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000                                      | CUSIP: F0108UJZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $352496.61    | 0.00%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 2.5% 06/24/26/EUR/                                | SODEXO SA /EUR/ REGD 2.50000000                                                                | CUSIP: F84941AT4<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $518342.92    | 0.01%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 8/15/24                                  | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CCT6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | NS      | $1869140.62   | 0.02%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO FIN 2.75% 06/08/38/GBP/                              | DIAGEO FINANCE PLC /GBP/ REGD REG S 2.75000000                                                 | CUSIP: G2756XVM1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      625000 | NS      | $577971.77    | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.5% 03/20/49/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000                                             | CUSIP: J2S39K3W4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   608350000 | NS      | $3622982.91   | 0.05%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FI 1.25% 01/15/26/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 1.25000000                                            | CUSIP: N36492DU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3900000 | NS      | $3846343.65   | 0.05%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 1.5% 08/26/24/CHF/                              | DEUTSCHE BAHN FIN GMBH /CHF/ REGD REG S EMTN 1.50000000                                        | CUSIP: D1T0VZBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $539122.91    | 0.01%             | 2024-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF G 4.3% 01/15/49                              | SOUTHERN CALIF GAS CO REGD SER VV 4.30000000                                                   | CUSIP: 842434CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $16584.74     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/02/27/EUR/                              | CREDIT AGRICOLE PUBLIC S /EUR/ REGD EMTN 0.87500000                                            | CUSIP: F2612FAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $96086.59     | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.85% 01/15/26                                    | ONEOK INC REGD 5.85000000                                                                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      245000 | NS      | $248181.56    | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.4% 07/26/29                              | BRISTOL-MYERS SQUIBB CO REGD 3.40000000                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1743000 | NS      | $1619802.06   | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 1.408% 06/26/39/EUR/                              | EXXON MOBIL CORPORATION /EUR/ REGD 1.40800000                                                  | CUSIP: U30276AD8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     2200000 | NS      | $1538557.33   | 0.02%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.76% 11/05/24/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2113 2.76000000                                        | CUSIP: Y23862SH2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    20000000 | NS      | $2891205.17   | 0.04%             | 2024-11-05      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                              | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                     | CUSIP: N7163RAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $720733.97    | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CAD/USD FWD 20230119 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-225986.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.45% 06/01/32                              | AMERICAN WATER CAPITAL C REGD 4.45000000                                                       | CUSIP: 03040WBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | NS      | $316804.72    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 1% 01/23/51/EUR/                              | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.00000000                                             | CUSIP: B2758CBQ3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $59488.03     | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4422 2.5% 10/01/50                                 | FANNIE MAE POOL UMBS P#FM4422 2.50000000                                                       | CUSIP: 3140X74G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1798554 | NS      | $1553507.22   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 2% 04/15/24/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 2.00000000                                                       | CUSIP: X85024AB7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      447000 | NS      | $473762.97    | 0.01%             | 2024-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GNR 2020-H16 FN V/R 09/20/70                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H16 CL FN V/R 4.38943000                     | CUSIP: 38380QLA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1883260 | NS      | $1887554.94   | 0.02%             | 2070-09-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.75% 04/21/37/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 144 3.75000000                                      | CUSIP: Q08198AH8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      533000 | NS      | $342509.33    | 0.00%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEBB-INFR 3.875% 06/30/25/EUR/                              | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.87500000                                               | CUSIP: A586GDAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       80000 | NS      | $86889.88     | 0.00%             | 2025-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/25                              | WELLS FARGO & COMPANY REGD V/R MTN 2.40600000                                                  | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       92000 | NS      | $87044.89     | 0.00%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.05% 12/18/29/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000                                       | CUSIP: D4900LFP2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      180000 | NS      | $156982.32    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.25% 05/15/49                                     | IBM CORP REGD 4.25000000                                                                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      390000 | NS      | $325852.45    | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.75% 02/17/32/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000                                           | CUSIP: Y6S39BL40<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   110600000 | NS      | $15697555.19  | 0.20%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 2.45% 02/03/32                              | FLORIDA POWER & LIGHT CO REGD 2.45000000                                                       | CUSIP: 341081GG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $167143.07    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.15% 09/30/51                              | SOUTHERN CO GAS CAPITAL REGD SER 21A 3.15000000                                                | CUSIP: 8426EPAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $9790.10      | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GL 1.241% 04/08/24/EUR/                              | ATHENE GLOBAL FUNDING /EUR/ REGD REG S EMTN 1.24100000                                         | CUSIP: U0477AAP3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1333397.24   | 0.02%             | 2024-04-08      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 1.75% 03/16/26/EUR/                              | BASQUE GOVERNMENT /EUR/ REGD REG S 1.75000000                                                  | CUSIP: E5R036AD0<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |      170000 | NS      | $174159.51    | 0.00%             | 2026-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CLP/USD FWD 20230315 000011553 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5637.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC V/R 09/25/26/GBP/                       | VIRGIN MONEY UK PLC /GBP/ REGD V/R REG S EMTN 4.00000000                                       | CUSIP: G2727ZAD5<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      200000 | NS      | $224286.98    | 0.00%             | 2026-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.03% 03/11/26/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.03000000                                           | CUSIP: Y6S39BB25<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    13900000 | NS      | $2029843.47   | 0.03%             | 2026-03-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 09/20/50/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 68 0.60000000                                             | CUSIP: J2S39LHJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   131500000 | NS      | $788559.13    | 0.01%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 06/30/51/EUR/                              | CNP ASSURANCES /EUR/ REGD V/R REG S EMTN 2.50000000                                            | CUSIP: F1876NBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $867492.31    | 0.01%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REAL 0.01% 10/01/27/EUR/                              | JYSKE REALKREDIT A/S /EUR/ REGD REG S SER CCE 0.01000000                                       | CUSIP: K5S69JCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      100000 | NS      | $91749.34     | 0.00%             | 2027-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.125% 06/20/26/EUR/                              | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.12500000                                          | CUSIP: F0109PBV9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $384957.79    | 0.00%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RA 4.4% 08/05/52                              | CANADIAN NATL RAILWAY REGD 4.40000000                                                          | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      430000 | NS      | $383404.65    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNA 2016-M5 A 2.469% 04/25/26                               | FANNIE MAE-ACES SER 2016-M5 CL A2 2.46900000                                                   | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $464998.10    | 0.01%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  3.95% 02/15/50                              | SOUTHERN CALIF GAS CO REGD SER WW 3.95000000                                                   | CUSIP: 842434CT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $154860.42    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 1.75% 11/15/25/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD 1.75000000                                                       | CUSIP: K30904AJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     1380000 | NS      | $193339.85    | 0.00%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO ( 0.875% 01/21/25/EUR/                              | ONTARIO (PROVINCE OF) /EUR/ REGD EMTN 0.87500000                                               | CUSIP: C4R07ZAA3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |     1000000 | NS      | $1018612.37   | 0.01%             | 2025-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASSICURAZ 3.875% 01/29/29/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD REG S EMTN 3.87500000                                        | CUSIP: T05040AJ8<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $508463.74    | 0.01%             | 2029-01-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% FEB 23                                 | FNMA TBA 30YR TBA 3% FEB 23     TO BE ANNOUNCED 3.00000000                                     | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -98700000 | NS      | $-86798734.26 | -1.10%            | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 1.5% 05/31/37/ILS/                              | ISRAEL FIXED BOND /ILS/ REGD SER 0537 1.50000000                                               | CUSIP: M7024PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      305000 | NS      | $66733.66     | 0.00%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKR 2.375% 09/15/32/EUR/                              | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 2.37500000                                                 | CUSIP: K6S48X4Q6<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |     4000000 | NS      | $3998413.27   | 0.05%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.3% 11/05/31/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2110 3.30000000                                          | CUSIP: Y0R4AWMH4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    14000000 | NS      | $2050411.84   | 0.03%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INIT 5% 06/27/32/GBP/                              | RENTOKIL INITIAL PLC /GBP/ REGD EMTN 5.00000000                                                | CUSIP: G7494GTG0<br>LEI: 549300VN4WV7Z6T14K68 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1137063.37   | 0.01%             | 2032-06-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 05/14/32                              | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 3.09100000                                            | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      755000 | NS      | $523961.77    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MO 0.625% 11/08/24/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 0.62500000                                                   | CUSIP: 718172CF4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2700000 | NS      | $2721258.76   | 0.03%             | 2024-11-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1025 3% 02/01/52                                   | FANNIE MAE POOL UMBS P#FS1025 3.00000000                                                       | CUSIP: 3140XGD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      491070 | NS      | $433943.96    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERT 3% 01/15/30                              | HEALTHPEAK PROPERTIES REGD 3.00000000                                                          | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1207029.77   | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.95% 04/01/50                              | CON EDISON CO OF NY INC REGD SER 20B 3.95000000                                                | CUSIP: 209111FY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $43860.29     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 5% 03/07/25/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 5.00000000                                                | CUSIP: G4527HJV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1348000 | NS      | $1674921.29   | 0.02%             | 2025-03-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 6% 01/23/14/GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 6.00000000                                            | CUSIP: F3R92TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      600000 | NS      | $668656.19    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON INTL 1.25% 05/13/25/EUR/                              | SIMON INTL FINANCE SCA /EUR/ REGD REG S 1.25000000                                             | CUSIP: L84465AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2325000 | NS      | $2505680.19   | 0.03%             | 2025-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HAN 0.5% 02/18/30/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S 0.50000000                                           | CUSIP: W9T10ZJJ5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     1875000 | NS      | $1565460.84   | 0.02%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA  1.55% 03/15/28/EUR/                              | CHUBB INA HOLDINGS INC /EUR/ REGD 1.55000000                                                   | CUSIP: 171239AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2833496.08   | 0.04%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 08/31/28                                | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CCV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3500000 | NS      | $2994960.92   | 0.04%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FHR 4479 AI 3.5% 09/15/25                                   | FREDDIE MAC REMICS SER 4479 CL AI 3.50000000                                                   | CUSIP: 3137BJV59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4549508 | NS      | $152454.47    | 0.00%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.8% 09/05/26/EUR/                                 | AT&T INC /EUR/ REGD 1.80000000                                                                 | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2250000 | NS      | $2241698.88   | 0.03%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EDENRED 1.875% 03/06/26/EUR/                                | EDENRED /EUR/ REGD REG S 1.87500000                                                            | CUSIP: F3192LBH1<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $510722.73    | 0.01%             | 2026-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 2.749% 12/03/30                              | BANCO SANTANDER SA REGD 2.74900000                                                             | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $154587.27    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 4.8% 02/15/44                                  | NISOURCE INC REGD 4.80000000                                                                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8880.70      | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.3% 03/26/27                                | MASTERCARD INC REGD 3.30000000                                                                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       80000 | NS      | $76320.19     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 2.75% 08/15/25                              | EUROPEAN INVESTMENT BANK REGD 2.75000000                                                       | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      600000 | NS      | $576907.03    | 0.01%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE  3.875% 12/29/25/EUR/                              | VILLE DE PARIS /EUR/ REGD 3.87500000                                                           | CUSIP: F97647BU8<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |      500000 | NS      | $547116.61    | 0.01%             | 2025-12-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV 1.125% 06/10/25/GBP/                              | ASIAN DEVELOPMENT BANK /GBP/ REGD 1.12500000                                                   | CUSIP: Y000A94Z2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     3000000 | NS      | $3366862.74   | 0.04%             | 2025-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/24/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD SER . 0.00000000                                             | CUSIP: N2R466GK4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      446000 | NS      | $464632.50    | 0.01%             | 2024-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 03/31/24                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 91282CEG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4000000 | NS      | $3882187.52   | 0.05%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.85% 06/15/46                              | CON EDISON CO OF NY INC REGD 3.85000000                                                        | CUSIP: 209111FH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7810.34      | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1120 2% 12/01/35                                   | FANNIE MAE POOL UMBS P#BR1120 2.00000000                                                       | CUSIP: 3140KYG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300850 | NS      | $268685.51    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 11/19/25/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.00000000                                          | CUSIP: D1T7F65J3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $399579.98    | 0.01%             | 2025-11-19      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS C 2.75% 02/01/32                              | GENUINE PARTS CO REGD 2.75000000                                                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     1265000 | NS      | $1018900.51   | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.375% 02/01/25                                     | HCA INC REGD 5.37500000                                                                        | CUSIP: 404119BR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | NS      | $374829.94    | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 3.375% 03/15/29                              | ELI LILLY & CO REGD 3.37500000                                                                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      130000 | NS      | $121952.12    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/29/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4EF2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2432000 | NS      | $2216614.23   | 0.03%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALB 0.875% 05/24/27/EUR/                              | KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: R6333NFP5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      500000 | NS      | $484398.95    | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                                   | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                       | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1015576 | NS      | $961318.55    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.1% 04/30/31/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.10000000                                                 | CUSIP: E8922AKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1740000 | NS      | $1424503.45   | 0.02%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC 1.9% 12/10/28                                | MERCK & CO INC REGD 1.90000000                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      977000 | NS      | $840352.92    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.15% 03/21/19/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.15000000                                      | CUSIP: D5S07LGE5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      226000 | NS      | $174631.66    | 0.00%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AXA BANK E 0.01% 01/22/27/EUR/                              | AXA BANK EUROPE SCF /EUR/ REGD REG S EMTN 0.01000000                                           | CUSIP: F0586LBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $93684.93     | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IMPERIAL  1.375% 01/27/25/EUR/                              | IMPERIAL BRANDS FIN PLC /EUR/ REGD REG S 1.37500000                                            | CUSIP: G471ABCX6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2053850.97   | 0.03%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK V/R 06/30/50/EUR/                              | CHANNEL LINK /EUR/ REGD V/R SER A8 2.70600000                                                  | CUSIP: G2044DAV0<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $95889.62     | 0.00%             | 2050-06-30      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| SAP SE 0.375% 05/18/29/EUR/                                 | SAP SE /EUR/ REGD REG S 0.37500000                                                             | CUSIP: D66992EU4<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |     5000000 | NS      | $4469610.36   | 0.06%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75% 09/12/47                                    | APPLE INC REGD 3.75000000                                                                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $835277.90    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEXIA CRE 2.125% 02/12/25/GBP/                              | DEXIA CREDIT LOCAL /GBP/ REGD EMTN 2.12500000                                                  | CUSIP: F26017NR4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      400000 | NS      | $459115.67    | 0.01%             | 2025-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 1.9% 02/15/31                               | BAE SYSTEMS PLC REGD 144A P/P 1.90000000                                                       | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1350000 | NS      | $1050209.46   | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/27/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                   | CUSIP: N2R466GA6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1613000 | NS      | $1588007.68   | 0.02%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOV 2% 04/26/28/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 480 2.00000000                                             | CUSIP: R34155BG6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     3320000 | NS      | $320823.53    | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                                 | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      940000 | NS      | $670851.57    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYDBANK A/S V/R 09/30/25/EUR/                               | SYDBANK A/S /EUR/ REGD V/R REG S EMTN SER GMTN 4.75000000                                      | CUSIP: K93685BC6<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |     6500000 | NS      | $6929954.01   | 0.09%             | 2025-09-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROU 2.2% 06/15/27/EUR/                              | ALTRIA GROUP INC /EUR/ REGD 2.20000000                                                         | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4800000 | NS      | $4615197.98   | 0.06%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STADSHYPOT 0.01% 11/24/28/EUR/                              | STADSHYPOTEK AB /EUR/ REGD REG S EMTN 0.01000000                                               | CUSIP: W86201XP5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      100000 | NS      | $88352.59     | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/44/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.75000000                                         | CUSIP: T6247AWL6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2105000 | NS      | $2249015.94   | 0.03%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/27/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 153 0.00500000                                             | CUSIP: J2S39LVT8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   459600000 | NS      | $3469272.60   | 0.04%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDIN 4.625% 04/13/30                              | BOOKING HOLDINGS INC REGD 4.62500000                                                           | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      195000 | NS      | $188809.31    | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & 0.5% 09/14/33/EUR/                              | ELI LILLY & CO /EUR/ REGD 0.50000000                                                           | CUSIP: 532457CA4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1193177.07   | 0.02%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.95% 09/01/38/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.95000000                                         | CUSIP: T6052BPT9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      852000 | NS      | $735182.05    | 0.01%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/28                                   | BARCLAYS PLC REGD V/R 7.38500000                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1550000 | NS      | $1615738.94   | 0.02%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 05/21/41/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 156 2.75000000                                      | CUSIP: Q2R04NBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      938000 | NS      | $508559.63    | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELENOR AS 0.25% 02/14/28/EUR/                              | TELENOR ASA /EUR/ REGD REG S EMTN 0.25000000                                                   | CUSIP: R89923JW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     1300000 | NS      | $1166674.23   | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/03/29/GBP/                              | UBS GROUP AG /GBP/ REGD V/R 1.87500000                                                         | CUSIP: H42097CQ8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4000000 | NS      | $3948621.45   | 0.05%             | 2029-11-03      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CTE CO TR 2.125% 07/29/32/EUR/                              | CTE CO TRANSP ELEC /EUR/ REGD REG S 2.12500000                                                 | CUSIP: F2R72PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $90212.39     | 0.00%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTL DEVE 0.375% 09/22/27/GBP/                              | INTL DEVELOPMENT ASSOC /GBP/ REGD REG S 0.37500000                                             | CUSIP: U4592BGJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2017157.17   | 0.03%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.875% 01/31/24/EUR/                                | BPCE SA /EUR/ REGD REG S EMTN 0.87500000                                                       | CUSIP: F1883EHD8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1250535.63   | 0.02%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.375% 09/28/46/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: N6S77BH73<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      169000 | NS      | $99843.49     | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 5% 10/15/24                              | UNITEDHEALTH GROUP INC REGD 5.00000000                                                         | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | NS      | $30141.59     | 0.00%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.01% 05/11/26/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: F07335R99<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $945400.01    | 0.01%             | 2026-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 2.2% 09/15/25                                     | ONEOK INC REGD 2.20000000                                                                      | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1100000 | NS      | $1011595.73   | 0.01%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R03.14PKWDC 08/04/24 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-12870.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.5% 01/15/27/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.50000000                                   | CUSIP: B3821SWK9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $1941316.70   | 0.02%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.15% 02/15/28                                 | COMCAST CORP REGD 3.15000000                                                                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      298000 | NS      | $275413.04    | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITY OF TO 2.95% 04/28/35/CAD/                              | CITY OF TORONTO CANADA /CAD/ REGD 2.95000000                                                   | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |      200000 | NS      | $126772.23    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROSEGUR CI 2.5% 04/06/29/EUR/                              | PROSEGUR CIA DE SEGURIDA /EUR/ REGD REG S 2.50000000                                           | CUSIP: E83454AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $889212.09    | 0.01%             | 2029-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN13 A V/R 07/15/28                               | BANK 2018-BNK13 SER 2018-BN13 CL A5 V/R REGD 4.21700000                                        | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $476510.80    | 0.01%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230110 000004066 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-345828.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 0.05% 06/10/24/EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S 0.05000000                                             | CUSIP: N93695TJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      400000 | NS      | $405018.31    | 0.01%             | 2024-06-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1164 3.5% 12/01/45                                 | FANNIE MAE POOL UMBS P#BM1164 3.50000000                                                       | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2107933 | NS      | $1958705.00   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 4.85% 11/26/57/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 53 4.85000000                                              | CUSIP: X1761RAZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     2340000 | NS      | $100438.52    | 0.00%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/24                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 912828G38<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $672656.25    | 0.01%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY 1.8% 05/15/30                                | CLOROX COMPANY REGD 1.80000000                                                                 | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7985.90      | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHORUS LT 3.625% 09/07/29/EUR/                              | CHORUS LTD /EUR/ REGD EMTN 3.62500000                                                          | CUSIP: Q2395EAC4<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |     2650000 | NS      | $2746541.22   | 0.03%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                                   | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1087360 | NS      | $1035740.80   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE V/R 10/09/39/EUR/                               | HANNOVER RE /EUR/ REGD V/R REG S 1.12500000                                                    | CUSIP: D6703ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $820099.60    | 0.01%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 3.35% 12/01/24                              | ELEVANCE HEALTH INC REGD 3.35000000                                                            | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | NS      | $96977.03     | 0.00%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7227 2.5% 10/01/50                                 | FANNIE MAE POOL UMBS P#CA7227 2.50000000                                                       | CUSIP: 3140QFA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      405707 | NS      | $351227.12    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7706 3% 11/20/51                                | GINNIE MAE II POOL P#MA7706 3.00000000                                                         | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3844583 | NS      | $3443232.29   | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6364 4% 04/01/33                                   | FANNIE MAE POOL UMBS P#FM6364 4.00000000                                                       | CUSIP: 3140XACA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12701 | NS      | $12493.37     | 0.00%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD 3.1% 09/01/31                              | ENSTAR GROUP LTD REGD 3.10000000                                                               | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      440000 | NS      | $322354.27    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.2% 07/18/52                                   | PEPSICO INC REGD 4.20000000                                                                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      440000 | NS      | $403833.36    | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230112 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204287.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 07/15/46                                  | COMCAST CORP REGD 3.40000000                                                                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      420000 | NS      | $309033.39    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 0.25% 01/31/25/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000                                                | CUSIP: G4527HVF5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1730000 | NS      | $1941182.42   | 0.02%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EFSF 0.125% 10/17/23/EUR/                                   | EFSF /EUR/ REGD REG S EMTN 0.12500000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     3500000 | NS      | $3671575.99   | 0.05%             | 2023-10-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                               | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000                      | CUSIP: 69359YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4227560 | NS      | $3399554.14   | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ  0.25% 03/17/25/EUR/                              | AUST & NZ BANKING GROUP /EUR/ REGD REG S 0.25000000                                            | CUSIP: Q0R273VG7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $99804.47     | 0.00%             | 2025-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC CITY 2.1% 07/06/31/CAD/                              | QUEBEC CITY /CAD/ REGD 2.10000000                                                              | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      300000 | NS      | $184771.42    | 0.00%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.726% 03/31/26/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0319 3.72600000                                        | CUSIP: Y2R35QBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     2640000 | NS      | $597142.59    | 0.01%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MET LIFE  1.625% 09/21/29/GBP/                              | MET LIFE GLOB FUNDING I /GBP/ REGD REG S MTN SER GMTN 1.62500000                               | CUSIP: U5922DCX8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2125000 | NS      | $2098165.87   | 0.03%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 2.5% 10/04/52/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S SER NGEU 2.50000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     4000000 | NS      | $3728077.55   | 0.05%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFSF 0.05% 10/17/29/EUR/                                    | EFSF /EUR/ REGD REG S 0.05000000                                                               | CUSIP: L2669HBX4<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     7000000 | NS      | $6135166.31   | 0.08%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF P 0% 07/07/23/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 0.00000000                                            | CUSIP: X66227BY8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      425000 | NS      | $448390.09    | 0.01%             | 2023-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KA 0.1% 03/31/31/CHF/                              | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 150 0.10000000                                      | CUSIP: H9838CMJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      240000 | NS      | $218750.75    | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.95% 09/15/41                              | BURLINGTN NORTH SANTA FE REGD 4.95000000                                                       | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | NS      | $671470.40    | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAILAND G 1.45% 12/17/24/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 1.45000000                                                 | CUSIP: Y6065BLH8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    43580000 | NS      | $1253288.84   | 0.02%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.25% 01/29/24                              | EUROPEAN INVESTMENT BANK REGD 3.25000000                                                       | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      165000 | NS      | $162300.40    | 0.00%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RSOFRP02.00 12/21/27 SBNYUS33XXX FLOAT                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $1087444.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 06/22/34/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 34/A 2.25000000                                         | CUSIP: X51627KL4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   100520000 | NS      | $148867.61    | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMA 3% 11/21/30/EUR/                              | TAKEDA PHARMACEUTICAL /EUR/ REGD REG S 3.00000000                                              | CUSIP: J8129EAK4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $1004296.17   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 1.5% 06/15/39/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000                                              | CUSIP: N6S7796T2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      160000 | NS      | $133780.56    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/27/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000                                           | CUSIP: D2R8H4CA5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     3310000 | NS      | $3239403.46   | 0.04%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR23                                 | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -447 | NC      | $-50196703.13 | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 2.125% 02/29/24                                | UNITED STATES TREASURY NOTE 2.12500000                                                         | CUSIP: 912828W48<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       55000 | NS      | $53412.31     | 0.00%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8007 2.5% 07/01/51                                 | FANNIE MAE POOL UMBS P#FM8007 2.50000000                                                       | CUSIP: 3140XB3R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      815814 | NS      | $693909.14    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTI 3.75% 08/14/25/GBP/                              | INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 3.75000000                                       | CUSIP: G4803DAA3<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |     2100000 | NS      | $2413403.81   | 0.03%             | 2025-08-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 1.75% 03/15/27                              | XCEL ENERGY INC REGD 1.75000000                                                                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      100000 | NS      | $87720.02     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 4.125% 04/14/27/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 4.12500000                                                    | CUSIP: X0R4CRBL7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      480000 | NS      | $538402.09    | 0.01%             | 2027-04-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 10/15/25                                 | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $1000078.12   | 0.01%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.45% 09/01/48                              | MCDONALD'S CORP REGD MTN 4.45000000                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       13000 | NS      | $11391.51     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  V/R 04/26/28/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD V/R REG S EMTN 3.47300000                                     | CUSIP: U94974LH0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1099721.32   | 0.01%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| COVENTRY B 0.01% 07/07/28/EUR/                              | COVENTRY BLDG SOCIETY /EUR/ REGD REG S 0.01000000                                              | CUSIP: G2479PHU2<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $88706.91     | 0.00%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLIN 4.858% 01/01/14                              | CLEVELAND CLINIC FOUND REGD 4.85800000                                                         | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $857326.62    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| KFW 0.01% 05/05/27/EUR/                                     | KFW /EUR/ REGD REG S EMTN 0.01000000                                                           | CUSIP: D4S475MQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      520000 | NS      | $489736.60    | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0856 2% 01/01/52                                   | FREDDIE MAC POOL UMBS P#SD0856 2.00000000                                                      | CUSIP: 3132DM5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      497675 | NS      | $406332.13    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHMS K108 A2 1.517% 03/25/30                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K108 CL A2 1.51700000         | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304000 | NS      | $249791.48    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.01% 10/05/28/EUR/                              | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: C8S08MTP8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $88266.73     | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEV 0.5% 03/22/27/EUR/                              | AFRICAN DEVELOPMENT BANK /EUR/ REGD 0.50000000                                                 | CUSIP: V00001WU3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $961146.33    | 0.01%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUN 4.875% 03/01/24                              | NXP BV/NXP FUNDING LLC REGD 4.87500000                                                         | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       95000 | NS      | $94302.27     | 0.00%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0537 3.5% 03/01/48                                 | FREDDIE MAC POOL UMBS P#ZT0537 3.50000000                                                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      313485 | NS      | $292985.35    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5084 5% 11/01/52                                   | FANNIE MAE POOL UMBS P#CB5084 5.00000000                                                       | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      552079 | NS      | $549988.85    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 3.125% 12/14/23                              | EUROPEAN INVESTMENT BANK REGD MTN SER GMTN 3.12500000                                          | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      250000 | NS      | $246085.00    | 0.00%             | 2023-12-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA 0.5% 09/06/29/EUR/                                | SOLVAY SA /EUR/ REGD REG S 0.50000000                                                          | CUSIP: B82095QS0<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |     1000000 | NS      | $856295.76    | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH V/R 10/03/29/EUR/                              | COMMONWEALTH BANK AUST /EUR/ REGD V/R EMTN 1.93600000                                          | CUSIP: Q2693DF30<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1825000 | NS      | $1839578.61   | 0.02%             | 2029-10-03      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                                | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | NS      | $1303593.75   | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/05/24                                 | MORGAN STANLEY REGD V/R 0.73100000                                                             | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | NS      | $98572.71     | 0.00%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRA 6.899% 12/01/40                              | CHICAGO IL TRANSIT AUTH SALES REGD N/C B/E 6.89900000                                          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | NS      | $110837.92    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MONDI FINAN 1.5% 04/15/24/EUR/                              | MONDI FINANCE PLC /EUR/ REGD REG S EMTN 1.50000000                                             | CUSIP: G6258TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $520852.85    | 0.01%             | 2024-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE  0.5% 09/12/23/EUR/                              | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 0.50000000                                        | CUSIP: L1051PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2200000 | NS      | $2268462.91   | 0.03%             | 2023-09-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.663% 06/15/51                                   | AMGEN INC REGD SER WI 4.66300000                                                               | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       55000 | NS      | $47175.26     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| EFSF 1.375% 05/31/47/EUR/                                   | EFSF /EUR/ REGD REG S EMTN 1.37500000                                                          | CUSIP: L2669HBS5<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |    10000000 | NS      | $7602014.62   | 0.10%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 05/22/24/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD REG S 4.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     8500000 | NS      | $1249582.41   | 0.02%             | 2024-05-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.375% 05/16/36/EUR/                              | REPUBLIC OF LATVIA /EUR/ REGD REG S 1.37500000                                                 | CUSIP: X7S904CC3<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      110000 | NS      | $88616.39     | 0.00%             | 2036-05-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELSTRA CORP  1% 04/23/30/EUR/                              | TELSTRA CORP LTD /EUR/ REGD REG S 1.00000000                                                   | CUSIP: Q8T40AMG5<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |     3500000 | NS      | $3103512.81   | 0.04%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN  2.875% 08/04/25/EUR/                              | HEINEKEN NV /EUR/ REGD EMTN 2.87500000                                                         | CUSIP: N39427AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1300000 | NS      | $1375278.38   | 0.02%             | 2025-08-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.2% 12/15/31                              | ARIZONA PUBLIC SERVICE REGD 2.20000000                                                         | CUSIP: 040555DD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $76565.92     | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 2.65% 01/31/28/EUR/                              | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 2.65000000                             | CUSIP: E6R46KA53<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      100000 | NS      | $103478.26    | 0.00%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ODFA 2022-PSO 4.623% 06/01/42                               | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY SER 2022-PSO CL A2 REGD 4.62300000                      | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-CBDO         | CORP              | US        |       10000 | NS      | $9269.92      | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.875% 07/04/39/EUR/                                    | KFW /EUR/ REGD REG S EMTN 0.87500000                                                           | CUSIP: D4S46MHU2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       40000 | NS      | $30433.15     | 0.00%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5911 2.5% 11/01/50                                 | FREDDIE MAC POOL UMBS P#QB5911 2.50000000                                                      | CUSIP: 3133ACR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3982724 | NS      | $3396142.94   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLD 3.2% 10/01/24                              | ALLEGION US HOLDING CO REGD 3.20000000                                                         | CUSIP: 01748NAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $19241.56     | 0.00%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.875% 05/24/30/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: D1T0VZDP3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $288609.80    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 03/10/51/EUR/                              | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                               | CUSIP: D6S59FCU1<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |      200000 | NS      | $109212.76    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 1.5% 01/15/31                              | ATMOS ENERGY CORP REGD 1.50000000                                                              | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1630000 | NS      | $1273216.39   | 0.02%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVIS 0.5% 12/16/26/SEK/                              | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 581 0.50000000                                 | CUSIP: W8T54FWD6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $169742.33    | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 01/04/47/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.75000000                                       | CUSIP: B3S09CAK2<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $3199467.94   | 0.04%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.55% 05/19/32/EUR/                              | LINDE FINANCE BV /EUR/ REGD REG S EMTN 0.55000000                                              | CUSIP: N52667GN1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      800000 | NS      | $661181.84    | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/42                              | BANK OF AMERICA CORP REGD V/R 3.31100000                                                       | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | NS      | $44304.52     | 0.00%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| TAURON PO 2.375% 07/05/27/EUR/                              | TAURON POLSKA ENERGIA SA /EUR/ REGD REG S 2.37500000                                           | CUSIP: X893ALAC8<br>LEI: 259400NAPDFBOTNCRL54 | Long             | DBT              | CORP              | PL        |     1000000 | NS      | $868584.52    | 0.01%             | 2027-07-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASSICURAZ 1.713% 06/30/32/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD REG S EMTN 1.71300000                                        | CUSIP: T05040AQ2<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $813541.98    | 0.01%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EL 3.25% 11/01/51                              | SOUTHWESTERN ELEC POWER REGD 3.25000000                                                        | CUSIP: 845437BT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | NS      | $215405.85    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 07/22/52/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                                | CUSIP: G4527HQQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1027000 | NS      | $1195852.61   | 0.02%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBRD 0.5% 06/21/35/EUR/                                     | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 0.50000000              | CUSIP: U4586FS65<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       50000 | NS      | $38739.26     | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 01/26/52/EUR/                              | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                        | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | USGA              | DE        |      100000 | NS      | $58429.66     | 0.00%             | 2052-01-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                              | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2440000 | NS      | $1742472.32   | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| TORONTO-DO 0.25% 03/26/24/EUR/                              | TORONTO-DOMINION BANK /EUR/ REGD REG S 0.25000000                                              | CUSIP: C89116ZX5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $103137.86    | 0.00%             | 2024-03-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGK 0.01% 05/12/28/EUR/                              | DNB BOLIGKREDITT AS /EUR/ REGD REG S 0.01000000                                                | CUSIP: R1815VHS7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     5000000 | NS      | $4489092.55   | 0.06%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 05/20/27/AUD/                              | NEW S WALES TREASURY CRP /AUD/ REGD REG S MTN SER 27 3.00000000                                | CUSIP: Q6715PJL4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1100000 | NS      | $715965.51    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $254146.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.25PMUTK 07/08/41 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-47648.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP 4.7% 04/15/48                                       | MPLX LP REGD 4.70000000                                                                        | CUSIP: 55336VAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1293000 | NS      | $1026582.20   | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/10/26                              | HSBC HOLDINGS PLC REGD V/R 2.99900000                                                          | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | NS      | $564324.91    | 0.01%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 04/15/26/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.50000000                                                       | CUSIP: X8T03RAK9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      820000 | NS      | $818293.11    | 0.01%             | 2026-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNIO 3% 03/04/53/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S SER MFA 3.00000000                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     6000000 | NS      | $6154526.46   | 0.08%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL BOS USD                                     | CASH COLLATERAL BOS USD 4.23000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -40000 | NS      | $-40000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08697 3% 03/01/46                                  | FREDDIE MAC GOLD POOL P#G08697 3.00000000                                                      | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18594 | NS      | $16685.04     | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | NOK/USD FWD 20230104 000004842 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34503.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTL F 2.75% 03/25/25/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.75000000                                          | CUSIP: G08820EM3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5500000 | NS      | $5730138.01   | 0.07%             | 2025-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.9% 06/22/38/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 76 1.90000000                                                   | CUSIP: B1124GDP3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      513000 | NS      | $454060.40    | 0.01%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 4.2% 01/31/37/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.20000000                                                 | CUSIP: E89228YY5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      773000 | NS      | $866978.88    | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.1% 09/15/45                              | WILLIAMS COMPANIES INC REGD 5.10000000                                                         | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       69000 | NS      | $60574.45     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.125% 03/25/25/EUR/                              | BPIFRANCE SACA /EUR/ REGD REG S 0.12500000                                                     | CUSIP: F7053HX77<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $400133.80    | 0.01%             | 2025-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.25% 11/25/29/EUR/                                  | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                        | CUSIP: F9627PRW4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |     1000000 | NS      | $879888.47    | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO 3.15% 08/15/24                               | MCCORMICK & CO REGD 3.15000000                                                                 | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      150000 | NS      | $145278.15    | 0.00%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/06/28/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 4.06700000                                         | CUSIP: G6422BAJ4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1950000 | NS      | $2033443.80   | 0.03%             | 2028-09-06      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.5% 05/26/25/EUR/                                 | NRW.BANK /EUR/ REGD REG S 0.50000000                                                           | CUSIP: D5S267HK8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      320000 | NS      | $321580.30    | 0.00%             | 2025-05-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6221 4.5% 10/20/49                              | GINNIE MAE II POOL P#MA6221 4.50000000                                                         | CUSIP: 36179U4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      734557 | NS      | $717753.69    | 0.01%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50                              | AMEREN ILLINOIS CO REGD 3.25000000                                                             | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | NS      | $865877.90    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  1.5% 11/15/23/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD 1.50000000                                                       | CUSIP: K30904AC8<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     3720000 | NS      | $530320.30    | 0.01%             | 2023-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.45% 05/15/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 1.45000000                                          | CUSIP: T6052BQB7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1013000 | NS      | $1037738.10   | 0.01%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO C 6.95% 11/01/50                              | SAN FRANCISCO CITY & CNTY CA P REGD N/C B/E 6.95000000                                         | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | NS      | $84836.07     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 4.375% 10/14/29/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 4.37500000                             | CUSIP: E118054J9<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     3200000 | NS      | $3468840.26   | 0.04%             | 2029-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 2.875% 02/24/29/GBP/                              | BNP PARIBAS /GBP/ REGD REG S EMTN 2.87500000                                                   | CUSIP: F105CUFP1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2054760.35   | 0.03%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 5.5 2-53 102                                | CALL OPTION ON 100SHS          OTC ECAL FN 5.5 2-53 102 SAL 0.00000000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -6700000 | NC      | $-11886.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 1.018% 08/12/27                              | CHEVRON USA INC REGD 1.01800000                                                                | CUSIP: 166756AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $85922.65     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU9929 2% 02/01/52                                   | FANNIE MAE POOL UMBS P#BU9929 2.00000000                                                       | CUSIP: 3140MCA75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3072967 | NS      | $2508044.25   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC 2.65% 03/15/32                                | CME GROUP INC REGD 2.65000000                                                                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      203000 | NS      | $171050.18    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CO 3.875% 10/15/49                              | BLACK HILLS CORP REGD 3.87500000                                                               | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7101.77      | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONA 0% 10/04/24/CHF/                              | KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN SER GMTN 0.00000000                              | CUSIP: Y49388BS2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      300000 | NS      | $312405.36    | 0.00%             | 2024-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5001 3.5% 07/01/39                                 | FREDDIE MAC POOL UMBS P#RB5001 3.50000000                                                      | CUSIP: 3133KYRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165198 | NS      | $154564.38    | 0.00%             | 2039-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/01/50/GBP/                              | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 4.50000000                                          | CUSIP: G54404AT8<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      825000 | NS      | $861178.99    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINA 1.5% 04/06/25/EUR/                              | HOLCIM FINANCE L /EUR/ REGD REG S 1.50000000                                                   | CUSIP: L4806HAY3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5000000 | NS      | $5075804.64   | 0.06%             | 2025-04-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4583 2.5% 04/01/37                                 | FANNIE MAE POOL UMBS P#MA4583 2.50000000                                                       | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444857 | NS      | $408618.77    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.2% 09/01/52                              | CONSUMERS ENERGY CO REGD 4.20000000                                                            | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $171612.56    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.45% 04/12/38/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S 1.45000000                                                   | CUSIP: N0258LAA5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $83092.72     | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS AG LOND 0.5% 03/31/31/EUR/                              | UBS AG LONDON /EUR/ REGD REG S EMTN 0.50000000                                                 | CUSIP: G918QDQZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $813693.99    | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC V/R /PERP//EUR/                                     | SSE PLC /EUR/ REGD V/R /PERP/ REG S 4.00000000                                                 | CUSIP: G8842PST0<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     1800000 | NS      | $1753050.24   | 0.02%             | 2171-04-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                              | BANK OF AMERICA CORP REGD V/R 6.20400000                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      205000 | NS      | $211366.24    | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 05/31/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 912828ZT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $908554.69    | 0.01%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.7% 05/15/37/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.70000000                                            | CUSIP: G7S95MCH6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      290000 | NS      | $256067.91    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| RAYTHEON T 2.15% 05/18/30/EUR/                              | RAYTHEON TECH CORP /EUR/ REGD 2.15000000                                                       | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1386959.27   | 0.02%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9145 2% 02/01/36                                   | FANNIE MAE POOL UMBS P#CA9145 2.00000000                                                       | CUSIP: 3140QHET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2764358 | NS      | $2469186.39   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL E 5.375% 12/18/40/GBP/                              | GENERAL ELECTRIC CO /GBP/ REGD EMTN 5.37500000                                                 | CUSIP: U3698ENC7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |        4000 | NS      | $4218.50      | 0.00%             | 2040-12-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA 0.5% 09/06/29/EUR/                                | SOLVAY SA /EUR/ REGD REG S 0.50000000                                                          | CUSIP: B82095QS0<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |     1000000 | NS      | $856295.76    | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NO 0.01% 12/15/27/EUR/                              | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.01000000                                           | CUSIP: C068404C0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $90517.89     | 0.00%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 5.4% 11/14/25                                    | ZOETIS INC REGD 5.40000000                                                                     | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      330000 | NS      | $336885.05    | 0.00%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH FIN U 4.125% 12/02/29/GBP/                              | CRH FIN UK PLC /GBP/ REGD REG S EMTN 4.12500000                                                | CUSIP: G2656UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1645342.37   | 0.02%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE V/R /PERP//GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD V/R /PERP/ EMTN 5.87500000                                 | CUSIP: F3R92TAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      300000 | NS      | $296683.57    | 0.00%             | 2171-07-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9246 3% 12/01/35                                   | FANNIE MAE POOL UMBS P#FM9246 3.00000000                                                       | CUSIP: 3140XDHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625318 | NS      | $598773.05    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230119 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-592196.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/71/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                                | CUSIP: G4527HDJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1560000 | NS      | $1046176.27   | 0.01%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.37% 01/20/27/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000                                           | CUSIP: Y6S39BL32<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   200000000 | NS      | $28454826.88  | 0.36%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| KENNEDY WI 3.25% 11/12/25/EUR/                              | KENNEDY WILSON EUR REAL /EUR/ REGD REG S EMTN 3.25000000                                       | CUSIP: G9877RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1500000 | NS      | $1258476.66   | 0.02%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY 3.1% 06/08/26                              | KOREA EXPRESSWAY CORP REGD REG S EMTN 3.10000000                                               | CUSIP: Y4872ABN6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      800000 | NS      | $735990.82    | 0.01%             | 2026-06-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6085 2% 10/01/51                                   | FREDDIE MAC POOL UMBS P#RA6085 2.00000000                                                      | CUSIP: 3133KMXN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      736505 | NS      | $605554.65    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 1.952% 04/08/30/EUR/                              | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 1.95200000                                         | CUSIP: Q9130ZBW7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1300000 | NS      | $1200367.28   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29                                 | UNITED STATES TREASURY NOTE 1.75000000                                                         | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $440156.25    | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXA HOME  0.125% 06/25/35/EUR/                              | AXA HOME LOAN SFH /EUR/ REGD REG S 0.12500000                                                  | CUSIP: F06062AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $72037.00     | 0.00%             | 2035-06-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FADE 0.85% 12/17/23/EUR/                                    | FADE /EUR/ REGD REG S 0.85000000                                                               | CUSIP: E5R6CZAS0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1100000 | NS      | $1153897.98   | 0.01%             | 2023-12-17      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 10/27/27/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 27/A 3.00000000                                         | CUSIP: X93622EB4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   194780000 | NS      | $379170.79    | 0.00%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7020 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#RA7020 2.50000000                                                      | CUSIP: 3133KNYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      226168 | NS      | $192162.18    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS C 1% 11/29/24/EUR/                              | BNP PARIBAS CARDIF /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: F1228KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1010684.62   | 0.01%             | 2024-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 1.5% 11/09/26                                | PUBLIC STORAGE REGD 1.50000000                                                                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      200000 | NS      | $177802.94    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP  4.625% 08/01/27                              | EXPEDIA GROUP INC REGD 4.62500000                                                              | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | NS      | $672561.59    | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO STABI 1.75% 10/20/45/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: L3333SAY3<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |     1050000 | NS      | $870647.06    | 0.01%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GO 0% 04/28/25/EUR/                              | LUXEMBOURG GOVERNMENT /EUR/ REGD REG S 0.00000000                                              | CUSIP: L61785AJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | LU        |      110000 | NS      | $109581.56    | 0.00%             | 2025-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.1% 03/15/52                                   | EXELON CORP REGD 144A P/P 4.10000000                                                           | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       20000 | NS      | $16093.03     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB 6.5% 07/04/27/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 97 6.50000000                                    | CUSIP: D20658BD7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1410000 | NS      | $1760982.79   | 0.02%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST  1% 05/12/25/SEK/                              | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2505 1.00000000                                | CUSIP: W5S94FXZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     5000000 | NS      | $451732.51    | 0.01%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEDIFICA S 0.75% 09/09/31/EUR/                              | AEDIFICA SA /EUR/ REGD REG S 0.75000000                                                        | CUSIP: B0R2KHLX1<br>LEI: 529900DTKNXL0AXQFN28 | Long             | DBT              | CORP              | BE        |     1200000 | NS      | $836590.39    | 0.01%             | 2031-09-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 2.75% 01/15/47/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 2.75000000                                                   | CUSIP: N81728AG7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1348000 | NS      | $1457107.65   | 0.02%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP 4.9% 07/27/52                                      | IBM CORP REGD 4.90000000                                                                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      830000 | NS      | $757834.62    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHMS K049 A2 3.01% 07/25/25                                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K049 CL A2 3.01000000         | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | NS      | $240195.90    | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/29/33                              | HSBC HOLDINGS PLC REGD V/R 4.76200000                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      430000 | NS      | $373884.59    | 0.00%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 7.15% 01/15/51                                    | ONEOK INC REGD 7.15000000                                                                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      220000 | NS      | $224725.58    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0235 2% 04/01/51                                   | FANNIE MAE POOL UMBS P#CB0235 2.00000000                                                       | CUSIP: 3140QKHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1201744 | NS      | $985844.87    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3634 3.5% 04/01/39                                 | FANNIE MAE POOL UMBS P#MA3634 3.50000000                                                       | CUSIP: 31418DBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14357 | NS      | $13483.97     | 0.00%             | 2039-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 12/01/30/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.65000000                                         | CUSIP: T6052BWV6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2253000 | NS      | $1981038.17   | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTA 0.1% 02/27/32/EUR/                              | BANCO SANTANDER SA /EUR/ REGD 0.10000000                                                       | CUSIP: E2R99C8Y6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $157176.31    | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3664 4% 03/01/49                                   | FANNIE MAE POOL UMBS P#FM3664 4.00000000                                                       | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1250518 | NS      | $1192333.36   | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.625% 03/01/26                                  | SPRINT LLC REGD 7.62500000                                                                     | CUSIP: 85207UAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2630452.50   | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 04/04/31/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.75000000                                                | CUSIP: L3334EBE6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     3925000 | NS      | $3503005.70   | 0.04%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.01% 03/07/25/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: F07336DJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $989941.44    | 0.01%             | 2025-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 03/15/24                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CBR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $663878.91    | 0.01%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 09/20/36/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 24 2.50000000                                             | CUSIP: J2615Q6B6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   405100000 | NS      | $3710659.20   | 0.05%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKE 3.775% 01/01/22                              | CLAREMONT MCKENNA REGD 3.77500000                                                              | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $31928.84     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 5.125% 09/22/50/GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.12500000                                            | CUSIP: F2940HHG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      800000 | NS      | $843907.03    | 0.01%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIF 3.45% 03/01/24                              | BOSTON SCIENTIFIC CORP REGD SER 5YR 3.45000000                                                 | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       44000 | NS      | $43192.40     | 0.00%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0052 2% 07/01/32                                   | FANNIE MAE POOL UMBS P#CA0052 2.00000000                                                       | CUSIP: 3140Q7BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10656 | NS      | $9755.73      | 0.00%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 3.287% 08/01/69                              | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 3.28700000                                         | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       40000 | NS      | $26086.62     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3560 3% 02/01/28                                   | FANNIE MAE POOL UMBS P#AL3560 3.00000000                                                       | CUSIP: 3138EK5W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150294 | NS      | $143981.99    | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 2.562% 04/01/50                              | UNIV OF MICHIGAN MI REGD B/E 2.56200000                                                        | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | NS      | $16182.28     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 1.7% 08/18/23                              | GENERAL MOTORS FINL CO REGD 1.70000000                                                         | CUSIP: 37045XCZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | NS      | $68391.94     | 0.00%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGE 4.3% 12/15/47                              | AMERISOURCEBERGEN CORP REGD 4.30000000                                                         | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       25000 | NS      | $20878.43     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL G 5.75% 03/23/40/GBP/                              | NATIONAL GRID PLC /GBP/ REGD SER WALE 5.75000000                                               | CUSIP: G9561HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2410868.64   | 0.03%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARGENTUM  1.125% 09/17/25/EUR/                              | ARGENTUM (GIVAUDAN) /EUR/ REGD REG S SER EUR 1.12500000                                        | CUSIP: N0610RAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      800000 | NS      | $804498.82    | 0.01%             | 2025-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNA 2% 07/09/39/EUR/                              | SAUDI INTERNATIONAL BOND /EUR/ REGD REG S 2.00000000                                           | CUSIP: M6320UAU3<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |     1200000 | NS      | $950816.49    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/13/31                              | BANK OF AMERICA CORP REGD V/R MTN 2.49600000                                                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3300000 | NS      | $2689908.41   | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRL 5.125% 06/15/27                              | SOUTHWEST AIRLINES CO REGD 5.12500000                                                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     1150000 | NS      | $1137017.08   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H16 FD V/R 10/20/69                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H16 CL FD V/R 3.62626000                     | CUSIP: 38380LG56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2505454 | NS      | $2450304.89   | 0.03%             | 2069-10-20      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.15% 06/20/44/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000                                                      | CUSIP: A524803H0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      368000 | NS      | $391380.83    | 0.00%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| GENERAL E 1.875% 05/28/27/EUR/                              | GENERAL ELECTRIC CO /EUR/ REGD 1.87500000                                                      | CUSIP: 369604BL6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $987680.65    | 0.01%             | 2027-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/31/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                      | CUSIP: A0654UTZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |     1344000 | NS      | $1124231.45   | 0.01%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3306 4% 03/01/48                                   | FANNIE MAE POOL UMBS P#MA3306 4.00000000                                                       | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79710 | NS      | $76258.14     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 3.2% 06/01/32                              | WASTE CONNECTIONS INC REGD 3.20000000                                                          | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       50000 | NS      | $43045.89     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOJAMO OYJ 2% 03/31/26/EUR/                                 | KOJAMO OYJ /EUR/ REGD REG S EMTN 2.00000000                                                    | CUSIP: X4543EAU3<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $951098.02    | 0.01%             | 2026-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.3% 12/15/42                                      | AT&T INC REGD SER WI 4.30000000                                                                | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | NS      | $82506.72     | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.75% 07/04/28/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 2.75000000                                                       | CUSIP: X7306XAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      120000 | NS      | $127683.07    | 0.00%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 04/17/30/EUR/                              | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 2.25000000                                              | CUSIP: E2R193TX2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $975471.09    | 0.01%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT 4.75% 4/25/35 /EUR                              | FRANCE GOVT 4.75% 4/25/35 /EUR 4.75000000                                                      | CUSIP: F43750JU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1867000 | NS      | $2302754.36   | 0.03%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0534 3% 05/01/51                                   | FANNIE MAE POOL UMBS P#CB0534 3.00000000                                                       | CUSIP: 3140QKSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11363371 | NS      | $10020193.65  | 0.13%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT 0.75% 07/07/28/EUR/                              | CAISSE NAT REASSURANCE /EUR/ REGD REG S 0.75000000                                             | CUSIP: F13063AA4<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |     4900000 | NS      | $4242164.36   | 0.05%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.625% 12/04/29/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 1.62500000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    20000000 | NS      | $19511391.49  | 0.25%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA5505 5% 12/01/49                                   | FREDDIE MAC POOL UMBS P#QA5505 5.00000000                                                      | CUSIP: 3133A0DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      436966 | NS      | $440195.18    | 0.01%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30                              | GOVT OF BERMUDA REGD 144A P/P 2.37500000                                                       | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |      670000 | NS      | $565169.72    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MI 0.45% 01/15/26/EUR/                              | GENERAL MILLS INC /EUR/ REGD 0.45000000                                                        | CUSIP: 370334CK8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2923291.85   | 0.04%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 3.375% 05/26/25                              | MCDONALD'S CORP REGD MTN 3.37500000                                                            | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       50000 | NS      | $48396.76     | 0.00%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHN 4.25% 09/01/25                              | MICROCHIP TECHNOLOGY INC REGD 4.25000000                                                       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     3680000 | NS      | $3575266.35   | 0.05%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLOR 5.375% 01/01/26                              | OVINTIV EXPLORATION INC REGD 5.37500000                                                        | CUSIP: 651290AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $29797.79     | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C40 3.581% 09/15/27                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 SER 2017-C40 CL A4 REGD 3.58100000              | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | NS      | $509909.29    | 0.01%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4831 4.5% 10/01/52                                 | FANNIE MAE POOL UMBS P#CB4831 4.50000000                                                       | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      990383 | NS      | $955223.15    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDEL SE 2.5% 02/09/27/EUR/                                | WENDEL SE /EUR/ REGD REG S 2.50000000                                                          | CUSIP: F98370BA0<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $998462.22    | 0.01%             | 2027-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V/R 01/14/29/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R REG S 0.87500000                                       | CUSIP: E118052R3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     3500000 | NS      | $3133852.57   | 0.04%             | 2029-01-14      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 05/10/45/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 684 0.00000000                                    | CUSIP: H61731Y50<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      125000 | NS      | $83220.68     | 0.00%             | 2045-05-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EATON CAP 0.697% 05/14/25/EUR/                              | EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.69700000                                            | CUSIP: G3R310AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2525000 | NS      | $2563240.23   | 0.03%             | 2025-05-14      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.75PBW6M 12/03/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           1 | NC      | $-40985.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 3% 04/20/29/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0429 3.00000000                                          | CUSIP: Q54627BV7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |     1130000 | NS      | $659396.28    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/30/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4ES4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      743000 | NS      | $669684.70    | 0.01%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK5282 4% 06/01/48                                   | FANNIE MAE POOL UMBS P#BK5282 4.00000000                                                       | CUSIP: 3140HJ2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31086 | NS      | $29677.84     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCA 1% 04/25/28/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: F14221CJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $95140.52     | 0.00%             | 2028-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS C 3.45% 04/15/50                              | EVERGY KANSAS CENTRAL REGD 3.45000000                                                          | CUSIP: 30036FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $39839.91     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                                | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1100000 | NS      | $1002503.91   | 0.01%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.5% 12/01/39                              | CON EDISON CO OF NY INC REGD SER 09-C 5.50000000                                               | CUSIP: 209111EY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9810.88      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.375% 04/19/27/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 2.37500000                                                       | CUSIP: X7360WAN2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     2000000 | NS      | $1913446.46   | 0.02%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC0128 3% 12/01/30                                   | FANNIE MAE POOL UMBS P#BC0128 3.00000000                                                       | CUSIP: 3140EUEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33170 | NS      | $31698.79     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 4.625% 09/09/24/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS66 4.62500000                                       | CUSIP: X7921HCW5<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      319000 | NS      | $354575.20    | 0.00%             | 2024-09-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNR 2016-63 AS V/R 09/25/46                                 | FANNIE MAE REMICS SER 2016-63 CL AS V/R 1.61129000                                             | CUSIP: 3136ATXY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1687401 | NS      | $178960.47    | 0.00%             | 2046-09-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER V/R 05/24/32/EUR/                              | BANK OF AMERICA CORP /EUR/ REGD V/R REG S EMTN 1.10200000                                      | CUSIP: U0662LEJ4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2052132.89   | 0.03%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31                              | AMERICAN TOWER CORP REGD 2.70000000                                                            | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       50000 | NS      | $40824.85     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-R 1.375% 12/04/31/EUR/                              | UNIBAIL-RODAMCO-WESTFLD /EUR/ REGD REG S EMTN 1.37500000                                       | CUSIP: F0386HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1202507.42   | 0.02%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING L 2.85% 11/01/26                              | ERP OPERATING LP REGD 2.85000000                                                               | CUSIP: 26884ABF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $139244.40    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTESA SAN 5.25% 01/13/30/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 5.25000000                                           | CUSIP: T5R13S5E8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3000000 | NS      | $3295532.26   | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6834 2% 04/01/51                                   | FANNIE MAE POOL UMBS P#FM6834 2.00000000                                                       | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2468340 | NS      | $2019487.13   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ  0.625% 09/09/32/EUR/                              | MONDELEZ INTL HLDINGS NE /EUR/ REGD REG S 0.62500000                                           | CUSIP: N6000LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $798600.64    | 0.01%             | 2032-09-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/28                                   | BARCLAYS PLC REGD V/R 5.50100000                                                               | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      975000 | NS      | $945794.65    | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.125% 05/15/25                                | UNITED STATES TREASURY NOTE 2.12500000                                                         | CUSIP: 912828XB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $950976.56    | 0.01%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AXA SA V/R 07/06/47/EUR/                                    | AXA SA /EUR/ REGD V/R EMTN 3.37500000                                                          | CUSIP: F0609NAY4<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1900000 | NS      | $1881169.40   | 0.02%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC 2.625% 03/15/51                              | UNION ELECTRIC CO REGD 2.62500000                                                              | CUSIP: 906548CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $6351.19      | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 4.25% 03/28/41/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 60 4.25000000                                                   | CUSIP: B533BSKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      820000 | NS      | $975829.82    | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8224 2.5% 07/01/52                                 | FREDDIE MAC POOL UMBS P#SD8224 2.50000000                                                      | CUSIP: 3132DWD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      979354 | NS      | $831119.96    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES I 1.7% 10/01/28                              | ANALOG DEVICES INC REGD 1.70000000                                                             | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      200000 | NS      | $169847.13    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8382 2% 12/01/35                                   | FANNIE MAE POOL UMBS P#CA8382 2.00000000                                                       | CUSIP: 3140QGJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391004 | NS      | $349204.85    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.95% 06/15/29/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 1.95000000                                                    | CUSIP: X6694NAY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      613000 | NS      | $612341.47    | 0.01%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAISSE CENT C 0% 01/17/24/EUR/                              | CAISSE CENT CREDIT IMMOB /EUR/ REGD REG S 0.00000000                                           | CUSIP: F1R987DF4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $207145.77    | 0.00%             | 2024-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 06/15/35/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR80 7.50000000                                            | CUSIP: Y6S86ZMF3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 25000000000 | NS      | $1654116.94   | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.625% 08/02/28/EUR/                              | LAND HESSEN /EUR/ REGD REG S SER 1801 0.62500000                                               | CUSIP: D3R1TJBW5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      230000 | NS      | $216156.82    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM 5% 09/15/54                              | MARATHON PETROLEUM CORP REGD 5.00000000                                                        | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      125000 | NS      | $105069.25    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTM SPA 1.625% 02/08/28/EUR/                               | ASTM SPA /EUR/ REGD REG S EMTN 1.62500000                                                      | CUSIP: T86587AC5<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $444033.54    | 0.01%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HEATHROW  4.625% 10/31/46/GBP/                              | HEATHROW FUNDING LTD /GBP/ REGD REG S EMTN 4.62500000                                          | CUSIP: G4R1JXAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      325000 | NS      | $321465.35    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS1058 2% 11/01/28                                   | FANNIE MAE POOL UMBS P#AS1058 2.00000000                                                       | CUSIP: 3138WAE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124903 | NS      | $116966.84    | 0.00%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.85% 10/01/24                                   | HUMANA INC REGD 3.85000000                                                                     | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | NS      | $49029.04     | 0.00%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 5.375% 03/18/27/GBP/                              | SOCIETE NATIONALE SNCF /GBP/ REGD EMTN 5.37500000                                              | CUSIP: F8927NDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $495847.44    | 0.01%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROATIA 3% 03/20/27/EUR/                                    | CROATIA /EUR/ REGD REG S SER .. 3.00000000                                                     | CUSIP: X7330ZFJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     2000000 | NS      | $2115209.16   | 0.03%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO STABI 0.01% 03/04/30/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD 0.01000000                                                 | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     1900000 | NS      | $1638737.96   | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS 5.5% 06/15/45                              | VERISK ANALYTICS INC REGD 5.50000000                                                           | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      143000 | NS      | $135057.21    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/27/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4FD6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      651000 | NS      | $618598.26    | 0.01%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926% 05/15/37                                | BROADCOM INC REGD 144A P/P 4.92600000                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      200000 | NS      | $174947.99    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SPAREBANKEN 0.5% 02/06/26/EUR/                              | SPAREBANKEN SOR BOLIGKRE /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: R8322ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $98130.72     | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTR 3.25% 03/01/50                              | AMERICAN ELECTRIC POWER REGD 3.25000000                                                        | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       20000 | NS      | $13478.63     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CA 0.125% 09/28/28/EUR/                              | DIAGEO CAPITAL BV /EUR/ REGD REG S EMTN 0.12500000                                             | CUSIP: N2771SAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4000000 | NS      | $3564958.10   | 0.05%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3767 3.5% 07/01/43                                 | FREDDIE MAC POOL UMBS P#ZS3767 3.50000000                                                      | CUSIP: 3132A4FG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2036 | NS      | $1908.53      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 3% 12/06/27/SEK/                              | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 601 3.00000000                                 | CUSIP: W8T54FT32<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $185633.72    | 0.00%             | 2027-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEA 2% 03/20/52/JPY/                              | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 5 2.00000000                                              | CUSIP: J2S39KCB0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   362900000 | NS      | $3037863.44   | 0.04%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3368 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3368 3.00000000                                                       | CUSIP: 3140QNW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      948981 | NS      | $834611.36    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 08/15/29                                | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $434941.41    | 0.01%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DO 3.25% 04/27/26/EUR/                              | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN SER GMTN 3.25000000                                | CUSIP: Q9130ZNG9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $106344.92    | 0.00%             | 2026-04-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 5.75% 10/25/32/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 5.75000000                                                         | CUSIP: F4040STS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1029000 | NS      | $1352514.48   | 0.02%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6% 10/31/33                                   | CITIGROUP INC REGD 6.00000000                                                                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       50000 | NS      | $50176.25     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-21M A V/R 10/15/26                                  | BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 5.04800000           | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2235035 | NS      | $2147443.61   | 0.03%             | 2036-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENN 0% 12/15/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 3Y 0.00000000                                          | CUSIP: T6052BJ66<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1000000 | NS      | $1006437.07   | 0.01%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 4.0 2-53 94                                 | CALL OPTION ON 100SHS          OTC ECAL FN 4.0 2-53 94 29 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -10000000 | NC      | $-69430.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN  3.625% 03/14/42/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 3.62500000                                      | CUSIP: L32482HJ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2025000 | NS      | $2285009.71   | 0.03%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROCTER & 1.875% 10/30/38/EUR/                              | PROCTER & GAMBLE CO/THE /EUR/ REGD 1.87500000                                                  | CUSIP: 742718FE4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $992307.13    | 0.01%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 2.875% 01/15/26                                 | AKER BP ASA REGD 144A P/P 2.87500000                                                           | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1400000 | NS      | $1294978.06   | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE 5.5% 03/27/37/GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000                                            | CUSIP: F3R92TAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $571149.06    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.89% 03/02/32/HKD/                              | HK GOVT BOND PROGRAMME /HKD/ REGD 1.89000000                                                   | CUSIP: Y3R2B8AP9<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      800000 | NS      | $88636.52     | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1447 3% 11/20/43                                | GINNIE MAE II POOL P#MA1447 3.00000000                                                         | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98438 | NS      | $89992.21     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/26/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 342 0.10000000                                            | CUSIP: J2S39KMP8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   288000000 | NS      | $2196362.08   | 0.03%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 1.85% 05/01/28                               | PUBLIC STORAGE REGD 1.85000000                                                                 | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      300000 | NS      | $257831.68    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0.05% 06/04/29/EUR/                                 | SFIL SA /EUR/ REGD REG S EMTN 0.05000000                                                       | CUSIP: F8347NAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $261924.12    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.25% 04/30/31/EUR/                              | BASQUE GOVERNMENT /EUR/ REGD REG S 0.25000000                                                  | CUSIP: E5R036AS7<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |      100000 | NS      | $81789.97     | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.85% 10/01/52                              | CENTERPOINT ENER HOUSTON REGD SER AJ 4.85000000                                                | CUSIP: 15189XBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $95696.61     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/35/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4FE4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2559000 | NS      | $1997330.68   | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CGMS 2017-1A A1R V/R 04/20/31                               | CARLYLE US CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.24257000                      | CUSIP: 14314BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | NS      | $1864956.59   | 0.02%             | 2031-04-20      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED  2% 03/31/27/ILS/                              | ISRAEL FIXED BOND /ILS/ REGD SER 0327 2.00000000                                               | CUSIP: M57494CL4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      800000 | NS      | $215641.09    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINA 0% 09/23/28/EUR/                              | NOVARTIS FINANCE SA /EUR/ REGD REG S 0.00000000                                                | CUSIP: L7000UAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1769852.02   | 0.02%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 0.4% 10/09/32/EUR/                              | PEPSICO INC /EUR/ REGD 0.40000000                                                              | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2300000 | NS      | $1840922.62   | 0.02%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 1-53 94                                 | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 1-53 94 01 SAL 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |     7000000 | NC      | $34643.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATI 0.875% 02/08/28/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S 0.87500000                                           | CUSIP: N22615B44<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | NS      | $190710.51    | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUN 5.2% 09/20/47                              | DISCOVERY COMMUNICATIONS REGD 5.20000000                                                       | CUSIP: 25470DAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | NS      | $822089.47    | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHR 4023 S V/R 03/15/42                                     | FREDDIE MAC REMICS SER 4023 CL S V/R 1.93214000                                                | CUSIP: 3137AMFH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1083972 | NS      | $93015.78     | 0.00%             | 2042-03-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.325% 01/19/26/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S EMTN 0.32500000                                                 | CUSIP: T9T20LW46<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $951766.94    | 0.01%             | 2026-01-19      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.8% 03/20/42/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 180 0.80000000                                            | CUSIP: J2S39LUS1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   125000000 | NS      | $876562.02    | 0.01%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UPJOHN FI 1.908% 06/23/32/EUR/                              | UPJOHN FINANCE BV /EUR/ REGD REG S 1.90800000                                                  | CUSIP: N9041QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1400000 | NS      | $1142699.88   | 0.01%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/15/24                              | PHILIP MORRIS INTL INC REGD 5.12500000                                                         | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      240000 | NS      | $240454.49    | 0.00%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON CO 4.75% 10/31/34/EUR/                              | VERIZON COMMUNICATIONS /EUR/ REGD 4.75000000                                                   | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1104233.38   | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANP 1.5% 04/10/24/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: T9658PGW3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3100000 | NS      | $3238109.69   | 0.04%             | 2024-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-C5 3.063% 10/15/29                               | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL A4 REGD 3.06300000                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $881521.60    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.753% 03/19/26/JPY/                              | JPN HOUSING FIN AGENCY /JPY/ REGD SER 71 1.75300000                                            | CUSIP: J2761LGR3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   200000000 | NS      | $1598039.20   | 0.02%             | 2026-03-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HOUSING & 1.971% 01/25/29/SGD/                              | HOUSING &DEVELOPMENT BRD /SGD/ REGD REG S MTN 1.97100000                                       | CUSIP: Y3729WAZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      750000 | NS      | $511637.78    | 0.01%             | 2029-01-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 10/01/50/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000                                     | CUSIP: K74181W69<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           2 | NS      | $0.17         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 3% 06/30/27/EUR/                              | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: N90313AC6<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1028122.25   | 0.01%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETWORK R 4.375% 12/09/30/GBP/                              | NETWORK RAIL INFRA FIN /GBP/ REGD REG S EMTN 4.37500000                                        | CUSIP: G6459BAK7<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      190000 | NS      | $232549.24    | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | DKK/USD FWD 20230119 000011553 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73417.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 6.625% 09/27/29/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 6.62500000                                                       | CUSIP: X7360WCL4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     2000000 | NS      | $2148478.74   | 0.03%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RSOFRP01.21 08/15/28 CITCL FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $747932.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGE 0.375% 07/20/26/EUR/                              | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D9T70CHK3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1500000 | NS      | $1389621.77   | 0.02%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 3.72% 12/15/26                               | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000       | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $937099.50    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 06/20/25/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 80 2.10000000                                             | CUSIP: J2615QU60<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   517000000 | NS      | $4136787.87   | 0.05%             | 2025-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.33% 02/22/26/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1603 3.33000000                                        | CUSIP: Y23862KA5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    15000000 | NS      | $2199685.04   | 0.03%             | 2026-02-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  0.01% 09/22/27/EUR/                              | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S 0.01000000                                           | CUSIP: R8T51PFE0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     5100000 | NS      | $4676956.10   | 0.06%             | 2027-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISK V/R 10/31/28/EUR/                              | SKANDINAVISKA ENSKILDA /EUR/ REGD V/R REG S MTN SER GMTN 1.37500000                            | CUSIP: W8T54EPS4<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      425000 | NS      | $442657.83    | 0.01%             | 2028-10-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 1% 09/18/24/SEK/                              | NORDEA HYPOTEK AB /SEK/ REGD REG S SER 5534 1.00000000                                         | CUSIP: W6S579AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1500000 | NS      | $137898.63    | 0.00%             | 2024-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | MYR/USD FWD 20230315 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24693.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS TBA 15YR 1.5% JAN 23                                   | UMBS TBA 15YR 1.5% JAN 23     TO BE ANNOUNCED 1.50000000                                       | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2315813 | NS      | $2007339.48   | 0.03%             | 2038-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER  1.25% 09/18/24/EUR/                              | SANTANDER UK PLC /EUR/ REGD REG S EMTN 1.25000000                                              | CUSIP: G0R5MZWZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $103116.45    | 0.00%             | 2024-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 4.125% 05/15/29                              | DISCOVERY COMMUNICATIONS REGD 4.12500000                                                       | CUSIP: 25470DBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | NS      | $817638.10    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/22/30/GBP/                              | BARCLAYS PLC /GBP/ REGD V/R REG S 3.75000000                                                   | CUSIP: G0809LGW3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      825000 | NS      | $907836.60    | 0.01%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 11/07/25/EUR/                              | BANCO DE SABADELL SA /EUR/ REGD V/R REG S 0.62500000                                           | CUSIP: E1581BH73<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     3700000 | NS      | $3680962.77   | 0.05%             | 2025-11-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4303 4% 08/01/52                                   | FANNIE MAE POOL UMBS P#CB4303 4.00000000                                                       | CUSIP: 3140QPX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1593220 | NS      | $1496900.14   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE  1% 01/05/29/EUR/                              | AEROPORTS DE PARIS /EUR/ REGD REG S 1.00000000                                                 | CUSIP: F01177AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      300000 | NS      | $272224.85    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 1.5% 05/29/37/EUR/                              | SNCF RESEAU /EUR/ REGD REG S EMTN 1.50000000                                                   | CUSIP: F8446VDA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $243767.15    | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMB 4.814% 10/01/14                              | DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000                                         | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |      895000 | NS      | $774563.34    | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKIN 3.735% 08/26/25                              | WESTPAC BANKING CORP REGD 3.73500000                                                           | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      580000 | NS      | $565362.91    | 0.01%             | 2025-08-26      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SSE PLC V/R /PERP//EUR/                                     | SSE PLC /EUR/ REGD V/R /PERP/ REG S 4.00000000                                                 | CUSIP: G8842PST0<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     1700000 | NS      | $1655658.56   | 0.02%             | 2171-04-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9578 2% 12/01/51                                   | FANNIE MAE POOL UMBS P#FM9578 2.00000000                                                       | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700266 | NS      | $1388360.46   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FIN 1.75% 05/28/28                              | ASTRAZENECA FINANCE LLC REGD 1.75000000                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      480000 | NS      | $412818.29    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.2% 12/01/51                              | CON EDISON CO OF NY INC REGD 3.20000000                                                        | CUSIP: 209111GC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $69682.20     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY 3.7% 04/01/29                                 | SEMPRA ENERGY REGD 3.70000000                                                                  | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      100000 | NS      | $91570.23     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/28                              | BANK OF AMERICA CORP REGD V/R MTN 4.37600000                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      940000 | NS      | $900238.52    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/29/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                                 | CUSIP: E8922AMH0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1100000 | NS      | $1006758.21   | 0.01%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FO 2.492% 10/01/50                              | ROCKEFELLER FOUNDATION REGD SER 2020 2.49200000                                                | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |        5000 | NS      | $3195.89      | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BULGARIA 1.375% 09/23/50/EUR/                               | BULGARIA /EUR/ REGD 1.37500000                                                                 | CUSIP: X0R483AT9<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |     1300000 | NS      | $786245.51    | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.05% 07/31/29/GBP/                               | APPLE INC /GBP/ REGD 3.05000000                                                                | CUSIP: U0378GAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | NS      | $479680.99    | 0.01%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52                                    | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $505156.25    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/28/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.75000000                                                   | CUSIP: F43750JN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3803000 | NS      | $3653318.02   | 0.05%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COL 2.8% 06/18/48/CAD/                              | BRITISH COLUMBIA PROV OF /CAD/ REGD 2.80000000                                                 | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |      400000 | NS      | $227358.35    | 0.00%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.75% 02/01/32                              | SOUTHERN CAL EDISON REGD 2.75000000                                                            | CUSIP: 842400HM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $83995.45     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 3.65% 07/28/25/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 3.65000000                                           | CUSIP: X5S007FJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     2600000 | NS      | $516373.52    | 0.01%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU0997 3% 11/01/51                                   | FANNIE MAE POOL UMBS P#BU0997 3.00000000                                                       | CUSIP: 3140M2DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1389517 | NS      | $1225259.80   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.875% 09/01/50                              | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.87500000                                              | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |       35000 | NS      | $22761.76     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 06/20/51/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000                                             | CUSIP: J2S39LQP2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   118600000 | NS      | $725073.99    | 0.01%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JCDECAUX  1.625% 02/07/30/EUR/                              | JCDECAUX SE /EUR/ REGD REG S 1.62500000                                                        | CUSIP: F5333NDY3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $853688.14    | 0.01%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/25                                  | CITIGROUP INC REGD V/R 0.98100000                                                              | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      640000 | NS      | $599041.85    | 0.01%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 1.75% 03/28/29/EUR/                              | NASDAQ INC /EUR/ REGD 1.75000000                                                               | CUSIP: U6S91CAB3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     2300000 | NS      | $2137046.34   | 0.03%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                                | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      985000 | NS      | $981229.31    | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2153 4% 11/01/33                                   | FANNIE MAE POOL UMBS P#FM2153 4.00000000                                                       | CUSIP: 3140X5MB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      424586 | NS      | $414655.23    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN  1.5% 10/01/24/EUR/                              | VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 1.50000000                                        | CUSIP: D9452WLG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1024309.30   | 0.01%             | 2024-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.2% 01/19/27/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.20000000                                             | CUSIP: Y1397WAG6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    13000000 | NS      | $1949070.18   | 0.02%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9656 1.5% 11/01/36                                 | FANNIE MAE POOL UMBS P#FM9656 1.50000000                                                       | CUSIP: 3140XDWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200758 | NS      | $174070.07    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 1.75% 11/01/30                                | CALIFORNIA ST REGD N/C B/E 1.75000000                                                          | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      350000 | NS      | $280412.23    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.75% 09/01/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 3.75000000                                         | CUSIP: T6247AK96<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1230000 | NS      | $1327600.13   | 0.02%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/19/30/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                               | CUSIP: F1233NHC7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3500000 | NS      | $2950907.32   | 0.04%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 10/31/36/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: D490375Q9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       75000 | NS      | $57822.95     | 0.00%             | 2036-10-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNR 2019-78 DI 4.5% 11/25/49                                | FANNIE MAE REMICS SER 2019-78 CL DI 4.50000000                                                 | CUSIP: 3136B7S51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      651490 | NS      | $103041.56    | 0.00%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICAN V/R 02/15/24                              | PETROLEOS MEXICANOS REGD V/R 5.03614000                                                        | CUSIP: 71654QBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      375000 | NS      | $374356.21    | 0.00%             | 2024-02-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.01% 07/02/30/EUR/                              | LAND BERLIN /EUR/ REGD REG S 0.01000000                                                        | CUSIP: D09856A50<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      490000 | NS      | $418215.92    | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JAN 23                                     | UMBS TBA 30YR 2% JAN 23        TO BE ANNOUNCED 2.00000000                                      | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    90500000 | NS      | $73753351.48  | 0.93%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE  2.375% 01/22/24/EUR/                              | PROVINCE OF QUEBEC /EUR/ REGD REG S 2.37500000                                                 | CUSIP: C7S16MAQ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      425000 | NS      | $450694.82    | 0.01%             | 2024-01-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INT 1.875% 04/07/32/EUR/                              | SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.87500000                                       | CUSIP: N8119ZAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $922036.37    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT S 0.5% 04/09/25/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S EMTN 0.50000000                                                 | CUSIP: T9T20LG77<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $990262.94    | 0.01%             | 2025-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.25% 11/10/44                              | PHILIP MORRIS INTL INC REGD 4.25000000                                                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1185000 | NS      | $956662.29    | 0.01%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/26/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.50000000                                                   | CUSIP: F43750EV0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1209000 | NS      | $1199984.02   | 0.02%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S 2.25% 06/14/28/EUR/                              | ORSTED A/S /EUR/ REGD EMTN 2.25000000                                                          | CUSIP: K7653QAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1000000 | NS      | $993801.13    | 0.01%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.75PSOFR 06/15/25 SBNYUS33XXX FIXED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-3377004.51  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER  1.215% 10/18/24                              | THERMO FISHER SCIENTIFIC REGD 1.21500000                                                       | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       80000 | NS      | $75117.46     | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 06/20/25/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 144 0.10000000                                             | CUSIP: J2S39LCG7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   329000000 | NS      | $2509514.93   | 0.03%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.3% 12/01/49                              | VIRGINIA ELEC & POWER CO REGD 3.30000000                                                       | CUSIP: 927804GC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $35985.53     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/33                              | BANK OF AMERICA CORP REGD V/R 5.01500000                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      880000 | NS      | $838294.12    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| REDEXIS G 1.875% 05/28/25/EUR/                              | REDEXIS GAS FINANCE BV /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: N7338HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1300000 | NS      | $1314399.32   | 0.02%             | 2025-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 1-53 94 29                              | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 1-53 94 29 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -10000000 | NC      | $-110411.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK JULIUS B 0% 06/25/24/EUR/                              | BANK JULIUS BAER /EUR/ REGD REG S 0.00000000                                                   | CUSIP: H0483MAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     3000000 | NS      | $3026469.89   | 0.04%             | 2024-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 4.448% 03/16/28                              | BAT INTL FINANCE PLC REGD 4.44800000                                                           | CUSIP: 05530QAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      150000 | NS      | $139354.67    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 1.625% 10/15/50/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.62500000                                                 | CUSIP: 58507LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      900000 | NS      | $573380.11    | 0.01%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50                                    | UNITED STATES TREASURY BOND 2.00000000                                                         | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2169000 | NS      | $1446282.43   | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TERNA RETE EL 1% 04/10/26/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 1.00000000                                          | CUSIP: T9451NAL7<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     4000000 | NS      | $3956336.66   | 0.05%             | 2026-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKR 0.75% 10/17/25/EUR/                              | SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.75000000                                            | CUSIP: R8333LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $99806.62     | 0.00%             | 2025-10-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 2.625% 01/16/24                              | INTER-AMERICAN DEVEL BK REGD 2.62500000                                                        | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      230000 | NS      | $224788.04    | 0.00%             | 2024-01-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 1.474% 07/08/25                              | SUMITOMO MITSUI FINL GRP REGD 1.47400000                                                       | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      250000 | NS      | $227980.00    | 0.00%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2527 3.5% 08/01/32                                 | FANNIE MAE POOL UMBS P#AL2527 3.50000000                                                       | CUSIP: 3138EJYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73878 | NS      | $69739.70     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON ST 0.875% 09/19/24/EUR/                              | LONDON STOCK EXCHANGE PL /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: G5689UYX5<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1027918.86   | 0.01%             | 2024-09-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE D 2% 01/29/24/EUR/                              | BANCA MONTE DEI PASCHI S /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: T1188BHV1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | NS      | $105049.36    | 0.00%             | 2024-01-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.35% 04/01/30/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 1.35000000                                   | CUSIP: T6052BUB2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1390000 | NS      | $1221908.20   | 0.02%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 6.35% 10/15/45                              | HP ENTERPRISE CO REGD SER WI 6.35000000                                                        | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       90000 | NS      | $89947.04     | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS C 4.05% 03/15/32                              | SOUTHWEST GAS CORP REGD 4.05000000                                                             | CUSIP: 845011AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | NS      | $180611.06    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ IN 0.875% 02/13/30/EUR/                              | NASDAQ INC /EUR/ REGD 0.87500000                                                               | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     2750000 | NS      | $2351734.18   | 0.03%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CAD/USD FWD 20230112 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23877.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 12/01/31/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.95000000                                         | CUSIP: T6052BF37<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2105000 | NS      | $1681185.05   | 0.02%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP 0.875% 03/15/24/EUR/                              | BALL CORP /EUR/ REGD 0.87500000                                                                | CUSIP: U05796AH7<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2060701.85   | 0.03%             | 2024-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.24% 08/14/24/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1909 3.24000000                                          | CUSIP: Y0R4AWKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    54000000 | NS      | $7868302.50   | 0.10%             | 2024-08-14      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 1.125% 04/28/23/GBP/                              | DEVELOPMENT BK OF JAPAN /GBP/ REGD REG S EMTN SER GMTN 1.12500000                              | CUSIP: J1R67PJP9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      600000 | NS      | $719588.77    | 0.01%             | 2023-04-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HM TREASU 0.333% 07/22/26/GBP/                              | HM TREASURY UK SUKUK /GBP/ REGD REG S 0.33300000                                               | CUSIP: G4527GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      900000 | NS      | $959366.56    | 0.01%             | 2026-07-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM  6.4% 05/15/37                              | CNOOC PETROLEUM NORTH REGD 6.40000000                                                          | CUSIP: 65334HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       60000 | NS      | $61537.75     | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BUZZI UNI 2.125% 04/28/23/EUR/                              | BUZZI UNICEM SPA /EUR/ REGD REG S 2.12500000                                                   | CUSIP: T2320MAD1<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | DBT              | CORP              | IT        |     1225000 | NS      | $1305240.39   | 0.02%             | 2023-04-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL 2.125% 04/29/32                              | DIAGEO CAPITAL PLC REGD 2.12500000                                                             | CUSIP: 25243YBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1220000 | NS      | $973917.09    | 0.01%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 2.375% 05/07/25/EUR/                              | COCA-COLA EUROPACIFIC /EUR/ REGD 2.37500000                                                    | CUSIP: G25839MZ4<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     3900000 | NS      | $4093973.41   | 0.05%             | 2025-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK2418 4% 07/01/25                                   | FREDDIE MAC POOL UMBS P#ZK2418 4.00000000                                                      | CUSIP: 3131X5VK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22140 | NS      | $21622.17     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                              | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                         | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | NS      | $1056133.88   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 3.95% 04/15/29                              | KEURIG DR PEPPER INC REGD 3.95000000                                                           | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      503000 | NS      | $468938.14    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47                              | GINNIE MAE II POOL P#MA4588 4.50000000                                                         | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1631753 | NS      | $1609901.77   | 0.02%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR2 3.525% 09/10/25                               | COMM 2016-CR28 MORTGAGE TRUST SER 2016-CR28 CL ASB REGD 3.52500000                             | CUSIP: 12593YBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297721 | NS      | $287975.10    | 0.00%             | 2049-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTM 2.5% 03/15/23                              | EUROPEAN INVESTMENT BANK REGD 2.50000000                                                       | CUSIP: 298785HP4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      180000 | NS      | $179245.65    | 0.00%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FU 2.5% 01/14/25                              | ATHENE GLOBAL FUNDING REGD 144A P/P 2.50000000                                                 | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18742.42     | 0.00%             | 2025-01-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOL V/R /PERP//EUR/                              | CREDIT AGRICOLE ASSRNCES /EUR/ REGD V/R /PERP/ 4.25000000                                      | CUSIP: F22799AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     6000000 | NS      | $6237983.03   | 0.08%             | 2171-01-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FADE 0.01% 09/17/25/EUR/                                    | FADE /EUR/ REGD REG S 0.01000000                                                               | CUSIP: E5R6CZAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      100000 | NS      | $98515.65     | 0.00%             | 2025-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLA 0% 04/06/25/EUR/                              | LSEG NETHERLANDS BV /EUR/ REGD REG S EMTN SER GMTN 0.00000000                                  | CUSIP: N54926AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1487339.93   | 0.02%             | 2025-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                              | T-MOBILE USA INC REGD SER WI 3.87500000                                                        | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3420000 | NS      | $3106078.51   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 2% 09/20/40/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 33 2.00000000                                             | CUSIP: J2615Q6V2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   333000000 | NS      | $2850012.12   | 0.04%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 06/09/32/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S EMTN 0.87500000                                              | CUSIP: N4578ELA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $902286.57    | 0.01%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS  5.241% 11/18/25                              | GENERAL MILLS INC REGD 5.24100000                                                              | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      150000 | NS      | $150417.02    | 0.00%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                              | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                         | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | NS      | $235632.86    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKRE 0.01% 05/04/34/EUR/                              | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: K5813L5M5<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |      500000 | NS      | $374546.17    | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.231% 05/08/31/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.23100000                                        | CUSIP: G1279MYP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2800000 | NS      | $2414161.00   | 0.03%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T61821 3.5% 12/01/44                                | FREDDIE MAC GOLD POOL P#T61821 3.50000000                                                      | CUSIP: 3128S3AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      414136 | NS      | $375275.70    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL P 5.5% 01/24/33                              | DIAGEO CAPITAL PLC REGD 5.50000000                                                             | CUSIP: 25243YBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | NS      | $209998.64    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 11/25/28/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.75000000                                                         | CUSIP: F43750JW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1185000 | NS      | $1128475.66   | 0.01%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 0.1% 03/08/25/EUR/                              | BOOKING HOLDINGS INC /EUR/ REGD 0.10000000                                                     | CUSIP: 09857LAS7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1484863.98   | 0.02%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.18% 03/11/32/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000                                        | CUSIP: Y23862SY5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    80400000 | NS      | $11673222.65  | 0.15%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28                              | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      370000 | NS      | $343072.42    | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/33                              | DIAMONDBACK ENERGY INC REGD 6.25000000                                                         | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      400000 | NS      | $406823.84    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHMS K073 A2 3.35% 01/25/28                                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K073 CL A2 3.35000000         | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $953165.30    | 0.01%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                                | BROADCOM INC REGD 144A P/P 3.13700000                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3335000 | NS      | $2463395.99   | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP  1.75% 01/28/25/EUR/                              | CITIGROUP INC /EUR/ REGD 1.75000000                                                            | CUSIP: 172967JF9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | NS      | $724804.89    | 0.01%             | 2025-01-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 5.1% 12/15/27                                   | EQUIFAX INC REGD 5.10000000                                                                    | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1280000 | NS      | $1265530.80   | 0.02%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC  1.5% 08/01/30                              | TUCSON ELECTRIC POWER CO REGD 1.50000000                                                       | CUSIP: 898813AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $23020.84     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9290 2.5% 02/01/51                                 | FANNIE MAE POOL UMBS P#CA9290 2.50000000                                                       | CUSIP: 3140QHKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1949980 | NS      | $1659099.61   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 04/25/24/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0424 2.50000000                                          | CUSIP: X8T024ZV0<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1639000 | NS      | $355456.15    | 0.00%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3440 3.5% 08/01/38                                 | FANNIE MAE POOL UMBS P#MA3440 3.50000000                                                       | CUSIP: 31418CZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111790 | NS      | $104598.10    | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHSE 0.5% 03/24/51/EUR/                              | LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.50000000                                                | CUSIP: D6T54YDH2<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |      123000 | NS      | $70944.29     | 0.00%             | 2051-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.4% 09/01/29                                     | ONEOK INC REGD 3.40000000                                                                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1210000 | NS      | $1048559.87   | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IMSVA 2021-1 GA 3.4% 08/18/30                               | IMS ECUADORIAN MORTGAGE 2021-1 TRUST SER 2021-1 CL GA REGD 144A P/P 3.40000000                 | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2267937 | NS      | $2111821.83   | 0.03%             | 2043-08-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PR 0.5% 12/15/23/GBP/                              | ONTARIO (PROVINCE OF) /GBP/ REGD REG S 0.50000000                                              | CUSIP: C4R07ZAH8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      500000 | NS      | $585349.39    | 0.01%             | 2023-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 04/21/26/EUR/                              | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 1.12500000                                          | CUSIP: F8586L7Z9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3900000 | NS      | $3883899.74   | 0.05%             | 2026-04-21      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHMS K063 A2 V/R 01/25/27                                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K063 CL A2 V/R 3.43000000          | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $961068.20    | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE 1% 05/25/34/EUR/                              | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: F90348AC1<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |      300000 | NS      | $245438.98    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN 4% 12/11/29/GBP/                              | RIO TINTO FINANCE PLC /GBP/ REGD EMTN 4.00000000                                               | CUSIP: G7574SAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2290815.08   | 0.03%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6820 3% 08/20/50                                | GINNIE MAE II POOL P#MA6820 3.00000000                                                         | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6659318 | NS      | $5983947.67   | 0.08%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECU 2.85% 09/30/28                              | BLACKSTONE SECURED LEND REGD 2.85000000                                                        | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       23000 | NS      | $17891.56     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DELL BANK I 4.5% 10/18/27/EUR/                              | DELL BANK INTERNATIONAL /EUR/ REGD REG S EMTN 4.50000000                                       | CUSIP: G2702YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $1068202.03   | 0.01%             | 2027-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.625% 09/10/70/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 7009 1.62500000                                             | CUSIP: Y7277FK74<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   876950000 | NS      | $375066.83    | 0.00%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 3.951% 10/15/50                              | LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000                                              | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | NS      | $584811.84    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.41% 06/07/31/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000                                          | CUSIP: Y1456TLG9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    46200000 | NS      | $6819180.34   | 0.09%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 1.707% 07/28/25/EUR/                              | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 1.70700000                                         | CUSIP: Q9130ZJF6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $102531.34    | 0.00%             | 2025-07-28      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL IN 5.6% 11/25/39                              | CDP FINANCIAL INC REGD P/P 5.60000000                                                          | CUSIP: 125094AC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      250000 | NS      | $266771.18    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINS 3.794% 05/20/50                              | BECTON DICKINSON AND CO REGD 3.79400000                                                        | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | NS      | $77355.43     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 2.746% 05/28/25                              | BANCO SANTANDER SA REGD 2.74600000                                                             | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | NS      | $374376.50    | 0.00%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 04/30/25                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 912828ZL7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1585000 | NS      | $1447674.62   | 0.02%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.678% 10/01/25                                    | EQT CORP REGD 5.67800000                                                                       | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      400000 | NS      | $398327.70    | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PL 6.5% 09/15/37                              | HSBC HOLDINGS PLC REGD SER ** 6.50000000                                                       | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | NS      | $385623.83    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEAL 5.363% 07/01/52                              | UMASS MEM HEALTH CARE REGD 5.36300000                                                          | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | NS      | $4639.48      | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO 3.25% 09/23/24                              | INTESA SANPAOLO SPA REGD 144A P/P SER XR 3.25000000                                            | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2900000 | NS      | $2751827.43   | 0.03%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BA 0.1% 01/28/36/CHF/                              | DEUTSCHE BAHN FIN GMBH /CHF/ REGD REG S EMTN 0.10000000                                        | CUSIP: D1T0VZCZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      150000 | NS      | $121838.60    | 0.00%             | 2036-01-28      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DH EUROPE F 0.2% 03/18/26/EUR/                              | DH EUROPE FINANCE II /EUR/ REGD 0.20000000                                                     | CUSIP: 23291KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1448350.94   | 0.02%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 03/24/51                                 | MORGAN STANLEY REGD V/R MTN SER GMTN 5.59700000                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       40000 | NS      | $39989.84     | 0.00%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 1% 03/18/33/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: U3823ENF8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $769760.58    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VISA INC 3.65% 09/15/47                                     | VISA INC REGD 3.65000000                                                                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | NS      | $165101.53    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MERCK & C 1.375% 11/02/36/EUR/                              | MERCK & CO INC /EUR/ REGD 1.37500000                                                           | CUSIP: U5888NAB8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $824995.80    | 0.01%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 03/05/30/EUR/                                     | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                        | CUSIP: F9627PMY5<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $85464.94     | 0.00%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WALMART IN 2.55% 04/08/26/EUR/                              | WALMART INC /EUR/ REGD 2.55000000                                                              | CUSIP: 931142DM2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2550000 | NS      | $2681955.05   | 0.03%             | 2026-04-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO &  5.606% 01/15/44                              | WELLS FARGO & COMPANY REGD SER WI 5.60600000                                                   | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       24000 | NS      | $23310.01     | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 07/04/31/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    10000000 | NS      | $8279802.13   | 0.10%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU  1.7% 05/25/50/EUR/                              | SOCIETE DU GRAND PARIS /EUR/ REGD REG S EMTN 1.70000000                                        | CUSIP: F45204BT4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $211414.08    | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS 6.125% 02/01/41                              | ONEOK PARTNERS LP REGD 6.12500000                                                              | CUSIP: 68268NAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | NS      | $22751.87     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 10/26/29/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 695 0.00000000                                    | CUSIP: H617312R7<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $188487.36    | 0.00%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4099 2.5% 08/01/35                                 | FANNIE MAE POOL UMBS P#MA4099 2.50000000                                                       | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256340 | NS      | $235489.28    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTESA SAN 4.75% 09/06/27/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 4.75000000                                           | CUSIP: T5R13S5G3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1077827.52   | 0.01%             | 2027-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLO 2.3% 03/12/31                              | AGILENT TECHNOLOGIES INC REGD 2.30000000                                                       | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      425000 | NS      | $343656.60    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2399 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#RC2399 2.00000000                                                      | CUSIP: 3133L8UY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      343168 | NS      | $306452.79    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 06/07/32/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HJJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1620000 | NS      | $2049028.57   | 0.03%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GL 3.5% 09/30/26/GBP/                              | MET LIFE GLOB FUNDING I /GBP/ REGD EMTN SER GMTN 3.50000000                                    | CUSIP: U5916QAB7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2300742.98   | 0.03%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH H 2.7% 10/01/51                              | PROV ST JOSEPH HLTH OBL REGD SER 21A 2.70000000                                                | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $89262.62     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.1% 03/25/61                                   | ORACLE CORP REGD 4.10000000                                                                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      410000 | NS      | $286438.39    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FAR 4.875% 11/29/35/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 4.87500000                                         | CUSIP: U92957AE6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1098135.18   | 0.01%             | 2035-11-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 2% 02/01/28/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.00000000                                   | CUSIP: T6052BPU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      342000 | NS      | $334580.53    | 0.00%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFI 3.9% 10/20/23/EUR/                              | CAISSE REFINANCE L'HABIT /EUR/ REGD EMTN 3.90000000                                            | CUSIP: F23753AX8<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $107736.51    | 0.00%             | 2023-10-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 10/31/50/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                                 | CUSIP: E8922AJL5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1930000 | NS      | $1076121.65   | 0.01%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE 5.5% 10/17/41/GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000                                            | CUSIP: F2940HJH9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1124258.17   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ3360 3% 11/01/27                                   | FANNIE MAE POOL UMBS P#AQ3360 3.00000000                                                       | CUSIP: 3138MJWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41973 | NS      | $40466.61     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K726 A2 2.905% 04/25/24                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K726 CL A2 2.90500000         | CUSIP: 3137BYPQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      689453 | NS      | $671041.19    | 0.01%             | 2024-04-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FMC CORP 3.2% 10/01/26                                      | FMC CORP REGD 3.20000000                                                                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9300.94      | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 03/18/26/SEK/                              | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 196 1.00000000                                    | CUSIP: W9T1222U9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $88342.15     | 0.00%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                                | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $449285.16    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA 0.25% 05/22/23                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.25000000                                               | CUSIP: 3135G04Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | NS      | $983315.95    | 0.01%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 FEB 23                                   | G2SF 30 YR TBA 3.5 FEB 23     TO BE ANNOUNCED 3.50000000                                       | CUSIP: 21H032621<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3500000 | NS      | $-3221800.26  | -0.04%            | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 4.65% 05/11/28/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1806 4.65000000                                          | CUSIP: Y0R4AWJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     8100000 | NS      | $1264574.16   | 0.02%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNILEVER  1.125% 04/29/28/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: N89782TU5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $958491.62    | 0.01%             | 2028-04-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 03/24/26/EUR/                              | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 2.62500000                                      | CUSIP: E1581BZ73<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     1500000 | NS      | $1508785.33   | 0.02%             | 2026-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 08/13/30/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 898 0.01000000                                         | CUSIP: D5S19DCJ2<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      149000 | NS      | $126895.85    | 0.00%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5386 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#BV5386 3.00000000                                                       | CUSIP: 3140MJ6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1948743 | NS      | $1718281.19   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.48% 04/15/27/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD SER INBK 2.48000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |    81000000 | NS      | $11592936.24  | 0.15%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENI SPA V/R /PERP//EUR/                                     | ENI SPA /EUR/ REGD V/R /PERP/ REG S SER NC9 2.75000000                                         | CUSIP: T3666JKA3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $823315.19    | 0.01%             | 2171-05-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.2% 04/01/52                              | NORTHERN STATES PWR-MINN REGD 3.20000000                                                       | CUSIP: 665772CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $21509.50     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV 7% 05/15/27/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR59 7.00000000                                            | CUSIP: Y39814HA2<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 15000000000 | NS      | $986500.70    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SGD/USD FWD 20230315 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11622.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA  4.895% 05/08/47/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0417 4.89500000                                        | CUSIP: Y2R35QAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      521000 | NS      | $122016.63    | 0.00%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 03/13/25/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 477 1.75000000                                             | CUSIP: R34155AP7<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     1920000 | NS      | $190389.02    | 0.00%             | 2025-03-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 23                                   | FNMA 30YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                      | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8949000 | NS      | $8140502.42   | 0.10%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.45% 09/20/29/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1915 3.45000000                                          | CUSIP: Y1456THM1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    66600000 | NS      | $9830596.58   | 0.12%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/30/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                      | CUSIP: A0654UMC2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      408000 | NS      | $352187.41    | 0.00%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV 2.085% 01/19/30/EUR/                              | PROSUS NV /EUR/ REGD REG S 2.08500000                                                          | CUSIP: N7163RAZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $830576.27    | 0.01%             | 2030-01-19      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      250000 | NS      | $206650.39    | 0.00%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PL 1.25% 04/22/28/EUR/                              | INFORMA PLC /EUR/ REGD REG S EMTN 1.25000000                                                   | CUSIP: G4770LAX4<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     3600000 | NS      | $3259253.00   | 0.04%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NTT FINAN 0.342% 03/03/30/EUR/                              | NTT FINANCE CORP /EUR/ REGD REG S 0.34200000                                                   | CUSIP: J5S39RAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      500000 | NS      | $421414.53    | 0.01%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $431138.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLB OBERO 0.875% 07/12/28/EUR/                              | RLB OBEROESTERREICH /EUR/ REGD REG S 0.87500000                                                | CUSIP: A6644VVB2<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $93818.09     | 0.00%             | 2028-07-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF 1.75% 07/17/53/EUR/                                    | EFSF /EUR/ REGD REG S 1.75000000                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     2050000 | NS      | $1611065.97   | 0.02%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/17/30/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MKA2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1108000 | NS      | $939372.63    | 0.01%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAFFORD CE 6.5% 07/28/33/GBP/                              | TRAFFORD CENTRE FIN LTD /GBP/ REGD REG S SER A2 6.50000000                                     | CUSIP: G8990MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       34117 | NS      | $40973.39     | 0.00%             | 2033-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS IN 3.7% 01/15/31                              | CHOICE HOTELS INTL INC REGD 3.70000000                                                         | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      410000 | NS      | $348348.18    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 10/15/30                                 | COMCAST CORP REGD 4.25000000                                                                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      120000 | NS      | $115107.85    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOTALENER 1.375% 10/04/29/EUR/                              | TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.37500000                                        | CUSIP: F93777BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1859619.10   | 0.02%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FI 0.118% 09/06/24/EUR/                              | MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 0.11800000                                        | CUSIP: J4S19BBA3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $1011836.42   | 0.01%             | 2024-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARGENTA SP 0.01% 02/11/31/EUR/                              | ARGENTA SPAARBANK /EUR/ REGD REG S EMTN 0.01000000                                             | CUSIP: B0R1LH7A8<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      100000 | NS      | $81875.51     | 0.00%             | 2031-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.625% 11/27/25/EUR/                              | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.62500000                                       | CUSIP: F76869JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      300000 | NS      | $303150.15    | 0.00%             | 2025-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                         | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      865000 | NS      | $599901.22    | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE  1% 09/16/24/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 1.00000000                                          | CUSIP: N30706BH2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1030089.33   | 0.01%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 1.75% 03/05/29/EUR/                              | CREDIT AGRICOLE LONDON /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: G2551UYD1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1100000 | NS      | $1022988.80   | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 3.25% 03/15/51                              | GEORGIA POWER CO REGD SER A 3.25000000                                                         | CUSIP: 373334KP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $13870.44     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 0.125% 03/01/28/EUR/                              | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.12500000                                          | CUSIP: N2960PEP4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      182000 | NS      | $163540.54    | 0.00%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                              | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1815000 | NS      | $1589120.07   | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/34/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 73 3.00000000                                                   | CUSIP: B11204XU1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     2138000 | NS      | $2233351.83   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA 1% 10/26/36/EUR/                                   | ENGIE SA /EUR/ REGD REG S EMTN 1.00000000                                                      | CUSIP: F3R09SHK7<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $704857.48    | 0.01%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.25% 08/08/29                                    | APPLE INC REGD 3.25000000                                                                      | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1020000 | NS      | $946029.72    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATI 2.375% 05/22/23/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 2.37500000                                      | CUSIP: N7S88VQS8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       30000 | NS      | $32094.23     | 0.00%             | 2023-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5330 4% 07/20/48                                | GINNIE MAE II POOL P#MA5330 4.00000000                                                         | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086778 | NS      | $1043051.43   | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  1.75% 04/27/27/EUR/                              | SPAREBANK 1 OESTLANDET /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: R8T572BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     1000000 | NS      | $974199.40    | 0.01%             | 2027-04-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 1.5% 04/22/26/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/E 1.50000000                                         | CUSIP: X51627FW6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   100410000 | NS      | $201992.36    | 0.00%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 5.946% 05/15/45                              | UNIV OF CALIFORNIA CA REVENUES REGD N/C B/E 5.94600000                                         | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       35000 | NS      | $36889.99     | 0.00%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.75% 11/25/32/EUR/                                  | UNEDIC /EUR/ REGD REG S EMTN 1.75000000                                                        | CUSIP: F961A7BQ2<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      300000 | NS      | $278884.23    | 0.00%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TR 1.5% 07/14/71/GBP/                              | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 1.50000000                                             | CUSIP: G9522TAD1<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $785865.82    | 0.01%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANC 1.5% 07/21/25/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 1.50000000                                          | CUSIP: N30706DW7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2041279.60   | 0.03%             | 2025-07-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.041% 03/17/62                              | MICROSOFT CORP REGD 3.04100000                                                                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       30000 | NS      | $20951.96     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 5% 09/15/52                               | ENTERGY TEXAS INC REGD 5.00000000                                                              | CUSIP: 29365TAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $184192.36    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RSOFRP02.00 12/21/29 SBNYUS33XXX FLOAT                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $1962168.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 2% 10/17/47/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 233 2.00000000                                   | CUSIP: X5S008CR4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      180000 | NS      | $136143.00    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                              | ENERGY TRANSFER LP REGD 6.25000000                                                             | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      460000 | NS      | $430426.80    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER C 3.125% 12/01/49                              | ESTEE LAUDER CO INC REGD 3.12500000                                                            | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      100000 | NS      | $71680.70     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4643 3% 05/01/42                                   | FANNIE MAE POOL UMBS P#MA4643 3.00000000                                                       | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      771877 | NS      | $690593.80    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE  2.15% 03/15/28/EUR/                              | BERKSHIRE HATHAWAY INC /EUR/ REGD 2.15000000                                                   | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $987811.24    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK4763 4.5% 11/20/48                              | GINNIE MAE II POOL P#BK4763 4.50000000                                                         | CUSIP: 3617J5JG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      380083 | NS      | $370427.33    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57                                      | AT&T INC REGD 3.80000000                                                                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      227000 | NS      | $157860.79    | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 0.9% 07/30/33/EUR/                               | NASDAQ INC /EUR/ REGD 0.90000000                                                               | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1138985.54   | 0.01%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN G 1.75% 12/01/53/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 1.75000000                                                      | CUSIP: 135087M68<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      400000 | NS      | $208039.59    | 0.00%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB4050 2% 10/01/50                                   | FREDDIE MAC POOL UMBS P#QB4050 2.00000000                                                      | CUSIP: 3133AAQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      694176 | NS      | $568444.83    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5319 3.5% 07/20/48                              | GINNIE MAE II POOL P#MA5319 3.50000000                                                         | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39638 | NS      | $36195.59     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 2.516% 07/01/50                              | TRUSTEES PRINCETON UNIV REGD SER 2020 2.51600000                                               | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |       20000 | NS      | $13430.57     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSE V/R 09/15/32/EUR/                              | LANDBK HESSEN-THUERINGEN /EUR/ REGD V/R REG S EMTN 4.50000000                                  | CUSIP: D4S75UQZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $101616.75    | 0.00%             | 2032-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES I 1.2% 03/15/26                              | PPG INDUSTRIES INC REGD 1.20000000                                                             | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       35000 | NS      | $31058.92     | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.7% 06/22/50/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 88 1.70000000                                                   | CUSIP: B1121KEG6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      916000 | NS      | $691943.90    | 0.01%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/28                              | WELLS FARGO & COMPANY REGD V/R MTN 4.80800000                                                  | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1360000 | NS      | $1327989.30   | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TENNET HO 0.875% 06/03/30/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: N85094PY5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      120000 | NS      | $103792.63    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & 1% 02/02/27/EUR/                              | WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 1.00000000                                         | CUSIP: U94974HN2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $939180.70    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLI 3.125% 04/29/33/EUR/                              | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 13 3.12500000                               | CUSIP: Q14900AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      241000 | NS      | $234548.33    | 0.00%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 0.125% 11/02/29/EUR/                              | BAYERISCHE LANDESBANK /EUR/ REGD REG S 0.12500000                                              | CUSIP: D0R14GAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $87287.70     | 0.00%             | 2029-11-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY 4.5 2042 4.5% 12/7/42/GBP                               | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                                | CUSIP: G4527HPV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1057156 | NS      | $1356520.34   | 0.02%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.53% 10/18/51/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000                                           | CUSIP: Y6S39BG95<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    15700000 | NS      | $2371678.58   | 0.03%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9872 2.5% 12/01/51                                 | FANNIE MAE POOL UMBS P#FM9872 2.50000000                                                       | CUSIP: 3140XD6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1509553 | NS      | $1284798.91   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.25% 02/15/28                              | UNITEDHEALTH GROUP INC REGD 5.25000000                                                         | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      320000 | NS      | $327638.27    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  2.15% 03/15/32                              | UNION ELECTRIC CO REGD 2.15000000                                                              | CUSIP: 906548CT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $39704.73     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL  2.5% 07/15/28                              | BLOCK FINANCIAL LLC REGD 2.50000000                                                            | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | NS      | $33212.30     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 05/15/30                                | UNITED STATES TREASURY NOTE 0.62500000                                                         | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6343000 | NS      | $5034756.25   | 0.06%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.00% JAN 23                                  | G2SF 30YR TBA 3.00% JAN 23     TO BE ANNOUNCED 3.00000000                                      | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1487000 | NS      | $1325820.06   | 0.02%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.9% 05/15/28/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.90000000                                            | CUSIP: G4R49GAL7<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      862000 | NS      | $835223.76    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| REGION WAL 0.25% 05/03/26/EUR/                              | REGION WALLONNE /EUR/ REGD REG S EMTN 0.25000000                                               | CUSIP: B70023FB5<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      300000 | NS      | $292839.79    | 0.00%             | 2026-05-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR23                                 | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -23 | NC      | $-3089187.50  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 0.5% 08/31/27                                  | UNITED STATES TREASURY NOTE 0.50000000                                                         | CUSIP: 91282CAH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      400000 | NS      | $341031.25    | 0.00%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 03/01/28/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                      | CUSIP: 135087P57<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      500000 | NS      | $371176.51    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.222% 08/15/24                              | BAT CAPITAL CORP REGD 3.22200000                                                               | CUSIP: 05526DAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $96325.94     | 0.00%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| DANSKE BA 0.625% 05/26/25/EUR/                              | DANSKE BANK A/S /EUR/ REGD REG S EMTN 0.62500000                                               | CUSIP: K2227DEG3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3000000 | NS      | $2983170.68   | 0.04%             | 2025-05-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 0.375% 10/26/29/EUR/                               | ENGIE SA /EUR/ REGD REG S EMTN 0.37500000                                                      | CUSIP: F3R09SHL5<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $846794.44    | 0.01%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR23                                 | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -33 | NC      | $-3723945.61  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                                  | CITIGROUP INC REGD V/R 2.56100000                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1060000 | NS      | $839583.93    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| NN BANK NV 0.01% 07/08/30/EUR/                              | NN BANK NV NETHERLANDS /EUR/ REGD REG S 0.01000000                                             | CUSIP: N5993SAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $84016.41     | 0.00%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/25                              | BANK OF AMERICA CORP REGD V/R 3.84100000                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1760000 | NS      | $1720041.29   | 0.02%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PR 5.6% 06/02/35/CAD/                              | ONTARIO (PROVINCE OF) /CAD/ REGD 5.60000000                                                    | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      300000 | NS      | $252011.08    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.45% 03/01/36/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 1.45000000                                         | CUSIP: T6052BVP0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      879000 | NS      | $646886.31    | 0.01%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| CF INDUSTRIES I 4.95% 06/01/43                              | CF INDUSTRIES INC REGD 4.95000000                                                              | CUSIP: 12527GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      585000 | NS      | $502359.63    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000004388 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2850410.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.7% 04/30/30                                   | SOUTHERN CO REGD SER A 3.70000000                                                              | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       95000 | NS      | $86011.69     | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GRO 0.125% 05/17/28/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.12500000                                           | CUSIP: A19543VS2<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $866067.95    | 0.01%             | 2028-05-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 03/31/28                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $435429.69    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-B 2.75% 03/17/36/EUR/                              | ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 2.75000000                                      | CUSIP: B639CJDD7<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      890000 | NS      | $823943.59    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.125% 06/12/29/EUR/                              | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.12500000                                            | CUSIP: D170N8BJ2<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |      331000 | NS      | $294564.47    | 0.00%             | 2029-06-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 09/01/40/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                         | CUSIP: T6031ZGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      960000 | NS      | $1056332.63   | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH R 2.328% 11/15/50                              | TEXAS HEALTH RESOURCES REGD 2.32800000                                                         | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |      750000 | NS      | $431206.40    | 0.01%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY A 6.718% 01/01/49                              | N TX TOLLWAY AUTH REVENUE REGD N/C B/E 6.71800000                                              | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |       65000 | NS      | $77038.86     | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.16% 06/27/28/CNY/                             | CHINA GOVERNMENT BOND /CNY/___  REGD REG S 3.16000000                                          | CUSIP: Y5325PAH7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      500000 | NS      | $72452.21     | 0.00%             | 2023-06-27      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIA 3.875% 08/15/30                              | BLOCK FINANCIAL LLC REGD 3.87500000                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $43872.42     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.06% 06/06/32/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2205 3.06000000                                          | CUSIP: Y0R4AWMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    54700000 | NS      | $7871787.64   | 0.10%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.294% 08/18/27                              | BANCO SANTANDER SA REGD 5.29400000                                                             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $195651.81    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 0.5% 01/25/32/EUR/                              | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.50000000                                            | CUSIP: C4108FGS9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |     3000000 | NS      | $2483574.55   | 0.03%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2743 3% 02/01/34                                   | FANNIE MAE POOL UMBS P#FM2743 3.00000000                                                       | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1459043 | NS      | $1380858.63   | 0.02%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.375% 06/26/29/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.37500000                                             | CUSIP: N85094ML6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $92115.65     | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV 0.025% 01/31/30/EUR/                              | ASIAN DEVELOPMENT BANK /EUR/ REGD 0.02500000                                                   | CUSIP: Y000A9VL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     3550000 | NS      | $3069787.10   | 0.04%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.25% 06/07/24/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.25000000                                         | CUSIP: N6S779VW7<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      683000 | NS      | $700676.53    | 0.01%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  2.375% 11/29/23/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD EMTN 2.37500000                                            | CUSIP: F1R83CBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $106322.44    | 0.00%             | 2023-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.7% 10/20/30/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2015 3.70000000                                          | CUSIP: Y1456TKB1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    18000000 | NS      | $2704604.75   | 0.03%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 0.375% 06/23/25/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: F14221BL2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $99657.61     | 0.00%             | 2025-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.5% 07/01/29                                    | FISERV INC REGD 3.50000000                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      170000 | NS      | $153382.42    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE  2.3% 07/15/30                              | E.I. DU PONT DE NEMOURS REGD 2.30000000                                                        | CUSIP: 263534CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      404000 | NS      | $337157.19    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 2.125% 05/18/32/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 484 2.12500000                                             | CUSIP: R34155CB6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     4567000 | NS      | $426697.13    | 0.01%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      399000 | NS      | $340926.79    | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER V/R 04/27/31/GBP/                              | BANK OF AMERICA CORP /GBP/ REGD V/R 3.58400000                                                 | CUSIP: U0662LGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1596916.49   | 0.02%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| TERNA RET 0.125% 07/25/25/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 0.12500000                                          | CUSIP: T9451NAM5<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     3900000 | NS      | $3823992.01   | 0.05%             | 2025-07-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 4.55% 11/30/25                              | DOW CHEMICAL CO/THE REGD 4.55000000                                                            | CUSIP: 260543CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | NS      | $117313.29    | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 11/04/25/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000                                       | CUSIP: B3S09CAL0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5198000 | NS      | $5132780.66   | 0.06%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LL 2.5% 08/01/30                              | TELEDYNE FLIR LLC REGD 2.50000000                                                              | CUSIP: 302445AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1910000 | NS      | $1545470.79   | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON EL 1.25% 10/15/25/EUR/                              | EMERSON ELECTRIC CO /EUR/ REGD EMTN 1.25000000                                                 | CUSIP: 291011BH6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1002208.79   | 0.01%             | 2025-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 1% 11/29/33/EUR/                              | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: F3R505JG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $74342.75     | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIA 0% 04/01/24/EUR/                              | CNH INDUSTRIAL FIN EUR S /EUR/ REGD 0.00000000                                                 | CUSIP: L1798GAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $1024078.09   | 0.01%             | 2024-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                            | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      306000 | NS      | $234727.85    | 0.00%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH 2.907% 01/01/42                               | BANNER HEALTH REGD 2.90700000                                                                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      100000 | NS      | $72930.09     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE 1.125% 11/25/25/EUR/                              | ALBEMARLE NEW HOLDING /EUR/ REGD REG S 1.12500000                                              | CUSIP: D0R02LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $992581.17    | 0.01%             | 2025-11-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 0.25% 07/08/27/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S EMTN 0.25000000                                              | CUSIP: F8586PT94<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2900000 | NS      | $2646079.04   | 0.03%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ISS GLOBA 2.125% 12/02/24/EUR/                              | ISS GLOBAL A/S /EUR/ REGD EMTN 2.12500000                                                      | CUSIP: K5059PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     3500000 | NS      | $3631480.14   | 0.05%             | 2024-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT  2.5% 05/20/24/EUR/                              | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 2.50000000                                           | CUSIP: E04648AT3<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1052620.56   | 0.01%             | 2024-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 1.75% 10/23/31/AUD/                              | AUST CAPITAL TERRITORY /AUD/ REGD 1.75000000                                                   | CUSIP: Q0R77TDY0<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |      370000 | NS      | $198826.26    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 4.125% 05/01/25                              | CDW LLC/CDW FINANCE REGD 4.12500000                                                            | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1915000 | NS      | $1859618.20   | 0.02%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.6% 08/01/31/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.60000000                                         | CUSIP: T6052BZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2294000 | NS      | $1798786.24   | 0.02%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 3.25% 09/01/46/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.25000000                                         | CUSIP: T6247AX43<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1090000 | NS      | $934998.21    | 0.01%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BACM 2015-UBS 3.429% 06/15/25                               | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 SER 2015-UBS7 CL ASB REGD 3.42900000       | CUSIP: 06054AAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365190 | NS      | $352584.52    | 0.00%             | 2048-09-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GENERAL E 4.125% 09/19/35/EUR/                              | GENERAL ELECTRIC CO /EUR/ REGD REG S EMTN 4.12500000                                           | CUSIP: U369638J5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1054373.96   | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                                 | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3900000 | NS      | $3231870.56   | 0.04%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 10/15/50                              | BERKSHIRE HATHAWAY FIN REGD 2.85000000                                                         | CUSIP: 084664CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $10095.74     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.80PCD03 12/03/49 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-112889.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 01/15/33/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                   | CUSIP: N0266ZBB1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1938000 | NS      | $2010957.61   | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.25% 11/01/28                              | CENTERPOINT ENERGY INC REGD 4.25000000                                                         | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        3000 | NS      | $2817.63      | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 4% 07/01/29                                      | CABOT CORP REGD 4.00000000                                                                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |      365000 | NS      | $327326.36    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 1.875% 05/25/32/EUR/                              | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F7706VM53<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $93136.86     | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 0.625% 08/28/26/EUR/                              | RAIFFEISEN LB NIEDEROEST /EUR/ REGD EMTN 0.62500000                                            | CUSIP: A7S13TAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      200000 | NS      | $194064.02    | 0.00%             | 2026-08-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1258 3.5% 03/01/37                                 | FANNIE MAE POOL UMBS P#BM1258 3.50000000                                                       | CUSIP: 3140J5MG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      504834 | NS      | $483253.11    | 0.01%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN 0.25% 01/22/25/EUR/                              | RAIFFEISEN BANK INTL /EUR/ REGD REG S EMTN 0.25000000                                          | CUSIP: A6S36JAQ5<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |     2000000 | NS      | $1946364.94   | 0.02%             | 2025-01-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTR 1% 09/15/32/EUR/                              | JOHNSON CONTROLS/TYCO FI /EUR/ REGD 1.00000000                                                 | CUSIP: 47837RAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $824273.07    | 0.01%             | 2032-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 01/15/30                                    | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                          | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      950000 | NS      | $695882.51    | 0.01%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.05% 04/15/30                                  | EXELON CORP REGD 4.05000000                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9307.29      | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EURO STABIL 0.1% 07/31/23/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD EMTN 0.10000000                                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2111278.47   | 0.03%             | 2023-07-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29                                | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      990000 | NS      | $985668.75    | 0.01%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.75% 01/25/29/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000                                          | CUSIP: Y0R4AWKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    33000000 | NS      | $4961516.75   | 0.06%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OTE PLC 0.875% 09/24/26/EUR/                                | OTE PLC /EUR/ REGD REG S EMTN SER GMTN 0.87500000                                              | CUSIP: G67950CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $96980.63     | 0.00%             | 2026-09-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL ZCP 11/01/24                                     | AID-ISRAEL REGD ZCP SER 2 0.00000000                                                           | CUSIP: 465139VE0<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       24000 | NS      | $21989.30     | 0.00%             | 2024-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECT 2% 10/15/29/EUR/                              | EMERSON ELECTRIC CO /EUR/ REGD EMTN 2.00000000                                                 | CUSIP: 291011BJ2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1435026.21   | 0.02%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN 1% 12/17/27/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.00000000                                              | CUSIP: D1T0VZAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $287512.16    | 0.00%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 06/15/25/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR81 6.50000000                                            | CUSIP: Y6S86ZMM8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 16400000000 | NS      | $1062403.57   | 0.01%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY C 5.875% 06/15/28                              | DEVON ENERGY CORPORATION REGD SER WI 5.87500000                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1750000 | NS      | $1771402.12   | 0.02%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.74% 08/04/26/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER 1617 2.74000000                                           | CUSIP: Y6S39BJH4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3400000 | NS      | $493330.13    | 0.01%             | 2026-08-04      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3083 3.5% 12/01/42                                 | FANNIE MAE POOL UMBS P#AL3083 3.50000000                                                       | CUSIP: 3138EKM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154318 | NS      | $144319.94    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8092 1.5% 03/01/36                                 | FREDDIE MAC POOL UMBS P#SB8092 1.50000000                                                      | CUSIP: 3132D57D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      596415 | NS      | $517341.75    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50                                   | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                       | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8251462 | NS      | $6759018.60   | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/07/28/EUR/                              | BARCLAYS PLC /EUR/ REGD V/R EMTN 2.00000000                                                    | CUSIP: G0R9ZBMU3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2700000 | NS      | $2867151.03   | 0.04%             | 2028-02-07      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANA 6% 11/01/27                              | ROYAL BANK OF CANADA REGD 6.00000000                                                           | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       30000 | NS      | $31236.25     | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 0.375% 11/15/26/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 0.37500000                             | CUSIP: E11805J79<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $938394.99    | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.875% 12/10/24/EUR/                              | LAND HESSEN /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: D3R1TJAM8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      600000 | NS      | $615628.63    | 0.01%             | 2024-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 2.375% 03/15/30/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.37500000                                       | CUSIP: F23069NH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $100656.12    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.15% 04/01/45                              | BURLINGTN NORTH SANTA FE REGD 4.15000000                                                       | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $42927.05     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKRE 1% 10/01/24/DKK/                              | JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE. 1.00000000                                      | CUSIP: K5S69JAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      100000 | NS      | $13817.30     | 0.00%             | 2024-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.375% 11/01/23                              | GLP CAPITAL LP / FIN II REGD SER WI 5.37500000                                                 | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $29895.75     | 0.00%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MET LIFE G 1.75% 05/25/25/EUR/                              | MET LIFE GLOB FUNDING I /EUR/ REGD REG S EMTN 1.75000000                                       | CUSIP: U5922DDJ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1028454.09   | 0.01%             | 2025-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | NZD/USD FWD 20230119 000011553 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86594.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SAN 0.75% 12/04/24/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: T5R13HR57<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $507596.68    | 0.01%             | 2024-12-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 10/02/26/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 485 0.00000000                                     | CUSIP: H6218UED8<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      300000 | NS      | $303013.46    | 0.00%             | 2026-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RC R/P WELLS   4.460% 01/12/23                              | RC R/P WELLS   4.460% 01/12/23 4.46000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -11390865 | PA      | $-11390864.81 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST DO 3.142% 07/01/43                              | NEW YORK ST DORM AUTH REVENUES REGD N/C B/E 3.14200000                                         | CUSIP: 64990GWW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      150000 | NS      | $113870.24    | 0.00%             | 2043-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7001 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#RA7001 2.50000000                                                      | CUSIP: 3133KNX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      662560 | NS      | $565095.68    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 5.2% 03/31/25/CAD/                              | NEDER WATERSCHAPSBANK /CAD/ REGD MTN 5.20000000                                                | CUSIP: 639832AA2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |     1000000 | NS      | $755085.67    | 0.01%             | 2025-03-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RWE AG 2.125% 05/24/26/EUR/                                 | RWE AG /EUR/ REGD REG S EMTN 2.12500000                                                        | CUSIP: B7S9HEMB8<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2028652.57   | 0.03%             | 2026-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 23                                     | FNMA TBA 30YR 3% JAN 23        TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -98700000 | NS      | $-86737046.76 | -1.10%            | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.55% 03/22/51                              | VERIZON COMMUNICATIONS REGD 3.55000000                                                         | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | NS      | $71474.52     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 5.5% 01/15/28/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 5.50000000                                                   | CUSIP: N4580ZCG0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      666000 | NS      | $805727.57    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASUR 2% 06/10/31/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 3106 2.00000000                                             | CUSIP: Y7277FN71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  3015550000 | NS      | $2076112.14   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230112 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17384.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP C 3.95% 03/15/25                              | CAMPBELL SOUP CO REGD 3.95000000                                                               | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      310000 | NS      | $302755.65    | 0.00%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M12 A2 V/R 06/25/27                                | FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.06200000                                              | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96773 | NS      | $90890.44     | 0.00%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 7.75% 10/19/32                              | BAT CAPITAL CORP REGD 7.75000000                                                               | CUSIP: 05526DBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $21608.13     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 4.125% 02/01/29                              | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000                                              | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2100000 | NS      | $1900757.90   | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000004842 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-217024.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 07/22/27/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 2.20000000                                             | CUSIP: T9T20LN46<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $969033.41    | 0.01%             | 2027-07-22      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| KUTXABANK  1.25% 09/22/25/EUR/                              | KUTXABANK SA /EUR/ REGD REG S 1.25000000                                                       | CUSIP: E7098WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      100000 | NS      | $100971.76    | 0.00%             | 2025-09-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9966 3.5% 08/01/43                                 | FANNIE MAE POOL UMBS P#FM9966 3.50000000                                                       | CUSIP: 3140XECC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18946174 | NS      | $17721130.47  | 0.22%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2309 3.5% 03/01/49                                 | FANNIE MAE POOL UMBS P#FM2309 3.50000000                                                       | CUSIP: 3140X5R70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      359582 | NS      | $333677.13    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/28/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      735000 | NS      | $682601.52    | 0.01%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 5.875% 07/18/31/GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.87500000                                            | CUSIP: F2940HCA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      465000 | NS      | $560072.73    | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER C 3.125% 08/01/50                              | NEVADA POWER CO REGD SER EE 3.12500000                                                         | CUSIP: 641423CE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $20436.40     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA 2.613% 12/01/48                              | DALLAS TX AREA RAPID TRANSIT S REGD B/E 2.61300000                                             | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |      130000 | NS      | $85585.14     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 23                                   | FNMA 30YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                      | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -23000000 | NS      | $-20922064.54 | -0.26%            | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMPLOYMENT 0.01% 06/16/27/EUR/                              | EMPLOYMENT FUND /EUR/ REGD 0.01000000                                                          | CUSIP: X9287FAA3<br>LEI: 7437002N0BQXM1JQUP81 | Long             | DBT              | USGA              | FI        |      200000 | NS      | $185928.60    | 0.00%             | 2027-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 06/18/31/EUR/                              | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 1.25000000                                              | CUSIP: E2R193ZN7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | NS      | $456634.69    | 0.01%             | 2031-06-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANC 3.1% 11/15/26                              | PRINCIPAL FINANCIAL GRP REGD 3.10000000                                                        | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1309364.00   | 0.02%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/39                                 | MORGAN STANLEY REGD V/R 4.45700000                                                             | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8823.91      | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 09/01/28/EUR/                               | BNP PARIBAS /EUR/ REGD V/R 0.50000000                                                          | CUSIP: F1233M3D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3900000 | NS      | $3471500.75   | 0.04%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/26/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                                | CUSIP: G4527HHG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2950000 | NS      | $3314257.70   | 0.04%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE  4.5% 07/01/29                              | PENTAIR FINANCE SARL REGD 4.50000000                                                           | CUSIP: 709629AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1856276.56   | 0.02%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                                | GINNIE MAE II POOL P#MA5466 4.00000000                                                         | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1848704 | NS      | $1766526.00   | 0.02%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FI 1.7% 08/14/38/EUR/                              | NOVARTIS FINANCE SA /EUR/ REGD REG S 1.70000000                                                | CUSIP: L7000UAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $845901.69    | 0.01%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALT 4.26% 11/01/47                              | NORTHWELL HEALTHCARE INC REGD 4.26000000                                                       | CUSIP: 667274AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $19996.23     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 12/20/31/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 133 1.80000000                                            | CUSIP: J2S39KBN5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   818050000 | NS      | $6933977.30   | 0.09%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIE AUTON 0.4% 12/19/36/EUR/                              | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.40000000                                      | CUSIP: F7706VTR8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      682007 | NS      | $621351.41    | 0.01%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 2.25% 07/23/41/AUD/                              | WESTERN AUST TREAS CORP /AUD/ REGD 2.25000000                                                  | CUSIP: Q96417FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      290000 | NS      | $129417.63    | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 1.875% 06/14/31/EUR/                              | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.87500000                                               | CUSIP: G3194BAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      224000 | NS      | $205329.09    | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROCAJA  0.125% 09/22/31/EUR/                              | EUROCAJA RURAL SCC /EUR/ REGD REG S 0.12500000                                                 | CUSIP: E4605EAA3<br>LEI: 95980020140005552166 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $80476.86     | 0.00%             | 2031-09-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7248 4% 03/01/35                                   | FANNIE MAE POOL UMBS P#FM7248 4.00000000                                                       | CUSIP: 3140XBBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1437455 | NS      | $1403833.01   | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AK6740 4% 03/01/42                                   | FANNIE MAE POOL UMBS P#AK6740 4.00000000                                                       | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      610929 | NS      | $590497.83    | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3353 4% 04/01/33                                   | FANNIE MAE POOL UMBS P#MA3353 4.00000000                                                       | CUSIP: 31418CWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      599313 | NS      | $589630.14    | 0.01%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY B 2% 01/20/30/EUR/                              | NE PROPERTY BV /EUR/ REGD REG S EMTN 2.00000000                                                | CUSIP: N6S06NAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $368238.00    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY O 4.3% 09/15/26/EUR/                              | COMMUNITY OF MADRID SPAI /EUR/ REGD 4.30000000                                                 | CUSIP: E3124CAY9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |      500000 | NS      | $553592.84    | 0.01%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.00PMUTK 07/08/31 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-47301.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON &  1.65% 05/20/35/EUR/                              | JOHNSON & JOHNSON /EUR/ REGD 1.65000000                                                        | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $892776.69    | 0.01%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPIT 1.125% 11/16/23/EUR/                              | BAT CAPITAL CORP /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: U05526AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $104736.47    | 0.00%             | 2023-11-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.05% 11/29/29/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 130 0.05000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     4980000 | NS      | $155819.89    | 0.00%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 23                                    | G2SF 30 YR TBA 4% JAN 23       TO BE ANNOUNCED 4.00000000                                      | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4860000 | NS      | $4603906.24   | 0.06%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW 0.5% 09/28/26/EUR/                                      | KFW /EUR/ REGD REG S EMTN 0.50000000                                                           | CUSIP: D4S475HR5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      520000 | NS      | $509838.88    | 0.01%             | 2026-09-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.125% 09/25/23/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD EMTN 0.12500000                                               | CUSIP: N6S7793T5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      400000 | NS      | $419716.59    | 0.01%             | 2023-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 3.75% 02/01/26                                     | FLEX LTD REGD 3.75000000                                                                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      220000 | NS      | $207980.01    | 0.00%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                                | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      700000 | NS      | $510589.84    | 0.01%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 5.5% 06/07/32/GBP/                                 | EUROFIMA /GBP/ REGD EMTN 5.50000000                                                            | CUSIP: H23429FY6<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |      300000 | NS      | $392045.06    | 0.00%             | 2032-06-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 02/20/30/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.62500000                                             | CUSIP: D4S43SY33<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      140000 | NS      | $126856.03    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                              | BANK OF AMERICA CORP REGD V/R 2.29900000                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $772916.22    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                                | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2730000 | NS      | $1746560.15   | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 02/15/28                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 9128283W8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2660000 | NS      | $2505595.30   | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL SAL USD                                     | CASH COLLATERAL SAL USD 4.23000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      794000 | NS      | $794000.00    | 0.01%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| LVMH MOET  0.75% 04/07/25/EUR/                              | LVMH MOET HENNESSY VUITT /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: F58485BN6<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $306011.46    | 0.00%             | 2025-04-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0500 3% 08/01/50                                   | FREDDIE MAC POOL UMBS P#SD0500 3.00000000                                                      | CUSIP: 3132DMRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2593239 | NS      | $2325590.58   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.95% 09/15/52                              | ONCOR ELECTRIC DELIVERY REGD 144A P/P 4.95000000                                               | CUSIP: 68233JCL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $145789.15    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD' 2.375% 11/27/24/EUR/                              | MCDONALD'S CORP /EUR/ REGD EMTN SER GMTN 2.37500000                                            | CUSIP: U58013CA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1578380.74   | 0.02%             | 2024-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF P 2% 03/08/49/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD EMTN 2.00000000                                                  | CUSIP: X66227BB8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |       53000 | NS      | $40246.99     | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 3.094% 09/15/27                              | PUBLIC STORAGE REGD 3.09400000                                                                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      110000 | NS      | $102478.66    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BULGARIA 3% 03/21/28/EUR/                                   | BULGARIA /EUR/ REGD REG S EMTN SER 12YR 3.00000000                                             | CUSIP: X0R483AR3<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      800000 | NS      | $813312.48    | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 1.375% 11/21/33/EUR/                              | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.37500000                                             | CUSIP: B2758CBG5<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      500000 | NS      | $435445.14    | 0.01%             | 2033-11-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.25% 10/02/43                              | GENERAL MOTORS CO REGD SER WI 6.25000000                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      295000 | NS      | $273819.50    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                                 | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                       | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1393352 | NS      | $1078572.98   | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.75% 06/08/26/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: F07334ZY8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $967551.90    | 0.01%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4.0% FEB 23                                   | FNCL 30YR TBA 4.0% FEB 23     TO BE ANNOUNCED 4.00000000                                       | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    81450000 | NS      | $76477187.54  | 0.97%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS 2.95% 02/15/51                              | ELECTRONIC ARTS INC REGD 2.95000000                                                            | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      275000 | NS      | $178796.73    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/30/27                                    | BNP PARIBAS REGD V/R 144A P/P 1.67500000                                                       | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1250000 | NS      | $1089160.05   | 0.01%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| APPALACHIAN POWE 4.5% 08/01/32                              | APPALACHIAN POWER CO REGD SER BB 4.50000000                                                    | CUSIP: 037735DA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $140342.92    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76804.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN 0.25% 11/21/25/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 161 0.25000000                                      | CUSIP: Q2R04NCL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2100000 | NS      | $1303263.26   | 0.02%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7281 3% 09/01/30                                   | FANNIE MAE POOL UMBS P#AL7281 3.00000000                                                       | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      549672 | NS      | $526386.88    | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO IN 3.55% 07/22/34/GBP/                              | PEPSICO INC /GBP/ REGD 3.55000000                                                              | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1510735.29   | 0.02%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / 3.875% 01/15/27                              | BROADCOM CRP /  CAYMN FI REGD SER WI 3.87500000                                                | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       90000 | NS      | $85150.55     | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 2.256% 08/01/40                              | NY & PRESBYTERIAN HOSPIT REGD 2.25600000                                                       | CUSIP: 649322AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1090000 | NS      | $722711.87    | 0.01%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MERCIALYS S 2.5% 02/28/29/EUR/                              | MERCIALYS SA /EUR/ REGD REG S 2.50000000                                                       | CUSIP: F61573QC2<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1628090.19   | 0.02%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.289% 02/15/30                               | BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000                           | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $416800.65    | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.044% 01/01/32                              | PIEDMONT HEALTHCARE INC REGD SER 2032 2.04400000                                               | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | NS      | $363204.67    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 2.95% 03/01/31                              | NATIONAL FUEL GAS CO REGD 2.95000000                                                           | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      285000 | NS      | $224047.20    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 08/15/49                              | UNITEDHEALTH GROUP INC REGD 3.70000000                                                         | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1100000 | NS      | $868397.00    | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 3.4% 04/01/32                              | DUKE ENERGY PROGRESS LLC REGD 3.40000000                                                       | CUSIP: 26442UAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | NS      | $257294.94    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KFW 6% 12/07/28/GBP/                                        | KFW /GBP/ REGD EMTN SER EXCH 6.00000000                                                        | CUSIP: D4S475VC2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2500000 | NS      | $3298885.90   | 0.04%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 5.5% JAN 23                                  | G2SF 30 YR TBA 5.5% JAN 23     TO BE ANNOUNCED 5.50000000                                      | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170000 | NS      | $171074.72    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 11/21/33/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 166 3.00000000                                      | CUSIP: Q2R04NDN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     4070000 | NS      | $2508362.94   | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R01.14PTHOR 11/19/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |           1 | NC      | $-87000.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                                 | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1093000 | NS      | $778172.64    | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| APPLIED MATERIAL 3.3% 04/01/27                              | APPLIED MATERIALS INC REGD 3.30000000                                                          | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       55000 | NS      | $52186.26     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 05/23/26/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S EMTN 2.12500000                                              | CUSIP: N4578ELG1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $3056228.89   | 0.04%             | 2026-05-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                     | CUSIP: D2R8H4FQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1140000 | NS      | $1015581.07   | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/29/DKK/                              | KINGDOM OF DENMARK /DKK/ REGD SER 10YR 0.50000000                                              | CUSIP: K30904BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     8494000 | NS      | $1056076.44   | 0.01%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVE 0.35% 07/16/25/EUR/                              | ASIAN DEVELOPMENT BANK /EUR/ REGD EMTN 0.35000000                                              | CUSIP: Y0338UCE7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      800000 | NS      | $797576.01    | 0.01%             | 2025-07-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 10/31/31/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                                 | CUSIP: E8922ALB4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1458000 | NS      | $1214736.53   | 0.02%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | CNY/USD FWD 20230104 000000010 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20117002.30 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 06/04/37/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 1.12500000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $4047478.42   | 0.05%             | 2037-06-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP 1.625% 10/22/71/GBP/                              | CPPIB CAPITAL INC /GBP/ REGD REG S EMTN 1.62500000                                             | CUSIP: C2R89MZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2000000 | NS      | $1038512.18   | 0.01%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/38/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.25000000                                                   | CUSIP: F26348BA3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      930000 | NS      | $753497.98    | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.75% 07/15/49/EUR/                              | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.75000000                                             | CUSIP: C28009AC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      600000 | NS      | $368160.72    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO 0.5% 05/20/29/EUR/                               | KELLOGG CO /EUR/ REGD 0.50000000                                                               | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1320924.57   | 0.02%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 2.25% 11/20/41/AUD/                              | QUEENSLAND TREASURY CORP /AUD/ REGD 2.25000000                                                 | CUSIP: Q7943QH51<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      450000 | NS      | $197239.58    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/39/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 32Y 5.00000000                                         | CUSIP: T602598V2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1341000 | NS      | $1470384.14   | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESCO COR 1.375% 10/24/23/EUR/                              | TESCO CORP TREASURY SERV /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: G8762ZAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $105522.82    | 0.00%             | 2023-10-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MO 0.05% 06/08/29/EUR/                              | BANK OF MONTREAL /EUR/ REGD REG S EMTN 0.05000000                                              | CUSIP: C06156M72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $86604.97     | 0.00%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIG 2.05% 07/01/31                              | CONNECTICUT LIGHT & PWR REGD SER A 2.05000000                                                  | CUSIP: 207597EN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | NS      | $728931.66    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.80000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      300000 | NS      | $276734.26    | 0.00%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H14 HF V/R 09/20/71                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H14 CL HF V/R 5.32571000                     | CUSIP: 38382YER0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7807998 | NS      | $7978881.39   | 0.10%             | 2071-09-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 3% 02/21/24                              | INTER-AMERICAN DEVEL BK REGD 3.00000000                                                        | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $97981.95     | 0.00%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.01% 03/10/31/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S EMTN 0.01000000                                             | CUSIP: D8509TTF8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      125000 | NS      | $103326.52    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2402 3% 12/01/31                                   | FANNIE MAE POOL UMBS P#BD2402 3.00000000                                                       | CUSIP: 3140F9U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      253263 | NS      | $241988.86    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1351 4.5% 07/01/52                                 | FREDDIE MAC POOL UMBS P#SD1351 4.50000000                                                      | CUSIP: 3132DNQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      239274 | NS      | $230779.83    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/27                                | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $933750.00    | 0.01%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 2.4% 09/17/25/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 89 2.40000000                                              | CUSIP: X73311KC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |    16910000 | NS      | $692819.96    | 0.01%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.05% 03/15/51                               | PECO ENERGY CO REGD 3.05000000                                                                 | CUSIP: 693304BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | NS      | $300282.78    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TELEFONAK 1.875% 03/01/24/EUR/                              | TELEFONAKTIEBOLAGET LM E /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: W6276VAX8<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |     1900000 | NS      | $1978778.17   | 0.03%             | 2024-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/24/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13HH 1.00000000                                    | CUSIP: K74181V60<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      700000 | NS      | $97383.67     | 0.00%             | 2024-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/16/25                              | MIZUHO FINANCIAL GROUP REGD V/R 2.83900000                                                     | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      400000 | NS      | $381191.22    | 0.00%             | 2025-07-16      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230104 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10154.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1600000 | NS      | $1462250.00   | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 02/20/28/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                      | CUSIP: A0654ULC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      740000 | NS      | $712127.55    | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| EVEREST REINSURA 3.5% 10/15/50                              | EVEREST REINSURANCE HLDG REGD 3.50000000                                                       | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | NS      | $508136.38    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGION WA 0.375% 10/22/31/EUR/                              | REGION WALLONNE /EUR/ REGD REG S EMTN 0.37500000                                               | CUSIP: B70023PS7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $82465.54     | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.25% 03/15/28/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.25000000                                    | CUSIP: T6052BYV4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1590000 | NS      | $1406171.14   | 0.02%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITO 4.3% 09/25/42/GBP/                              | BHP BILLITON FINANCE LTD /GBP/ REGD EMTN SER 12 4.30000000                                     | CUSIP: Q14900AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1052227.27   | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0514 2% 10/01/50                                   | FREDDIE MAC POOL UMBS P#SD0514 2.00000000                                                      | CUSIP: 3132DMSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      762979 | NS      | $627332.33    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 0.125% 09/15/31/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: F1R890CY0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $245679.83    | 0.00%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN15 A V/R 10/15/28                               | BANK 2018-BNK15 SER 2018-BN15 CL A4 V/R REGD 4.40700000                                        | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235000 | NS      | $1186537.74   | 0.02%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| NATL GRID  0.19% 01/20/25/EUR/                              | NATL GRID ELECT TRANS /EUR/ REGD REG S 0.19000000                                              | CUSIP: G6374WDD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $999046.68    | 0.01%             | 2025-01-20      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 2.25% 06/01/32/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1056 2.25000000                                              | CUSIP: W7S73NAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     5000000 | NS      | $474712.14    | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1159 3.5% 02/01/44                                 | FREDDIE MAC POOL UMBS P#ZT1159 3.50000000                                                      | CUSIP: 3132ADJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87297 | NS      | $81645.91     | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 12/20/24/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 142 0.10000000                                             | CUSIP: J2S39K7G5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1966150000 | NS      | $14997811.38  | 0.19%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6764 2% 07/20/50                                | GINNIE MAE II POOL P#MA6764 2.00000000                                                         | CUSIP: 36179VQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161358 | NS      | $136532.00    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADE 1.125% 01/21/26/EUR/                              | HEIMSTADEN BOSTAD AB /EUR/ REGD REG S EMTN 1.12500000                                          | CUSIP: W4R92LAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1200000 | NS      | $1071563.25   | 0.01%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0% 01/20/31/EUR/                                | BNG BANK NV /EUR/ REGD REG S EMTN 0.00000000                                                   | CUSIP: N14287L74<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      200000 | NS      | $166564.16    | 0.00%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONT 3.375% 10/08/28/GBP/                              | INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 3.37500000                                       | CUSIP: G4803DAD7<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      450000 | NS      | $469623.01    | 0.01%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.3% 02/15/53                              | ENTERPRISE PRODUCTS OPER REGD 3.30000000                                                       | CUSIP: 29379VCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $36861.65     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.15% 06/22/66/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 80 2.15000000                                                   | CUSIP: B1124GGV7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      411000 | NS      | $341423.51    | 0.00%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| FNCI 15YR TBA 2.5% JAN 23                                   | FNCI 15YR TBA 2.5% JAN 23      TO BE ANNOUNCED 2.50000000                                      | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15200000 | NS      | $13922843.71  | 0.18%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST 2.9% 09/01/49                              | MASSACHUSETTS ST REGD N/C B/E 2.90000000                                                       | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       15000 | NS      | $10380.40     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 06/01/32/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                      | CUSIP: 135087N59<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      600000 | NS      | $396770.16    | 0.01%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 4.15% 05/15/48                              | SAN DIEGO G & E REGD 4.15000000                                                                | CUSIP: 797440BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      820000 | NS      | $688667.20    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 06/07/25/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                                | CUSIP: G4527HGD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     3618000 | NS      | $4082673.78   | 0.05%             | 2025-06-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 11/15/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.50000000                                    | CUSIP: T6052BRE0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      545000 | NS      | $568308.85    | 0.01%             | 2025-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 0.875% 04/28/26/EUR/                              | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: N30940AD7<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $98535.99     | 0.00%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 05/05/28/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 0.87500000                         | CUSIP: N22616DA6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | NS      | $650128.16    | 0.01%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.1% 01/26/27/EUR/                              | REPUBLIC OF CHILE /EUR/ REGD 0.10000000                                                        | CUSIP: P79082AD8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     5000000 | NS      | $4569162.21   | 0.06%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SIGNIFY NV 2% 05/11/24/EUR/                                 | SIGNIFY NV /EUR/ REGD REG S 2.00000000                                                         | CUSIP: N8063KAB3<br>LEI: 549300072P3J1X8NZO35 | Long             | DBT              | CORP              | NL        |      550000 | NS      | $574178.34    | 0.01%             | 2024-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52                                | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      640000 | NS      | $517600.00    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 5% 11/24/25                                  | MORGAN STANLEY REGD MTN 5.00000000                                                             | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      140000 | NS      | $139705.36    | 0.00%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA 0.875% 12/15/29/EUR/                              | CHUBB INA HOLDINGS INC /EUR/ REGD 0.87500000                                                   | CUSIP: 171239AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $856267.92    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VERBUND AG 0.9% 04/01/41/EUR/                               | VERBUND AG /EUR/ REGD REG S 0.90000000                                                         | CUSIP: A91460AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $67157.89     | 0.00%             | 2041-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1511 5% 08/01/52                                   | FREDDIE MAC POOL UMBS P#SD1511 5.00000000                                                      | CUSIP: 3132DNVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      273501 | NS      | $270155.54    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6339 3.5% 12/20/49                              | GINNIE MAE II POOL P#MA6339 3.50000000                                                         | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      445735 | NS      | $413216.74    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5397 3.5% 08/20/48                              | GINNIE MAE II POOL P#MA5397 3.50000000                                                         | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188487 | NS      | $175781.61    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 5.44% 06/15/43                              | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 5.44000000                                          | CUSIP: 64972FT63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       30000 | NS      | $31177.18     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1025 4.5% 01/01/48                                 | FANNIE MAE POOL UMBS P#CA1025 4.50000000                                                       | CUSIP: 3140Q8D77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      608637 | NS      | $597784.12    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 1.5% 09/15/32/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 1.50000000                                                       | CUSIP: X27717MG3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      330000 | NS      | $307074.23    | 0.00%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN EXP  1.96% 09/19/31/JPY/                              | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 75 1.96000000                                          | CUSIP: J2739VNU5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $840430.79    | 0.01%             | 2031-09-19      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FERROVIAL 1.382% 05/14/26/EUR/                              | FERROVIAL EMISIONES SA /EUR/ REGD REG S 1.38200000                                             | CUSIP: E5092DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $976678.56    | 0.01%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALT 3.387% 10/15/49                              | ADVOCATE HEALTH CORP REGD 3.38700000                                                           | CUSIP: 007589AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | NS      | $25298.56     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN  2.5% 04/06/23/EUR/                              | VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 2.50000000                                        | CUSIP: D9452WMJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      915000 | NS      | $978611.56    | 0.01%             | 2023-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| F/C 3 MONTH SOFR FUT  SEP23                                 | FUTURE CONTRACT ON           3 MONTH SOFR FUT  SEP23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -212 | NC      | $-50448050.00 | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBL 1.4% 07/30/28/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                                 | CUSIP: E8922AFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1421000 | NS      | $1385936.56   | 0.02%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 05/15/29                              | BRIXMOR OPERATING PART REGD 4.12500000                                                         | CUSIP: 11120VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      875000 | NS      | $784305.80    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/28/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                     | CUSIP: K74181M29<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      200000 | NS      | $25532.00     | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8855 3.5% 07/01/46                                 | FANNIE MAE POOL UMBS P#AL8855 3.50000000                                                       | CUSIP: 3138ETZV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4061613 | NS      | $3778416.65   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                                | BROADCOM INC REGD 144A P/P 3.18700000                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      950000 | NS      | $684533.73    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 4.37500000                            | CUSIP: N93695TS8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $871046.56    | 0.01%             | 2171-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.875% 05/15/26/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S 0.87500000                                           | CUSIP: L32482GN2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2164358.91   | 0.03%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILIT 1% 09/23/25/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: L3333SAV9<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |    15000000 | NS      | $15250829.30  | 0.19%             | 2025-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAYER CAP 2.125% 12/15/29/EUR/                              | BAYER CAPITAL CORP BV /EUR/ REGD REG S 2.12500000                                              | CUSIP: N10680AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      600000 | NS      | $570442.37    | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/40/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.50000000                                                         | CUSIP: F43750LA8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     5014000 | NS      | $3404105.15   | 0.04%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BALDER FINLAN 1% 01/20/29/EUR/                              | BALDER FINLAND OYJ /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: X02862AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $710082.99    | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC V/R 12/04/45/EUR/                                 | AVIVA PLC /EUR/ REGD V/R EMTN 3.37500000                                                       | CUSIP: G0683QZB8<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1005666.35   | 0.01%             | 2045-12-04      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER 0.125% 02/25/25/EUR/                              | SANTANDER CONSUMER BANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: R7T6AJEW5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     5200000 | NS      | $5118327.46   | 0.06%             | 2025-02-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENE 0.375% 06/03/29/EUR/                              | ASTRAZENECA PLC /EUR/ REGD REG S EMTN 0.37500000                                               | CUSIP: G0593ME45<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1326573.33   | 0.02%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 0.25% 10/25/26/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 1026 0.25000000                                          | CUSIP: X8T0243S2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     6040000 | NS      | $1075864.01   | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF A 7% 07/31/28  /GBP/                                | BANK OF AMERICA CORP /GBP/____  REGD EMTN 7.00000000                                           | CUSIP: U06643AY3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      650000 | NS      | $842613.21    | 0.01%             | 2028-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS  4.794% 08/15/46                              | UNIV OF TEXAS TX REGD N/C B/E 4.79400000                                                       | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |      110000 | NS      | $108713.25    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 06/17/27/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.00000000                                        | CUSIP: L32482GZ5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1500000 | NS      | $1407894.35   | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 06/25/39/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 1.75000000                                                         | CUSIP: F43750HD7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1597000 | NS      | $1394210.26   | 0.02%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL  2.347% 08/30/29/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 2.34700000                                            | CUSIP: Q6534AQA2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $99702.16     | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 1.75% 11/15/26                              | KINDER MORGAN INC REGD 1.75000000                                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      390000 | NS      | $344658.99    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8632 3.5% 01/01/51                                 | FANNIE MAE POOL UMBS P#CA8632 3.50000000                                                       | CUSIP: 3140QGSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821366 | NS      | $752640.41    | 0.01%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT S 1.8% 01/20/30/EUR/                              | UNICREDIT SPA /EUR/ REGD 1.80000000                                                            | CUSIP: T9T20LJ33<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $861437.61    | 0.01%             | 2030-01-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  1% 11/25/25/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.00000000                                                   | CUSIP: F43750DN9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      470000 | NS      | $479006.41    | 0.01%             | 2025-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7589 3.5% 10/01/45                                 | FANNIE MAE POOL UMBS P#AL7589 3.50000000                                                       | CUSIP: 3138EQNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22087 | NS      | $20576.41     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.95% 10/01/46                              | SOUTHERN CO GAS CAPITAL REGD 3.95000000                                                        | CUSIP: 8426EPAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $15091.11     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.25% 11/25/26/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.25000000                                                   | CUSIP: F43750GD8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3576000 | NS      | $3476598.85   | 0.04%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 03/25/25/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750KR2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3340000 | NS      | $3360441.52   | 0.04%             | 2025-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMITH & N 4.565% 10/11/29/EUR/                              | SMITH & NEPHEW PLC /EUR/ REGD 4.56500000                                                       | CUSIP: 83192PAB4<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1605620.38   | 0.02%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIDELITY N 3.36% 05/21/31/GBP/                              | FIDELITY NATL INFO SERV /GBP/ REGD 3.36000000                                                  | CUSIP: 31620MBH8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      100000 | NS      | $103753.54    | 0.00%             | 2031-05-21      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7988 3% 04/20/52                                | GINNIE MAE II POOL P#MA7988 3.00000000                                                         | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3716228 | NS      | $3317445.26   | 0.04%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 4.05% 04/15/32                              | KEURIG DR PEPPER INC REGD 4.05000000                                                           | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      235000 | NS      | $215020.80    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CAD/USD FWD 20230119 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1003.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW 0% 06/15/29/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S475M32<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      254000 | NS      | $224332.85    | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 2.875% 06/15/52                              | BURLINGTN NORTH SANTA FE REGD 2.87500000                                                       | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | NS      | $255395.38    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 4.2% 03/01/48                              | MARSH & MCLENNAN COS INC REGD 4.20000000                                                       | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      850000 | NS      | $705074.97    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MUNICH RE V/R 05/26/49/EUR/                                 | MUNICH RE /EUR/ REGD V/R REG S 3.25000000                                                      | CUSIP: D5557XAA7<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $1913343.70   | 0.02%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 03/25/25/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.00000000                                   | CUSIP: L32482HB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    15200000 | NS      | $15233671.28  | 0.19%             | 2025-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRAN 0.5% 10/01/46/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: F14221DW6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $59946.70     | 0.00%             | 2046-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4782 3.5% 10/01/52                                 | FANNIE MAE POOL UMBS P#MA4782 3.50000000                                                       | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15998414 | NS      | $14560567.68  | 0.18%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1463 4% 05/01/51                                   | FANNIE MAE POOL UMBS P#FS1463 4.00000000                                                       | CUSIP: 3140XGTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260581 | NS      | $248782.31    | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANC 0.5% 09/06/29/EUR/                              | CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.50000000                                           | CUSIP: G198A4AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2400000 | NS      | $2079572.59   | 0.03%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 3.75% 06/22/45/EUR/                              | BELGIUM KINGDOM /EUR/ REGD REG S SER 71 3.75000000                                             | CUSIP: B11204TJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      563000 | NS      | $639000.32    | 0.01%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/11/28/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                            | CUSIP: F2276HBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $93793.68     | 0.00%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE  0.625% 09/11/24/EUR/                              | GLENCORE FINANCE EUROPE /EUR/ REGD MTN 0.62500000                                              | CUSIP: G3R312AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      500000 | NS      | $505787.62    | 0.01%             | 2024-09-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.125% 09/10/25/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 2509 1.12500000                                             | CUSIP: Y7277FH37<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  3647620000 | NS      | $2690740.49   | 0.03%             | 2025-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 2.25% 06/12/68/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 235 2.25000000                                   | CUSIP: X7T24WAC3<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       49000 | NS      | $36253.39     | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA F 0.625% 07/09/26/EUR/                              | VONOVIA FINANCE BV /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: N9391TCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | NS      | $276889.01    | 0.00%             | 2026-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 04/15/27/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0427 4.50000000                                          | CUSIP: Q67383GW5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      730000 | NS      | $462128.24    | 0.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8789 2% 02/01/36                                   | FANNIE MAE POOL UMBS P#CA8789 2.00000000                                                       | CUSIP: 3140QGXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      462750 | NS      | $413269.97    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.75% 12/22/26/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000                                         | CUSIP: X3R52SBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    80210000 | NS      | $161602.94    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS 3% 06/30/25/EUR/                              | HSBC HOLDINGS PLC /EUR/ REGD REG S EMTN 3.00000000                                             | CUSIP: G4R75PGP9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $5210864.86   | 0.07%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.15000000                                         | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      233000 | NS      | $139553.59    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/43/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 2.50000000                                                         | CUSIP: F26348BH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      140000 | NS      | $131477.80    | 0.00%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FACTSET RESEARCH 2.9% 03/01/27                              | FACTSET RESEARCH SYSTEMS REGD 2.90000000                                                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     1335000 | NS      | $1213479.29   | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                                | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1385390.63   | 0.02%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3266 3% 04/01/48                                   | FANNIE MAE POOL UMBS P#FM3266 3.00000000                                                       | CUSIP: 3140X6TY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6423897 | NS      | $5854662.56   | 0.07%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 4.179% 09/01/17                              | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000                                             | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       40000 | NS      | $30506.78     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H03 FA V/R 12/20/64                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 4.34157000                     | CUSIP: 38375UTM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       68982 | NS      | $68520.05     | 0.00%             | 2064-12-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.75% 07/30/32/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.75000000                                                 | CUSIP: E89228TP0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1706000 | NS      | $2170314.47   | 0.03%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.1% 10/15/26/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.10000000                                   | CUSIP: L32482HF8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $4812379.15   | 0.06%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNS 406 23 V/R 11/25/40                                     | FANNIE MAE INTEREST STRIP SER 406 CL 23 V/R 6.00000000                                         | CUSIP: 3136FG3D7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155173 | NS      | $37164.66     | 0.00%             | 2040-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT' 0.08% 06/19/26/JPY/                              | JAPAN INT'L COOP AGENCY /JPY/ REGD SER 35 0.08000000                                           | CUSIP: J2820FAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   200000000 | NS      | $1514276.76   | 0.02%             | 2026-06-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 01/19/61/EUR/                              | SOCIETE NATIONALE SNCF /EUR/ REGD REG S EMTN 1.00000000                                        | CUSIP: F847BRDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $44524.30     | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.5% 02/12/25                                         | FEDERAL HOME LOAN MORTGAGE CORP 1.50000000                                                     | CUSIP: 3137EAEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107000 | NS      | $100894.39    | 0.00%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 07/24/28                                  | CITIGROUP INC REGD V/R 3.66800000                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      450000 | NS      | $414293.54    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2950 2.5% 04/01/37                                 | FANNIE MAE POOL UMBS P#FS2950 2.50000000                                                       | CUSIP: 3140XJH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99767 | NS      | $91647.36     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/10/26/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 183 0.00000000                                           | CUSIP: D2R8H4FY0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2416000 | NS      | $2386499.23   | 0.03%             | 2026-04-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 10/21/27/EUR/                                  | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                        | CUSIP: F9627MGP8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $196286.27    | 0.00%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.875% 04/17/34/EUR/                              | DZ HYP AG /EUR/ REGD REG S EMTN 0.87500000                                                     | CUSIP: D2R04NAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $83166.26     | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4106 3% 07/01/52                                   | FANNIE MAE POOL UMBS P#CB4106 3.00000000                                                       | CUSIP: 3140QPR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1487062 | NS      | $1309544.24   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| P3 GROUP  0.875% 01/26/26/EUR/                              | P3 GROUP SARL /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: L7S57TAB6<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      490000 | NS      | $436030.82    | 0.01%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6503 2% 12/01/51                                   | FREDDIE MAC POOL UMBS P#RA6503 2.00000000                                                      | CUSIP: 3133KNGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1862834 | NS      | $1520930.53   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 03/20/36/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 22 2.50000000                                             | CUSIP: J2615Q5X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   132250000 | NS      | $1209829.53   | 0.02%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPER 1.75% 01/14/30/EUR/                              | CPI PROPERTY GROUP SA /EUR/ REGD REG S EMTN 1.75000000                                         | CUSIP: L36807BE1<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $649360.65    | 0.01%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.7% 02/10/45                                | MERCK & CO INC REGD 3.70000000                                                                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       60000 | NS      | $49661.46     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 03/31/26                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 9128286L9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      400000 | NS      | $377375.00    | 0.00%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| METROPOLI 4.799% 12/07/27/EUR/                              | METROPOLITANO DE LISBOA /EUR/ REGD 4.79900000                                                  | CUSIP: X5331DAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      700000 | NS      | $797023.87    | 0.01%             | 2027-12-07      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0406 3% 02/01/47                                   | FANNIE MAE POOL UMBS P#FS0406 3.00000000                                                       | CUSIP: 3140XFNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      627683 | NS      | $570378.48    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 0.625% 11/03/28/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.62500000                                        | CUSIP: F073352G0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $873609.21    | 0.01%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/29/24                                  | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 91282CEA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      750000 | NS      | $723193.36    | 0.01%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE 2.7% 02/02/26                              | PROCTER & GAMBLE CO/THE REGD 2.70000000                                                        | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       70000 | NS      | $66425.32     | 0.00%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.875% 02/19/49/EUR/                              | REPUBLIC OF LATVIA /EUR/ REGD REG S MTN 1.87500000                                             | CUSIP: X7S904CG4<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      100000 | NS      | $76229.95     | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 05/15/51                                | AEP TEXAS INC REGD 3.45000000                                                                  | CUSIP: 00108WAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7107.85      | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 06/12/28/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 234 1.00000000                                   | CUSIP: X7T24WAB5<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      240000 | NS      | $225488.15    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 3.3% 10/05/29/EUR/                              | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 3.30000000                                      | CUSIP: C69798AU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      400000 | NS      | $419899.96    | 0.01%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 1.05% 07/15/26                              | CROWN CASTLE INC REGD 1.05000000                                                               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      720000 | NS      | $622856.43    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 0.625% 08/30/27/EUR/                              | DEUT PFANDBRIEFBANK AG /EUR/ REGD EMTN 0.62500000                                              | CUSIP: D18835MB7<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $95094.06     | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1611 4% 01/01/34                                   | FREDDIE MAC POOL UMBS P#ZT1611 4.00000000                                                      | CUSIP: 3132ADYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16999 | NS      | $16666.13     | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER V/R 06/02/29 /GBP/                             | BANK OF AMERICA CORP /GBP/   REGD V/R REG S EMTN 1.66700000                                    | CUSIP: U0662LEK1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1986924.50   | 0.03%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| TP ICAP FI 5.25% 05/29/26/GBP/                              | TP ICAP FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000                                           | CUSIP: G8984BAB7<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2227799.77   | 0.03%             | 2026-05-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREENE KIN 5.318% 9/15/31 /GBP                              | GREENE KING FINANCE PLC /GBP/ SERIES A2 REGD 5.31800000                                        | CUSIP: G4158GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       28592 | NS      | $32006.60     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0908 3.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#FS0908 3.50000000                                                       | CUSIP: 3140XGAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14617998 | NS      | $13494658.06  | 0.17%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.875% 12/15/26/GBP/                              | LANDWIRTSCH. RENTENBANK /GBP/ REGD REG S EMTN 0.87500000                                       | CUSIP: D4900LGP1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2118950.75   | 0.03%             | 2026-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/31/EUR/                              | BELGIUM KINGDOM /EUR/ REGD REG S SER 92 0.00000000                                             | CUSIP: B1121KCJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1087000 | NS      | $891068.90    | 0.01%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 1% 07/06/32/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S SER NGEU 1.00000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     5800000 | NS      | $5128957.45   | 0.06%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 01/14/28/GBP/                              | DANSKE BANK A/S /GBP/ REGD V/R EMTN 2.25000000                                                 | CUSIP: K2227DBL5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     6800000 | NS      | $7016881.87   | 0.09%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP 2.72% 02/09/32                                     | IBM CORP REGD 2.72000000                                                                       | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | NS      | $84234.01     | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.5% 08/13/26/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1909 3.50000000                                          | CUSIP: Y1456THL3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   139100000 | NS      | $20557305.21  | 0.26%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A V/R 09/02/26/EUR/                              | JYSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.05000000                                            | CUSIP: K5S75UNF3<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     3350000 | NS      | $3147797.32   | 0.04%             | 2026-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLDLINE 0.875% 06/30/27/EUR/                              | WORLDLINE SA/FRANCE /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: F9867TBB8<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1500000 | NS      | $1392906.98   | 0.02%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 4.375% 05/15/47                                | NISOURCE INC REGD 4.37500000                                                                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       15000 | NS      | $12634.43     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  1% 05/15/38/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | DE        |      640000 | NS      | $547638.78    | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2020-1 A 1.89% 12/16/24                               | CARMAX AUTO OWNER TRUST 2020-1 SER 2020-1 CL A3 REGD 1.89000000                                | CUSIP: 14315XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       97877 | NS      | $96773.33     | 0.00%             | 2024-12-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230112 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8828.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 10/20/36/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.25000000                                                      | CUSIP: A0654UWM9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      500000 | NS      | $363310.72    | 0.00%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 23                                   | FNMA 30YR TBA 4.0% JAN 23      TO BE ANNOUNCED 4.00000000                                      | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45854000 | NS      | $43050867.48  | 0.54%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX 5.985% 02/01/39                              | SAN ANTONIO TX ELEC & GAS REVE REGD N/C B/E 5.98500000                                         | CUSIP: 796253T93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       20000 | NS      | $21705.60     | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 03/07/36/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HKL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1449000 | NS      | $1810978.25   | 0.02%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6810 3% 08/20/50                                | GINNIE MAE II POOL P#MA6810 3.00000000                                                         | CUSIP: 36179VR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687620 | NS      | $604833.41    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK  V/R 09/14/27/EUR/                              | COMMERZBANK AG /EUR/ REGD V/R REG S 3.00000000                                                 | CUSIP: D1706CCN2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $996539.69    | 0.01%             | 2027-09-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50                              | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                         | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $25276.82     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 11/30/35/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.00000000                                              | CUSIP: Y5325PBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    30500000 | NS      | $4705118.70   | 0.06%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/29/25                              | GOLDMAN SACHS GROUP INC REGD V/R 3.27200000                                                    | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2410191.35   | 0.03%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| LYB INTER 0.875% 09/17/26/EUR/                              | LYB INTERNATIONAL FINANC /EUR/ REGD 0.87500000                                                 | CUSIP: 50247WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $934053.24    | 0.01%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/12/25                              | MITSUBISHI UFJ FIN GRP REGD V/R 5.06300000                                                     | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $993414.26    | 0.01%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF N 3% 12/01/60                              | CON EDISON CO OF NY INC REGD SER C 3.00000000                                                  | CUSIP: 209111FZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $12459.12     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR23                                 | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -39 | NC      | $-5549501.71  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA 1.375% 12/02/29/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 1.37500000                                                       | CUSIP: X7360WBQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     2000000 | NS      | $1551133.40   | 0.02%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK A 2% 11/27/23/EUR/                              | COMMERZBANK AG /EUR/ REGD EMTN 2.00000000                                                      | CUSIP: D1580U4A0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $105978.83    | 0.00%             | 2023-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 4% 09/04/26/GBP/                              | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 4.00000000                                          | CUSIP: G1R74UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5000000 | NS      | $5632280.20   | 0.07%             | 2026-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR23                                 | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         253 | NC      | $31711968.75  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC  1.125% 05/30/28/EUR/                              | REPUBLIC OF LATVIA /EUR/ REGD REG S 1.12500000                                                 | CUSIP: X7S904CF6<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      390000 | NS      | $368792.00    | 0.00%             | 2028-05-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 2.5% 05/12/25/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1058 2.50000000                                              | CUSIP: W77537SD6<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     5100000 | NS      | $485503.52    | 0.01%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK6128 3% 10/01/28                                   | FREDDIE MAC POOL UMBS P#ZK6128 3.00000000                                                      | CUSIP: 3131X9YZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1391446 | NS      | $1334300.96   | 0.02%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGION WAL 0.05% 06/22/25/EUR/                              | REGION WALLONNE /EUR/ REGD REG S EMTN 0.05000000                                               | CUSIP: B70023KH6<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      800000 | NS      | $796346.28    | 0.01%             | 2025-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA 3.65% 08/15/52                                  | BELL CANADA REGD 3.65000000                                                                    | CUSIP: 0778FPAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      135000 | NS      | $98975.29     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DONGFENG  0.425% 10/19/24/EUR/                              | DONGFENG MOTOR HONG KONG /EUR/ REGD REG S 0.42500000                                           | CUSIP: Y2R9RGAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      600000 | NS      | $592269.27    | 0.01%             | 2024-10-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| APRR SA 1.875% 01/03/29/EUR/                                | APRR SA /EUR/ REGD REG S EMTN 1.87500000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $3934289.03   | 0.05%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/15/25                                | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $971640.62    | 0.01%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTESA SA 3.375% 01/24/25/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD EMTN 3.37500000                                                 | CUSIP: T5R13HRU2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $106840.54    | 0.00%             | 2025-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S. 0.01% 01/21/28/EUR/                              | BAWAG P.S.K. /EUR/ REGD REG S EMTN 0.01000000                                                  | CUSIP: A1R572AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $90880.13     | 0.00%             | 2028-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA P#BT0809 3% 03/15/50                                   | GINNIE MAE I POOL P#BT0809 3.00000000                                                          | CUSIP: 3617MN3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16728 | NS      | $14879.49     | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35% 02/09/27                                    | APPLE INC REGD 3.35000000                                                                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       15000 | NS      | $14369.59     | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1419 3.5% 09/01/49                                 | FREDDIE MAC POOL UMBS P#RA1419 3.50000000                                                      | CUSIP: 3133KGSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1102041 | NS      | $1020996.21   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62086 3% 10/01/46                                  | FREDDIE MAC GOLD POOL P#T62086 3.00000000                                                      | CUSIP: 3128S3J75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      181334 | NS      | $161033.19    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 1.2% 01/30/34/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 215 1.20000000                                    | CUSIP: D1R1ZQAW7<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       40000 | NS      | $34945.82     | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 4.6% 05/23/29                              | MOTOROLA SOLUTIONS INC REGD 4.60000000                                                         | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       40000 | NS      | $38160.98     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 04/11/26/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                   | CUSIP: N14287LA7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      530000 | NS      | $515512.26    | 0.01%             | 2026-04-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.3% 10/31/26/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.30000000                                                 | CUSIP: E8922ACF5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1651000 | NS      | $1660247.74   | 0.02%             | 2026-10-31      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                                   | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                      | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1690167 | NS      | $1487217.42   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  1% 08/15/25/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000                                           | CUSIP: D2R8H4AM1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2701000 | NS      | $2780317.86   | 0.04%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.95% 07/30/37/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 142 1.95000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     3710000 | NS      | $113932.09    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.45% 09/23/25/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2008 3.45000000                                          | CUSIP: Y0R4AWLF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3000000 | NS      | $441326.38    | 0.01%             | 2025-09-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45                              | CVS HEALTH CORP REGD 5.12500000                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       35000 | NS      | $31758.30     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERLIN PR 1.375% 06/01/30/EUR/                              | MERLIN PROPERTIES SOCIMI /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: E7390ZAJ9<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $824576.01    | 0.01%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 1.625% 03/15/24                              | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 1.62500000                                            | CUSIP: 045167FK4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $96284.21     | 0.00%             | 2024-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHMS K737 A2 2.525% 10/25/26                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K737 CL A2 2.52500000         | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | NS      | $604652.69    | 0.01%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 0.875% 04/17/27/EUR/                              | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.87500000                                          | CUSIP: Q97417WD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $949268.62    | 0.01%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      229000 | NS      | $189828.48    | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUT 4.2% 11/15/69                              | KANSAS CITY SOUTHERN REGD 4.20000000                                                           | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7446.34      | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9700 3.5% 07/01/42                                 | FANNIE MAE POOL UMBS P#AO9700 3.50000000                                                       | CUSIP: 3138M1X60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         861 | NS      | $806.70       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS  1% 02/12/25/EUR/                              | AIR PRODUCTS & CHEMICALS /EUR/ REGD 1.00000000                                                 | CUSIP: 009158AW6<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     4450000 | NS      | $4579497.84   | 0.06%             | 2025-02-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.5% 04/25/26/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 3.50000000                                                   | CUSIP: F40411HN7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       36000 | NS      | $39388.93     | 0.00%             | 2026-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/53/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 0.75000000                                                         | CUSIP: F26348AN6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1598000 | NS      | $892785.42    | 0.01%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CAMDEN PROPERTY 3.15% 07/01/29                              | CAMDEN PROPERTY TRUST REGD 3.15000000                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      100000 | NS      | $89354.57     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EATON CAP 0.577% 03/08/30/EUR/                              | EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.57700000                                            | CUSIP: G3R310AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1500000 | NS      | $1297256.92   | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                   | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      590000 | NS      | $463389.24    | 0.01%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 3.1% 06/15/28/EUR/                              | DUKE ENERGY CORP /EUR/ REGD 3.10000000                                                         | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2150000 | NS      | $2153298.98   | 0.03%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REGION OF 3.625% 03/27/24/EUR/                              | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 3.62500000                                       | CUSIP: F507A5AA3<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $107614.69    | 0.00%             | 2024-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.15% 02/15/50                                   | PACIFICORP REGD 4.15000000                                                                     | CUSIP: 695114CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $12378.12     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.05% 01/16/30/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000                                        | CUSIP: L32482HC5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     7900000 | NS      | $6882147.28   | 0.09%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.25% 10/25/24/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 1024 2.25000000                                          | CUSIP: X8T024G90<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     5960000 | NS      | $1258832.10   | 0.02%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.75% 12/07/46                              | WELLS FARGO & COMPANY REGD MTN 4.75000000                                                      | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       95000 | NS      | $80058.63     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE O 0.25% 05/05/31/EUR/                              | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: C4108FFH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |     8000000 | NS      | $6635164.93   | 0.08%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.875% 10/25/28/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 884 0.87500000                                         | CUSIP: D5S19DBU8<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      320000 | NS      | $303574.82    | 0.00%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 08/31/24                                 | UNITED STATES TREASURY NOTE 3.25000000                                                         | CUSIP: 91282CFG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2720000 | NS      | $2664431.24   | 0.03%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.7% 05/15/32                              | GEORGIA POWER CO REGD 4.70000000                                                               | CUSIP: 373334KQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | NS      | $2273902.72   | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ  4.839% 01/01/41                              | SALT RIVER AZ PROJ AGRIC IMPT REGD N/C B/E 4.83900000                                          | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |      150000 | NS      | $146429.27    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4FJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1120000 | NS      | $997802.22    | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS V/R 07/17/25/EUR/                              | CREDIT SUISSE GROUP AG /EUR/ REGD V/R EMTN 1.25000000                                          | CUSIP: H3698DAT1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1400000 | NS      | $1342880.35   | 0.02%             | 2025-07-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525% 06/01/50                              | MICROSOFT CORP REGD 2.52500000                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1160000 | NS      | $772419.59    | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LE 0% 07/19/24/EUR/                              | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: D9T70CHJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     4000000 | NS      | $4019368.01   | 0.05%             | 2024-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BRAND 1.45% 11/26/38/EUR/                              | LAND BRANDENBURG /EUR/ REGD REG S 1.45000000                                                   | CUSIP: D1R1PYBR1<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |      180000 | NS      | $150965.56    | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROU 1.7% 06/15/25/EUR/                              | ALTRIA GROUP INC /EUR/ REGD 1.70000000                                                         | CUSIP: 02209SAX1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2028194.42   | 0.03%             | 2025-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 08/31/81/EUR/                              | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.37500000                                        | CUSIP: D2542RAD9<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $79077.92     | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.65% 08/15/62                              | META PLATFORMS INC REGD 144A P/P 4.65000000                                                    | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      150000 | NS      | $120122.59    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM1727 5% 09/01/49                                   | FANNIE MAE POOL UMBS P#FM1727 5.00000000                                                       | CUSIP: 3140X44M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1093497 | NS      | $1097121.95   | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28                              | VICI PROPERTIES LP REGD 4.75000000                                                             | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | NS      | $601559.67    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA 0.125% 03/16/26/EUR/                              | SAFRAN SA /EUR/ REGD REG S 0.12500000                                                          | CUSIP: F4035ARD6<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $968423.25    | 0.01%             | 2026-03-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AM 0.6% 11/25/29/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.60000000                                           | CUSIP: F1270CYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $89855.50     | 0.00%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NIBC BANK 0.625% 06/01/26/EUR/                              | NIBC BANK NV /EUR/ REGD REG S EMTN SER CPTC 0.62500000                                         | CUSIP: N6305ALU3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $97764.20     | 0.00%             | 2026-06-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 0.5% 06/01/26/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1591 0.50000000                                       | CUSIP: W86201XN0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $172804.34    | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31                              | DIAMONDBACK ENERGY INC REGD 3.12500000                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2400000 | NS      | $1993793.83   | 0.03%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.8% 05/15/50                              | AIR PRODUCTS & CHEMICALS REGD 2.80000000                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       15000 | NS      | $10448.98     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JAN 23                                     | FNMA 30YR TBA 5% JAN 23        TO BE ANNOUNCED 5.00000000                                      | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30246000 | NS      | $29825391.57  | 0.38%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 3.65% 05/23/25                              | INTERCONTINENTALEXCHANGE REGD 3.65000000                                                       | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       20000 | NS      | $19535.40     | 0.00%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3802 3% 06/01/30                                   | FREDDIE MAC POOL UMBS P#ZA3802 3.00000000                                                      | CUSIP: 31329MGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      668084 | NS      | $639786.58    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                   | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      865000 | NS      | $679375.76    | 0.01%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CEZ AS 2.375% 04/06/27/EUR/                                 | CEZ AS /EUR/ REGD REG S EMTN 2.37500000                                                        | CUSIP: X1169KCP7<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |     1425000 | NS      | $1377577.76   | 0.02%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAMES WAT 6.75% 11/16/28/GBP/                              | THAMES WATER UTIL FIN /GBP/ REGD EMTN 6.75000000                                               | CUSIP: G8787BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      380000 | NS      | $482563.98    | 0.01%             | 2028-11-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.625% 03/09/35/EUR/                              | COCA-COLA CO/THE /EUR/ REGD 1.62500000                                                         | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $861904.91    | 0.01%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 11/16/32/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 1.00000000                                                   | CUSIP: N4578ELC0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1321807.69   | 0.02%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE7117 4.5% 08/01/52                                 | FREDDIE MAC POOL UMBS P#QE7117 4.50000000                                                      | CUSIP: 3133BG4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103884 | NS      | $100195.50    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL O 0.625% 01/30/29/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD EMTN 0.62500000                                                   | CUSIP: F2R96BDB4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     1500000 | NS      | $1390309.00   | 0.02%             | 2029-01-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 1.5% 12/03/24/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1589 1.50000000                                       | CUSIP: W86201XH3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $184660.41    | 0.00%             | 2024-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/26                              | BANK OF AMERICA CORP REGD V/R 4.82700000                                                       | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      115000 | NS      | $113633.22    | 0.00%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8153 2% 05/01/37                                   | FREDDIE MAC POOL UMBS P#SB8153 2.00000000                                                      | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1070635 | NS      | $953443.28    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP P 5.75% 12/03/32/GBP/                              | 3I GROUP PLC /GBP/ REGD REG S EMTN 5.75000000                                                  | CUSIP: G88473AG1<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      350000 | NS      | $419325.14    | 0.01%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 4.5% 03/15/42                              | ROGERS COMMUNICATIONS IN REGD 144A P/P 4.50000000                                              | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      251000 | NS      | $206168.80    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LAND NORD 1.375% 01/15/20/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: D5S07LGM7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      234000 | NS      | $127109.27    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.65% 05/11/30                                    | APPLE INC REGD 1.65000000                                                                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | NS      | $205338.94    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.75% 06/20/25                              | GENERAL MOTORS FINL CO REGD 2.75000000                                                         | CUSIP: 37045XCX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | NS      | $918101.10    | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UN 4.165% 08/15/22                              | MICHIGAN ST UNIV REVENUES REGD B/E 4.16500000                                                  | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      115000 | NS      | $84747.58     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 03/20/32/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 366 0.20000000                                            | CUSIP: J2S39LTM6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   180000000 | NS      | $1344061.26   | 0.02%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM2 A V/R 04/25/65                               | MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000                           | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4004146 | NS      | $3593290.21   | 0.05%             | 2065-04-25      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41                                | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    97000000 | NS      | $69059452.64  | 0.87%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4216 2.5% 12/01/50                                 | FREDDIE MAC POOL UMBS P#RA4216 2.50000000                                                      | CUSIP: 3133KKVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      821149 | NS      | $698801.61    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/31/35/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: F0108UKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $369317.01    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 2.75% 04/01/50                              | DUKE ENERGY INDIANA LLC REGD 2.75000000                                                        | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $12691.06     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNR 2021-223 QI 2.5% 10/20/51                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-223 CL QI 2.50000000                         | CUSIP: 38383FJZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11485621 | NS      | $1101842.01   | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP V/R /PERP/                               | ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1490000 | NS      | $1287586.05   | 0.02%             | 2171-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3802 3% 02/01/28                                   | FANNIE MAE POOL UMBS P#AL3802 3.00000000                                                       | CUSIP: 3138ELGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105977 | NS      | $102035.94    | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG 3% 11/30/26/CNH/                                  | HONG KONG /CNH/ REGD REG S     EMTN SER GMTN 3.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | HK        |    10000000 | NS      | $1442238.50   | 0.02%             | 2026-11-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4786 4.5% 08/01/48                                 | FREDDIE MAC POOL UMBS P#ZS4786 4.50000000                                                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22535 | NS      | $22072.61     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.7% 04/30/32/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000                                                 | CUSIP: E8922AMC1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1960000 | NS      | $1634177.85   | 0.02%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2222 1.5% 11/01/36                                 | FANNIE MAE POOL UMBS P#CB2222 1.50000000                                                       | CUSIP: 3140QMPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314130 | NS      | $272373.98    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 2.9% 03/15/51                              | ENTERGY LOUISIANA LLC REGD 2.90000000                                                          | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $19354.31     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41                              | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1920000 | NS      | $1300402.87   | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 05/20/27/EUR/                               | SWEDBANK AB /EUR/ REGD V/R REG S 0.30000000                                                    | CUSIP: W9423YQ52<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1500000 | NS      | $1403231.47   | 0.02%             | 2027-05-20      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  4.5% 04/21/33/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 140 4.50000000                                            | CUSIP: Q08184MK8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1491000 | NS      | $1053235.63   | 0.01%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 2% 06/25/64/CHF/                                | SWITZERLAND /CHF/ REGD REG S 2.00000000                                                        | CUSIP: H21069ZB0<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      111000 | NS      | $139621.47    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                              | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | NS      | $669733.07    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWI 0.01% 11/03/23/EUR/                              | ERSTE ABWICKLUNGSANSTALT /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: D2473VRX1<br>LEI: 7TG4VWERK338227TR435 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1044316.01   | 0.01%             | 2023-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5373 2% 06/01/51                                   | FREDDIE MAC POOL UMBS P#RA5373 2.00000000                                                      | CUSIP: 3133KL6J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      385020 | NS      | $316562.85    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 1.75% 03/01/26                                      | MPLX LP REGD 1.75000000                                                                        | CUSIP: 55336VBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | NS      | $357046.34    | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.85% 08/01/29                              | SOUTHERN CAL EDISON REGD 2.85000000                                                            | CUSIP: 842400GS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8721.84      | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 6.918% 04/01/40                              | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 6.91800000                                         | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      115000 | NS      | $134368.85    | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 04/22/31/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN 0.00000000                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     5800000 | NS      | $4835699.98   | 0.06%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.125% 01/21/30/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD REG S 0.12500000                                                   | CUSIP: D1T7F6TU2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       75000 | NS      | $64742.42     | 0.00%             | 2030-01-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA0744 3.5% 01/01/49                                 | FREDDIE MAC POOL UMBS P#QA0744 3.50000000                                                      | CUSIP: 31334WZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46224 | NS      | $42981.28     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP 3.43% 02/09/52                                     | IBM CORP REGD 3.43000000                                                                       | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | NS      | $141184.99    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  V/R 05/04/30/EUR/                              | WELLS FARGO & COMPANY /EUR/ REGD V/R REG S EMTN 1.74100000                                     | CUSIP: U94974KY4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3100000 | NS      | $2809844.27   | 0.04%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ9747 2% 02/01/51                                   | FANNIE MAE POOL UMBS P#BQ9747 2.00000000                                                       | CUSIP: 3140KVZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1088158 | NS      | $890100.10    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.8% 01/25/36/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000                                          | CUSIP: Y1456TDN3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    29000000 | NS      | $4406880.33   | 0.06%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 4% 04/01/52                              | DUKE ENERGY PROGRESS LLC REGD 4.00000000                                                       | CUSIP: 26442UAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | NS      | $241869.00    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 5.95% 02/14/49                              | ALTRIA GROUP INC REGD 5.95000000                                                               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8919.09      | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.25% 01/15/32/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S 0.25000000                                                  | CUSIP: D8509N7E8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $41194.13     | 0.00%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 07/06/26/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 0.00000000                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    10350000 | NS      | $9992159.00   | 0.13%             | 2026-07-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHMS K075 A2 V/R 02/25/28                                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K075 CL A2 V/R 3.65000000          | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $482904.70    | 0.01%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| THAMES WA 2.375% 04/22/40/GBP/                              | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 2.37500000                                         | CUSIP: G9158GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | NS      | $223962.14    | 0.00%             | 2040-04-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8506 2% 02/01/36                                   | FREDDIE MAC POOL UMBS P#SB8506 2.00000000                                                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2076628 | NS      | $1854733.71   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 2% 05/23/36/AUD/                              | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 2.00000000                                           | CUSIP: Q85895VF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      389000 | NS      | $183949.85    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 0.25% 10/28/26/EUR/                              | NORDDEUTSCHE LANDESBANK /EUR/ REGD EMTN 0.25000000                                             | CUSIP: D57188H86<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       20000 | NS      | $19143.11     | 0.00%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWA 2% 05/17/34/EUR/                              | BAUSPAR.SCHWAEBISCH HALL /EUR/ REGD EMTN 2.00000000                                            | CUSIP: D0677BAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $94722.65     | 0.00%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3% 09/30/25                                    | UNITED STATES TREASURY NOTE 3.00000000                                                         | CUSIP: 9128285C0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      120000 | NS      | $116090.62    | 0.00%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TALANX AG 4% 10/25/29/EUR/                                  | TALANX AG /EUR/ REGD REG S EMTN 4.00000000                                                     | CUSIP: D82827AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2500000 | NS      | $2664858.46   | 0.03%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.5% 02/01/42                              | ENERGY TRANSFER LP REGD 6.50000000                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9888.87      | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN 1.5% 01/29/28/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 1.50000000                                            | CUSIP: N34221HU3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1200000 | NS      | $1140000.35   | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.75% 09/02/25/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: F1R83CDA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $100041.53    | 0.00%             | 2025-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 02/01/30                                 | COMCAST CORP REGD 2.65000000                                                                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      750000 | NS      | $651313.86    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 0.95% 08/15/25                                 | NISOURCE INC REGD 0.95000000                                                                   | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2706959.16   | 0.03%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FRE PRIN STRIP ZCP 03/15/31                                 | FREDDIE MAC STRIPS ZCP 0.00000000                                                              | CUSIP: 3134A4AB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      700000 | NS      | $496174.51    | 0.01%             | 2031-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 02/19/28/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                               | CUSIP: F1233MTP7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $909828.96    | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                   | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      964000 | NS      | $1161377.68   | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANDER 2.875% 06/14/24/EUR/                              | ALLIANDER NV /EUR/ REGD EMTN 2.87500000                                                        | CUSIP: N0373BAN9<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $106210.48    | 0.00%             | 2024-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 4.4% 07/01/32                              | CENTERPOINT ENERGY RES REGD 4.40000000                                                         | CUSIP: 15189WAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $28864.56     | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.719% 01/01/42                              | PIEDMONT HEALTHCARE INC REGD SER 2042 2.71900000                                               | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      453000 | NS      | $310845.63    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS  2.813% 01/01/60                              | JOHNS HOPKINS UNIVERSITY REGD SER A 2.81300000                                                 | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |      600000 | NS      | $378151.27    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 1.875% 03/18/24/EUR/                              | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 191 1.87500000                                    | CUSIP: D13272GQ2<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      580000 | NS      | $612009.99    | 0.01%             | 2024-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRIN 1% 09/15/27/SEK/                              | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 520 1.00000000                               | CUSIP: W5612FFC9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $84833.18     | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA 0.875% 08/05/30                                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000                                               | CUSIP: 3135G05Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310000 | NS      | $1042837.86   | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS  4.125% 06/15/39                              | BRISTOL-MYERS SQUIBB CO REGD 4.12500000                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      495000 | NS      | $443015.26    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 5.65% 03/16/52                              | BAT CAPITAL CORP REGD 5.65000000                                                               | CUSIP: 05526DBV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | NS      | $373513.71    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNR 2021-206 IG 2.5% 09/20/51                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-206 CL IG 2.50000000                         | CUSIP: 38383DYF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10916791 | NS      | $1037268.73   | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3443 4% 08/01/48                                   | FANNIE MAE POOL UMBS P#MA3443 4.00000000                                                       | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132816 | NS      | $126452.87    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51                                | COMCAST CORP REGD SER WI 2.88700000                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      190000 | NS      | $122740.82    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEDERLANDS 0.75% 10/13/36/EUR/                              | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: N61157EA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $69418.04     | 0.00%             | 2036-10-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.25% 09/17/31/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 483 1.25000000                                             | CUSIP: R34155BW1<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     2794000 | NS      | $243836.16    | 0.00%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WP CAREY INC 2.25% 04/01/33                                 | WP CAREY INC REGD 2.25000000                                                                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $743431.49    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE 0% 10/31/30/CHF/                              | CREDIT SUISSE SCHWEIZ AG /CHF/ REGD REG S 0.00000000                                           | CUSIP: H1787XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       25000 | NS      | $20959.28     | 0.00%             | 2030-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 6.25% 01/04/30/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 00 6.25000000                                    | CUSIP: D20658NX0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      775000 | NS      | $1027763.32   | 0.01%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 06/01/51                                     | AT&T INC REGD 3.65000000                                                                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1276559.69   | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICA MO 5.75% 06/28/30/GBP/                              | AMERICA MOVIL SAB DE CV /GBP/ REGD 5.75000000                                                  | CUSIP: P0280AEB3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2000000 | NS      | $2444372.35   | 0.03%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASB FINAN 0.625% 10/18/24/EUR/                              | ASB FINANCE LTD LONDON /EUR/ REGD REG S EMTN 0.62500000                                        | CUSIP: G0R91SKB7<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      100000 | NS      | $101715.44    | 0.00%             | 2024-10-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NOTTING H 4.375% 02/20/54/GBP/                              | NOTTING HILL GENESIS /GBP/ REGD 4.37500000                                                     | CUSIP: G66814AD9<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      500000 | NS      | $501670.71    | 0.01%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/28                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912833WR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    12000000 | NS      | $9466935.12   | 0.12%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.44PKL3M 11/17/30 MSLSW LONG                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |           1 | NC      | $-105545.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCT 0.8% 05/05/32/EUR/                              | AIR PRODUCTS & CHEMICALS /EUR/ REGD EMTN 0.80000000                                            | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1649897.40   | 0.02%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.9% 02/15/45                              | PLAINS ALL AMER PIPELINE REGD 4.90000000                                                       | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | NS      | $109813.23    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/45/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 3.25000000                                                         | CUSIP: F43750AW2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2665000 | NS      | $2836830.85   | 0.04%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 09/05/30/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S 5.00000000                                               | CUSIP: D1T7GB2F2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1035388.46   | 0.01%             | 2030-09-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 01/18/28/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 0.92500000                                             | CUSIP: T9T20L4V7<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $917193.66    | 0.01%             | 2028-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 3.892% 05/24/24                              | BANCO SANTANDER SA REGD 3.89200000                                                             | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3800000 | NS      | $3721352.39   | 0.05%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 11/15/25/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S 0.75000000                                              | CUSIP: G768624M3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1000949.94   | 0.01%             | 2025-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/41/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 179 0.50000000                                            | CUSIP: J2S39LSM7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    25000000 | NS      | $166071.70    | 0.00%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                              | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                        | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1550000 | NS      | $1268314.02   | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.15% 07/18/24/EUR/                              | REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 2.15000000                                         | CUSIP: Y20722AV9<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     2050000 | NS      | $2145047.95   | 0.03%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EATON CAP 0.128% 03/08/26/EUR/                              | EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.12800000                                            | CUSIP: G3R310AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $956489.87    | 0.01%             | 2026-03-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASML HOLD 0.625% 05/07/29/EUR/                              | ASML HOLDING NV /EUR/ REGD REG S 0.62500000                                                    | CUSIP: N07046GH7<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $90183.27     | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK  V/R 02/28/33/GBP/                              | COMMERZBANK AG /GBP/ REGD V/R REG S EMTN 8.62500000                                            | CUSIP: D1706CDN1<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1800000 | NS      | $2182263.95   | 0.03%             | 2033-02-28      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 0.45% 01/19/32/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.45000000                                           | CUSIP: F1270CXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      400000 | NS      | $332535.71    | 0.00%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 0.01% 09/02/30/EUR/                              | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                            | CUSIP: D1U444BK5<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |      118000 | NS      | $100402.61    | 0.00%             | 2030-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 0.25% 07/31/31/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000                                                | CUSIP: G4527HTH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     4196000 | NS      | $3800267.85   | 0.05%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 0.5% 04/30/31/EUR/                              | JUNTA DE ANDALUCIA /EUR/ REGD REG S 0.50000000                                                 | CUSIP: E6960NLE7<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |      163000 | NS      | $135024.29    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 10/18/24/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 180 0.00000000                                           | CUSIP: D2R8H4ED7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2006000 | NS      | $2051659.43   | 0.03%             | 2024-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 02/25/27/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F26348AJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     4215000 | NS      | $4028834.48   | 0.05%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACTION LO 3.125% 09/28/37/EUR/                              | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.12500000                                      | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | USGA              | FR        |      200000 | NS      | $196629.67    | 0.00%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS V/R 10/13/26/EUR/                              | CREDIT SUISSE GROUP AG /EUR/ REGD V/R REG S 2.12500000                                         | CUSIP: H3698DDL5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $909098.94    | 0.01%             | 2026-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTR 1.7% 06/15/28                              | WISCONSIN ELECTRIC POWER REGD 1.70000000                                                       | CUSIP: 976656CM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8519.39      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HIGHLAND  0.318% 12/15/26/EUR/                              | HIGHLAND HOLDINGS SARL /EUR/ REGD 0.31800000                                                   | CUSIP: L47988AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1404869.26   | 0.02%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 10/22/50/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                                | CUSIP: G4527HSJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2236000 | NS      | $1203956.60   | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.75% 09/01/27                              | ALABAMA POWER CO REGD 3.75000000                                                               | CUSIP: 010392FY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | NS      | $297490.35    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.875% 10/15/49                                 | PEPSICO INC REGD 2.87500000                                                                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       65000 | NS      | $46565.68     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSE 0.01% 04/08/26/EUR/                              | FED CAISSES DESJARDINS /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: C34201LK4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | NS      | $95833.32     | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.55% 09/01/44                              | BURLINGTN NORTH SANTA FE REGD 4.55000000                                                       | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | NS      | $154610.81    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8149 2.5% 04/01/37                                 | FREDDIE MAC POOL UMBS P#SB8149 2.50000000                                                      | CUSIP: 3132D6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163642 | NS      | $150061.19    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.75% 06/23/32/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 138 1.75000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     3170000 | NS      | $105204.24    | 0.00%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                              | BAT CAPITAL CORP REGD SER WI 4.54000000                                                        | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | NS      | $348622.06    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS RSOFRP02.00 12/21/32 SBNYUS33XXX FLOAT                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $8148228.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.6% 11/15/31                                | EPR PROPERTIES REGD 3.60000000                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      155000 | NS      | $112661.84    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C44 4.212% 05/15/51                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A5 REGD 4.21200000              | CUSIP: 95001JAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $949576.80    | 0.01%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 1.6% 12/17/29/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000                                                 | CUSIP: Y6065BLK1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    54000000 | NS      | $1490734.17   | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ARTESIAN FINA 6% 09/30/33/GBP/                              | ARTESIAN FINANCE II /GBP/ REGD EMTN 6.00000000                                                 | CUSIP: G0504HAA4<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |       50000 | NS      | $63421.33     | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 0.125% 04/30/27/EUR/                              | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: F23753BE9<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $93597.79     | 0.00%             | 2027-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PACCAR FIN 3.25% 11/29/25/EUR/                              | PACCAR FINANCIAL EUROPE /EUR/ REGD REG S EMTN 3.25000000                                       | CUSIP: N6S63CJ59<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    10750000 | NS      | $11375002.90  | 0.14%             | 2025-11-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0% 10/31/2028                                  | UNITED STATES TREASURY NOTE    ZCP REGD 1.37500000                                             | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2300000 | NS      | $1989589.84   | 0.03%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S V/R 06/26/13/EUR/                                | ORSTED A/S /EUR/ REGD V/R SER EXCH 6.25000000                                                  | CUSIP: K3185AAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      119000 | NS      | $128425.03    | 0.00%             | 3013-06-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 2.75% 04/15/25/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD REG S SER 0425 2.75000000                                    | CUSIP: Q54627BM7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |     1700000 | NS      | $1029076.29   | 0.01%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OH 2.125% 06/01/30                              | DUKE ENERGY OHIO INC REGD 2.12500000                                                           | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $24571.47     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T  V/R 06/28/29/EUR/                              | ITALY GOV'T INT BOND /EUR/ REGD V/R REG S EMTN 4.25000000                                      | CUSIP: T6247AMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1000000 | NS      | $1062168.98   | 0.01%             | 2029-06-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.125% 07/31/24                                | UNITED STATES TREASURY NOTE 2.12500000                                                         | CUSIP: 9128282N9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3000000 | NS      | $2886562.50   | 0.04%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELE 2% 04/17/40/GBP/                              | NATL GRID ELECT TRANS /GBP/ REGD REG S EMTN 2.00000000                                         | CUSIP: G6374WDG9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      425000 | NS      | $310307.65    | 0.00%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.99% 08/11/26/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2108 2.99000000                                          | CUSIP: Y0R4AWLY8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    66000000 | NS      | $9575955.54   | 0.12%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE 4% 03/15/28                              | TRANSCONT GAS PIPE LINE REGD SER WI 4.00000000                                                 | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $18792.41     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9615 4.5% 05/01/47                                 | FANNIE MAE POOL UMBS P#AS9615 4.50000000                                                       | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2402 | NS      | $2361.06      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 2.3% 03/01/30                              | AMERICAN ELECTRIC POWER REGD 2.30000000                                                        | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       25000 | NS      | $20543.06     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | DKK/USD FWD 20230110 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66403.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA3409 3% 07/01/33                                   | FANNIE MAE POOL UMBS P#MA3409 3.00000000                                                       | CUSIP: 31418CYF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120255 | NS      | $113068.21    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4492 2% 12/01/51                                   | FANNIE MAE POOL UMBS P#MA4492 2.00000000                                                       | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14882195 | NS      | $12155353.86  | 0.15%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINAN 1% 01/28/41/EUR/                              | VONOVIA FINANCE BV /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: N9391TCD9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1100000 | NS      | $578058.19    | 0.01%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 07/24/39/CHF/                                | SWITZERLAND /CHF/ REGD REG S 0.00000000                                                        | CUSIP: H210696F3<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      629000 | NS      | $520780.58    | 0.01%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                              | GLP CAPITAL LP / FIN II REGD 3.25000000                                                        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | NS      | $819369.42    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8011 2.5% 08/01/51                                 | FANNIE MAE POOL UMBS P#FM8011 2.50000000                                                       | CUSIP: 3140XB3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2495058 | NS      | $2136480.21   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRI 1.95% 10/15/30                              | EMERSON ELECTRIC CO REGD 1.95000000                                                            | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      200000 | NS      | $162318.67    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL  3.375% 02/26/26/EUR/                              | IMPERIAL BRANDS FIN PLC /EUR/ REGD REG S EMTN 3.37500000                                       | CUSIP: G4721VLD4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6161000 | NS      | $6399037.66   | 0.08%             | 2026-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.55% 04/01/39                                | CALIFORNIA ST REGD N/C B/E 7.55000000                                                          | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | NS      | $187744.80    | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 4.75% 07/15/27                                 | VERISIGN INC REGD SER WI 4.75000000                                                            | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      277000 | NS      | $267769.49    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA  8.75% 02/15/44/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR67 8.75000000                                            | CUSIP: Y20722AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  7300000000 | NS      | $531093.48    | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 6.583% 05/15/49                              | UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.58300000                                         | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      200000 | NS      | $227390.24    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52                              | GINNIE MAE II POOL P#MA7883 3.50000000                                                         | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2738696 | NS      | $2523523.16   | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 07/01/28                              | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                         | CUSIP: 694308JK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8884.76      | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 05/29/51/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: D1T0VZDG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      112000 | NS      | $66945.60     | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 2.822% 04/07/32/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S 2.82200000                                             | CUSIP: G1279MG91<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $486595.52    | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1402 3% 08/01/50                                   | FANNIE MAE POOL UMBS P#BQ1402 3.00000000                                                       | CUSIP: 3140KLRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3374250 | NS      | $2994329.63   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREA 1.85% 05/01/25                              | BANK OF MONTREAL REGD MTN 1.85000000                                                           | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      120000 | NS      | $111999.32    | 0.00%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3251 3.5% 03/01/48                                 | FANNIE MAE POOL UMBS P#FM3251 3.50000000                                                       | CUSIP: 3140X6TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199110 | NS      | $185102.65    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0033 4.5% 05/20/48                              | GINNIE MAE II POOL P#BH0033 4.50000000                                                         | CUSIP: 3617GWBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3875732 | NS      | $3794890.98   | 0.05%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARION BANK 0.05% 10/05/26/EUR/                              | ARION BANKI H /EUR/ REGD REG S 0.05000000                                                      | CUSIP: X02228DN5<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |      100000 | NS      | $93326.11     | 0.00%             | 2026-10-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.25% 06/09/31/EUR/                              | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.25000000                                         | CUSIP: C4R07ZAL9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |     3000000 | NS      | $2468298.15   | 0.03%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/21/26                               | SOCIETE GENERALE REGD V/R 144A P/P 2.22600000                                                  | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2850000 | NS      | $2622877.52   | 0.03%             | 2026-01-21      | Variable      | 2.23%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BV3393 3% 03/01/52                                   | FANNIE MAE POOL UMBS P#BV3393 3.00000000                                                       | CUSIP: 3140MGXX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300985 | NS      | $265136.47    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.82% 06/17/27/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2215 2.82000000                                        | CUSIP: Y23862TN8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     4000000 | NS      | $575342.43    | 0.01%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3104534.37  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA  3.55% 09/02/50                              | ROYALTY PHARMA PLC REGD SER WI 3.55000000                                                      | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       30000 | NS      | $19314.06     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NAT GRID  3.949% 09/20/32/EUR/                              | NAT GRID ELECTY EM /EUR/ REGD REG S EMTN 3.94900000                                            | CUSIP: G9554DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2103991.89   | 0.03%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.95% 11/15/28                              | DUKE ENERGY CAROLINAS REGD 3.95000000                                                          | CUSIP: 26442CAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $38454.26     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 4.35% 08/15/32                              | DOMINION ENERGY INC REGD SER A 4.35000000                                                      | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      200000 | NS      | $186511.69    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 09/20/30/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 122 1.80000000                                            | CUSIP: J2615Q3R4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   965200000 | NS      | $8085131.21   | 0.10%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27                               | DEUTSCHE BANK NY REGD V/R 2.31100000                                                           | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      150000 | NS      | $127373.11    | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 6% 11/24/34/GBP/                              | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 6.00000000                                          | CUSIP: G08820DU6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      600000 | NS      | $647765.54    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                              | REPUBLIC OF PERU REGD 2.78300000                                                               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      110000 | NS      | $90965.27     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FHR 3404 SA V/R 01/15/38                                    | FREDDIE MAC REMICS SER 3404 CL SA V/R 1.68214000                                               | CUSIP: 31397PTU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1264546 | NS      | $96939.45     | 0.00%             | 2038-01-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3915 4.5% 06/01/52                                 | FANNIE MAE POOL UMBS P#CB3915 4.50000000                                                       | CUSIP: 3140QPK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1395169 | NS      | $1344397.62   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 1.079% 04/05/27/EUR/                              | WESTPAC BANKING CORP /EUR/ REGD REG S 1.07900000                                               | CUSIP: Q97423RF8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $96780.24     | 0.00%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1910 3.5% 01/01/44                                 | FANNIE MAE POOL UMBS P#FS1910 3.50000000                                                       | CUSIP: 3140XHDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232303 | NS      | $217776.52    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSI 2% 11/13/31/GBP/                              | SP TRANSMISSION PLC /GBP/ REGD REG S 2.00000000                                                | CUSIP: G84016AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $95300.22     | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IMERYS SA 1.5% 01/15/27/EUR/                                | IMERYS SA /EUR/ REGD REG S EMTN 1.50000000                                                     | CUSIP: F49644FR7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2891595.82   | 0.04%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF N 0.375% 03/26/30/EUR/                              | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.37500000                                           | CUSIP: C068405K1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $86279.49     | 0.00%             | 2030-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN 1.45% 05/16/29/EUR/                              | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 1.45000000                                         | CUSIP: Q9194UAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1814798.08   | 0.02%             | 2029-05-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 01/30/26/EUR/                              | REPUBLIC OF PERU /EUR/ REGD 2.75000000                                                         | CUSIP: P87324BP6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      825000 | NS      | $836050.87    | 0.01%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JAN 23                                 | G2SF  30 YR TBA 4.5% JAN 23    TO BE ANNOUNCED 4.50000000                                      | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      650000 | NS      | $631109.38    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.125% 09/09/49/EUR/                              | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000                                       | CUSIP: F4041GUJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $56934.24     | 0.00%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.375% 09/02/50/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: D5S07LGX3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      373000 | NS      | $202917.80    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 5.5% 01/31/42/ILS/                              | ISRAEL FIXED BOND /ILS/ REGD SER 0142 5.50000000                                               | CUSIP: M5920BAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      290000 | NS      | $107383.57    | 0.00%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 1.625% 10/11/26/GBP/                              | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 1.62500000                                             | CUSIP: G6661MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $873702.14    | 0.01%             | 2026-10-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2577 3.5% 11/01/25                                 | FREDDIE MAC POOL UMBS P#ZA2577 3.50000000                                                      | CUSIP: 31329K2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      174157 | NS      | $170283.45    | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/24/25                              | GOLDMAN SACHS GROUP INC REGD V/R 1.75700000                                                    | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      120000 | NS      | $114864.69    | 0.00%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27                                   | ING GROEP NV REGD V/R SER VAR 1.72600000                                                       | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1465000 | NS      | $1294311.62   | 0.02%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3% 07/31/24                                    | UNITED STATES TREASURY NOTE 3.00000000                                                         | CUSIP: 91282CFA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $975742.19    | 0.01%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 2.6% 11/21/24                                    | ABBVIE INC REGD SER WI 2.60000000                                                              | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      345000 | NS      | $330209.10    | 0.00%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLI 3.25% 08/15/32                              | COLGATE-PALMOLIVE CO REGD 3.25000000                                                           | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      680000 | NS      | $616091.71    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEDIOBANC 1.125% 07/15/25/EUR/                              | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: T10584ZU6<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      975000 | NS      | $974285.52    | 0.01%             | 2025-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.75% 10/04/41/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.75000000                                         | CUSIP: N6S779PV6<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      200000 | NS      | $139673.17    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% FEB 23                                   | FNMA 30YR TBA 5.5% FEB 23      TO BE ANNOUNCED 5.50000000                                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7400000 | NS      | $7418742.87   | 0.09%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 4.125% 09/08/25/EUR/                              | RAIFFEISEN BANK INTL /EUR/ REGD REG S EMTN 4.12500000                                          | CUSIP: A6S36JBA9<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |     3000000 | NS      | $3154094.33   | 0.04%             | 2025-09-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD COR 4.5% 07/15/27                              | KINROSS GOLD CORP REGD SER WI 4.50000000                                                       | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     2500000 | NS      | $2374719.73   | 0.03%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.375% 05/24/29/EUR/                              | APPLE INC /EUR/ REGD 1.37500000                                                                | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | NS      | $95616.23     | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINA 0.7% 05/28/24                              | ASTRAZENECA FINANCE LLC REGD 0.70000000                                                        | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      105000 | NS      | $99000.23     | 0.00%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEAL 2.803% 08/15/50                              | MULTICARE HEALTH SYSTEM REGD 2.80300000                                                        | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $594036.12    | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN 0.001% 10/17/25/JPY/                              | JAPAN FINANCE CORP /JPY/ REGD SER 57 0.00100000                                                | CUSIP: J2689RCV4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   200000000 | NS      | $1517845.53   | 0.02%             | 2025-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 09/15/33/AUD/                              | TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000                                             | CUSIP: Q9194YMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      900000 | NS      | $476508.78    | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 09/20/35/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 20 2.50000000                                             | CUSIP: J2615Q5T8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   156800000 | NS      | $1432203.84   | 0.02%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 6.9% 05/15/53                              | DOW CHEMICAL CO/THE REGD 6.90000000                                                            | CUSIP: 260543DH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | NS      | $213132.29    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C6 2.595% 11/15/29                               | BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL ASB REGD 2.59500000                                | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | NS      | $538881.90    | 0.01%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.375% 01/28/50/EUR/                                | ROMANIA /EUR/ REGD REG S EMTN 3.37500000                                                       | CUSIP: X7360WBF8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1265000 | NS      | $778025.45    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV 2% 09/20/28/EUR/                               | ING GROEP NV /EUR/ REGD REG S EMTN 2.00000000                                                  | CUSIP: N4578EJW9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | NS      | $765061.73    | 0.01%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 6.125% 02/01/25                                    | EQT CORP REGD 6.62500000                                                                       | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       30000 | NS      | $30070.50     | 0.00%             | 2025-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 1.25% 06/27/37/CHF/                              | SWITZERLAND /CHF/ REGD REG S 1.25000000                                                        | CUSIP: H7T729EM7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      150000 | NS      | $154125.34    | 0.00%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 03/15/24/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD MTN SER GMTN 0.00000000                                    | CUSIP: B3821STQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      300000 | NS      | $310152.82    | 0.00%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.85% 06/04/27/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.85000000                                           | CUSIP: Y6S39BXP0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   363000000 | NS      | $52582743.39  | 0.67%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS  2.875% 04/15/30                              | GENERAL MILLS INC REGD 2.87500000                                                              | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1010000 | NS      | $873931.85    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 03/01/37/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 16Y 0.95000000                                   | CUSIP: T6052BYU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1134000 | NS      | $757455.39    | 0.01%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.625% 01/12/27/EUR/                              | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: D4S75UKD2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $193514.31    | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.1% 12/15/29                              | REALTY INCOME CORP REGD 3.10000000                                                             | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      800000 | NS      | $698845.80    | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 5.5% 01/04/31/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 00 5.50000000                                    | CUSIP: D20658PR1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      700000 | NS      | $908118.81    | 0.01%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOUSING &D 1.76% 02/24/27/SGD/                              | HOUSING &DEVELOPMENT BRD /SGD/ REGD REG S MTN 1.76000000                                       | CUSIP: Y3729WAS5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      250000 | NS      | $174089.66    | 0.00%             | 2027-02-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 3.375% 04/06/28/EUR/                              | VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 3.37500000                                        | CUSIP: D9452WML0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1450000 | NS      | $1454801.47   | 0.02%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                                   | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                       | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      991800 | NS      | $814538.62    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 2.75% 07/23/29/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 105 2.75000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     5810000 | NS      | $221870.53    | 0.00%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 03/10/50/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 5003 1.50000000                                             | CUSIP: Y7277FC99<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  7596800000 | NS      | $3770195.36   | 0.05%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 07/22/28/GBP/                              | HSBC HOLDINGS PLC /GBP/ REGD V/R 3.00000000                                                    | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1051421.35   | 0.01%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                                 | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                       | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      829742 | NS      | $799535.55    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV 3% 02/18/26/GBP/                               | ING GROEP NV /GBP/ REGD REG S EMTN 3.00000000                                                  | CUSIP: N4578EKG2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2248999.92   | 0.03%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOL 1.6% 04/01/26                              | TELEDYNE TECHNOLOGIES IN REGD 1.60000000                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       80000 | NS      | $71605.18     | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NTT FINANC 0.01% 03/03/25/EUR/                              | NTT FINANCE CORP /EUR/ REGD REG S 0.01000000                                                   | CUSIP: J5S39RAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      500000 | NS      | $496379.43    | 0.01%             | 2025-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBRD 2.5% 03/19/24                                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.50000000                                 | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      465000 | NS      | $452156.02    | 0.01%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 3.5% 12/01/49                               | XCEL ENERGY INC REGD 3.50000000                                                                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       20000 | NS      | $14694.63     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 0.125% 03/09/29/EUR/                              | COCA-COLA CO/THE /EUR/ REGD 0.12500000                                                         | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     4800000 | NS      | $4225355.52   | 0.05%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.748% 09/15/27                               | BANK 2017-BNK7 SER 2017-BNK7 CL AS REGD 3.74800000                                             | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | NS      | $685661.33    | 0.01%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR23                                 | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -99 | NC      | $-10685039.11 | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BAT INTL F 2.25% 09/09/52/GBP/                              | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000                                          | CUSIP: G08820HD0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $748306.17    | 0.01%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.65% 07/16/32/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 1.65000000                                                    | CUSIP: X6694NCD1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      230000 | NS      | $209449.24    | 0.00%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230104 000004388 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37127285.68 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AL6348 3.5% 02/01/45                                 | FANNIE MAE POOL UMBS P#AL6348 3.50000000                                                       | CUSIP: 3138EPBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239563 | NS      | $224046.98    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 4.125% 01/19/24/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD EMTN 4.12500000                                            | CUSIP: F2373XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $108018.25    | 0.00%             | 2024-01-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP 3% 01/15/52                              | NEXTERA ENERGY CAPITAL REGD 3.00000000                                                         | CUSIP: 65339KCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $65836.74     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STG GLOBA 1.375% 09/24/25/EUR/                              | STG GLOBAL FINANCE BV /EUR/ REGD REG S SER . 1.37500000                                        | CUSIP: N8257EAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      344000 | NS      | $334268.82    | 0.00%             | 2025-09-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CR ZCP 05/11/37                              | SWEDISH EXPORT CREDIT REGD ZCP MTN 0.00000000                                                  | CUSIP: 00254ECJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      224000 | NS      | $112813.17    | 0.00%             | 2037-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABA 1% 04/26/27/EUR/                              | BANCO DE SABADELL SA /EUR/ REGD REG S 1.00000000                                               | CUSIP: E1581BUT0<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $96562.73     | 0.00%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.2% 12/04/36/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 49 4.20000000                                              | CUSIP: X1761RAU5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     5390000 | NS      | $219450.46    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JCDECAUX  2.625% 04/24/28/EUR/                              | JCDECAUX SE /EUR/ REGD REG S 2.62500000                                                        | CUSIP: F5333NCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $953162.92    | 0.01%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | THB/USD FWD 20230315 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66828.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GO 0.75% 04/15/31/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.75000000                                                       | CUSIP: X8T03RAC7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      321000 | NS      | $287254.80    | 0.00%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TERNA RET 0.375% 09/25/30/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: T9451NAP8<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      825000 | NS      | $669047.35    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CO 5% 01/21/44                              | BANK OF AMERICA CORP REGD MTN 5.00000000                                                       | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18379.60     | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO STABI 1.85% 12/01/55/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.85000000                                      | CUSIP: L3333SAZ0<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |      180000 | NS      | $143787.81    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.8% 01/26/62/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 3.80000000                                                      | CUSIP: A7S57KAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      210000 | NS      | $257040.82    | 0.00%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| THALES SA 0% 03/26/26/EUR/                                  | THALES SA /EUR/ REGD REG S EMTN 0.00000000                                                     | CUSIP: F9156MGF9<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |     3800000 | NS      | $3610906.10   | 0.05%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7036 3% 04/01/29                                   | FREDDIE MAC POOL UMBS P#ZS7036 3.00000000                                                      | CUSIP: 3132A7Y96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48249 | NS      | $46428.30     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO 2.5% 05/02/29/GBP/                              | WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 2.50000000                                         | CUSIP: U94974KF5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1505062.89   | 0.02%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COOPERATI 0.625% 04/26/26/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: N22615G56<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $98369.00     | 0.00%             | 2026-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR23                                 | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          87 | NC      | $17841796.96  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK  3.75% 09/07/29/EUR/                              | CAIXABANK SA /EUR/ REGD REG S EMTN 3.75000000                                                  | CUSIP: E2R193G73<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2500000 | NS      | $2618711.36   | 0.03%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 4.125% 07/15/27                                | TAPESTRY INC REGD 4.12500000                                                                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     2020000 | NS      | $1886188.78   | 0.02%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAMES WATE 5.5% 02/11/41/GBP/                              | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 5.50000000                                         | CUSIP: G9158GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1050000 | NS      | $1192715.68   | 0.02%             | 2041-02-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATI 4.15% 05/01/47                              | KAISER FOUNDATION HOSPIT REGD 4.15000000                                                       | CUSIP: 48305QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | NS      | $1024033.97   | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPAN 2% 09/01/29                              | WALT DISNEY COMPANY/THE REGD 2.00000000                                                        | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      790000 | NS      | $664173.32    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO 2.1% 06/01/30                                    | KELLOGG CO REGD 2.10000000                                                                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      200000 | NS      | $163074.16    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.95% 01/10/21/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                      | CUSIP: D5S07LHC8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      195000 | NS      | $81461.58     | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REALTY INC 1.75% 07/13/33/GBP/                              | REALTY INCOME CORP /GBP/ REGD 1.75000000                                                       | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1100000 | NS      | $914005.09    | 0.01%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAA F 6.45% 12/10/31/GBP/                                   | BAA FUNDING LTD /GBP/_________  REGD REG S EMTN 6.45000000                                     | CUSIP: G4R1K3AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      225000 | NS      | $279177.49    | 0.00%             | 2031-12-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL G 0.41% 01/20/26/EUR/                              | NATIONAL GRID NA INC /EUR/ REGD REG S EMTN 0.41000000                                          | CUSIP: U6300ABP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2410107.42   | 0.03%             | 2026-01-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| NISSAN MO 2.652% 03/17/26/EUR/                              | NISSAN MOTOR CO /EUR/ REGD REG S 2.65200000                                                    | CUSIP: J57160EC3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     4800000 | NS      | $4762457.65   | 0.06%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.7% 11/15/54                              | LOCKHEED MARTIN CORP REGD 5.70000000                                                           | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      400000 | NS      | $423697.95    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.35% 02/15/33                              | UNITEDHEALTH GROUP INC REGD 5.35000000                                                         | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      330000 | NS      | $341465.75    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INFINEON  1.625% 06/24/29/EUR/                              | INFINEON TECHNOLOGIES AG /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: D35415BH6<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $928058.72    | 0.01%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.125% 06/09/41/EUR/                              | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.12500000                                             | CUSIP: N85094RX5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $67068.83     | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CLARION FU 1.25% 11/13/32/GBP/                              | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.25000000                                           | CUSIP: G2R64SAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $832386.22    | 0.01%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBRD V/R 05/31/26                                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R MTN SER GDIF 1.59786000                | CUSIP: U4586FGD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     1000000 | NS      | $913556.00    | 0.01%             | 2026-05-31      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AME 2.3% 07/25/25/GBP/                              | BANK OF AMERICA CORP /GBP/ REGD REG S EMTN 2.30000000                                          | CUSIP: U0R8A1YH4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1133073.83   | 0.01%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REN FINANC 1.75% 01/18/28/EUR/                              | REN FINANCE BV /EUR/ REGD REG S EMTN 1.75000000                                                | CUSIP: N7S029AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $961700.82    | 0.01%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN 0.478% 02/28/25/JPY/                              | JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 69 0.47800000                                           | CUSIP: J2S20ELN9<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $766707.11    | 0.01%             | 2025-02-28      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.2% 03/20/31/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 125 2.20000000                                            | CUSIP: J2615Q3X1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   768850000 | NS      | $6654325.28   | 0.08%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 4.15% 01/15/43                              | ATMOS ENERGY CORP REGD 4.15000000                                                              | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8465.78      | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62030 3.5% 06/01/45                                | FREDDIE MAC GOLD POOL P#T62030 3.50000000                                                      | CUSIP: 3128S3HF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      829120 | NS      | $751297.39    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESTOR A 2.75% 06/10/32/EUR/                              | INVESTOR AB /EUR/ REGD REG S 2.75000000                                                        | CUSIP: W5R109BC6<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $984775.44    | 0.01%             | 2032-06-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4044 3.5% 06/01/35                                 | FANNIE MAE POOL UMBS P#MA4044 3.50000000                                                       | CUSIP: 31418DP63<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -30839 | NS      | $-29550.75    | -0.00%            | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GR 3.125% 06/15/31/EUR/                              | ALTRIA GROUP INC /EUR/ REGD 3.12500000                                                         | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1773037.68   | 0.02%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/50/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 1.50000000                                                         | CUSIP: F43750KD3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2391000 | NS      | $1751879.30   | 0.02%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GEN 0.5% 01/28/26/EUR/                              | SOCIETE GENERALE SFH /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: F849BNCZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $98353.53     | 0.00%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.625% 03/15/52                                     | HCA INC REGD 144A P/P 4.62500000                                                               | CUSIP: 404119CG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | NS      | $270424.09    | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVER 1% 11/12/26/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1059 1.00000000                                              | CUSIP: W77537TA1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     4770000 | NS      | $429883.06    | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FERROVIAL 1.375% 03/31/25/EUR/                              | FERROVIAL EMISIONES SA /EUR/ REGD REG S SER . 1.37500000                                       | CUSIP: E5092DAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1006315.04   | 0.01%             | 2025-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESID 1% 01/17/28/EUR/                              | AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: N01767AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $861466.03    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.9% 06/22/29/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 87 0.90000000                                                   | CUSIP: B1121KEK7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1504000 | NS      | $1425243.21   | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY 4.25% 06/01/28                              | DOMINION ENERGY INC REGD 4.25000000                                                            | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       20000 | NS      | $19073.95     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5931 4% 05/20/49                                | GINNIE MAE II POOL P#MA5931 4.00000000                                                         | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575019 | NS      | $549971.16    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 2.031% 08/03/32/EUR/                              | PROSUS NV /EUR/ REGD REG S EMTN 2.03100000                                                     | CUSIP: N7163RAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1132068.29   | 0.01%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| OPTIVO FI 3.283% 03/22/48/GBP/                              | OPTIVO FINANCE PLC /GBP/ REGD REG S 3.28300000                                                 | CUSIP: G8848RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1670899.40   | 0.02%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.625% 11/04/23/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.62500000                                                | CUSIP: L3334EBB2<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |      925000 | NS      | $973289.84    | 0.01%             | 2023-11-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GNMA P#BD4016 3% 10/15/49                                   | GINNIE MAE I POOL P#BD4016 3.00000000                                                          | CUSIP: 3617BKN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212173 | NS      | $188792.04    | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE R 4.375% 08/04/25                              | COOPERATIEVE RABOBANK UA REGD 4.37500000                                                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      890000 | NS      | $869473.47    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                              | BRIXMOR OPERATING PART REGD 4.05000000                                                         | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1175000 | NS      | $1030826.03   | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EU 0% 01/20/31/EUR/                              | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.00000000                                             | CUSIP: F2R96AER0<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $4192292.42   | 0.05%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 3.875% 03/01/52                              | VERIZON COMMUNICATIONS REGD 3.87500000                                                         | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      370000 | NS      | $282592.08    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 11/18/33/GBP/                              | MORGAN STANLEY /GBP/ REGD V/R 5.78900000                                                       | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4300000 | NS      | $5204473.43   | 0.07%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  5.875% 03/31/25                              | CHENIERE CORP CHRISTI HD REGD SER WI 5.87500000                                                | CUSIP: 16412XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | NS      | $367069.19    | 0.00%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.864% 01/01/52                              | PIEDMONT HEALTHCARE INC REGD 2.86400000                                                        | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | NS      | $1886.75      | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.207% 01/19/26/EUR/                              | PROSUS NV /EUR/ REGD REG S EMTN 1.20700000                                                     | CUSIP: N7163RBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4000000 | NS      | $3846306.61   | 0.05%             | 2026-01-19      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| VONOVIA FIN 1.5% 03/31/25/EUR/                              | VONOVIA FINANCE BV /EUR/ REGD EMTN SER DIP 1.50000000                                          | CUSIP: N8172PAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $2050318.48   | 0.03%             | 2025-03-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN SER NC7 1.62500000                           | CUSIP: F9382DAC8<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $867845.91    | 0.01%             | 2171-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.5% 05/06/25/EUR/                              | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S 0.50000000                                           | CUSIP: C69798AE3<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     6800000 | NS      | $6798074.15   | 0.09%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 3.55% 03/01/36                              | JOHNSON & JOHNSON REGD 3.55000000                                                              | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       15000 | NS      | $13352.81     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.125% 08/15/46                              | VERIZON COMMUNICATIONS REGD 4.12500000                                                         | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       80000 | NS      | $63954.24     | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.767% 05/15/15                              | UNIV OF CALIFORNIA CA REVENUES REGD N/C B/E 4.76700000                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       20000 | NS      | $16316.32     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IDR/USD FWD 20230315 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23369.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKRE 1% 04/01/25/DKK/                              | JYSKE REALKREDIT A/S /DKK/ REGD SER 32IE 1.00000000                                            | CUSIP: K1R19DGE1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      400000 | NS      | $54635.80     | 0.00%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8038 3% 07/01/51                                   | FANNIE MAE POOL UMBS P#FM8038 3.00000000                                                       | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1610652 | NS      | $1417771.56   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SA 0.625% 03/23/23/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 0.62500000                                           | CUSIP: T5R13HYG5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $106664.13    | 0.00%             | 2023-03-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AUCKLAND CO 1.5% 11/28/25/CHF/                              | AUCKLAND COUNCIL /CHF/ REGD REG S EMTN 1.50000000                                              | CUSIP: Q0649WAM0<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |      300000 | NS      | $322686.04    | 0.00%             | 2025-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SELP FINAN 3.75% 08/10/27/EUR/                              | SELP FINANCE SARL /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: L8177FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      825000 | NS      | $820303.89    | 0.01%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 07/31/26                                | UNITED STATES TREASURY NOTE 0.62500000                                                         | CUSIP: 91282CCP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2350000 | NS      | $2079015.63   | 0.03%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ITV PLC 1.375% 09/26/26/EUR/                                | ITV PLC /EUR/ REGD REG S 1.37500000                                                            | CUSIP: G4984ACB6<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1449426.74   | 0.02%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOLDING D'I 2.5% 05/04/27/EUR/                              | HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: F4946SAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1600000 | NS      | $1574017.05   | 0.02%             | 2027-05-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO M 0.01% 10/15/27/EUR/                              | SUMITOMO MITSUI TR BK LT /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: J7771YJN8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      100000 | NS      | $90128.03     | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORDO 2020-B A 0.79% 01/16/24                               | FORD CREDIT AUTO OWNER TRUST 2020-B SER 2020-B CL A4 REGD 0.79000000                           | CUSIP: 34533GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | NS      | $816808.44    | 0.01%             | 2025-11-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9311 1.5% 10/01/36                                 | FANNIE MAE POOL UMBS P#FM9311 1.50000000                                                       | CUSIP: 3140XDKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177799 | NS      | $154178.46    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG  0.625% 09/02/25                              | JAPAN FIN ORG MUNICIPAL REGD REG S EMTN 0.62500000                                             | CUSIP: J2820R5W0<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |     1000000 | NS      | $895739.48    | 0.01%             | 2025-09-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT E 3.395% 04/09/30                              | NARRAGANSETT ELECTRIC REGD 144A P/P 3.39500000                                                 | CUSIP: 631005BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $179186.34    | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN ST 1.875% 04/27/27/EUR/                              | MORGAN STANLEY /EUR/ REGD EMTN SER GMTN 1.87500000                                             | CUSIP: U6176SQ60<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2436906.14   | 0.03%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAGE GROU 2.875% 02/08/34/GBP/                              | SAGE GROUP PLC (THE) /GBP/ REGD REG S 2.87500000                                               | CUSIP: G7771KD72<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     3500000 | NS      | $3246915.56   | 0.04%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 1.5% 05/23/28/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 1.50000000                                                   | CUSIP: F105CEKH9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $461186.25    | 0.01%             | 2028-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230112 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29466.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP 6% 04/23/30                               | HYATT HOTELS CORP REGD 6.00000000                                                              | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      225000 | NS      | $220667.48    | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CO9990 3.5% 08/20/45                              | GINNIE MAE II POOL P#CO9990 3.50000000                                                         | CUSIP: 3617FNC33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2562781 | NS      | $2376291.76   | 0.03%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL  0.625% 09/18/24/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 0.62500000                              | CUSIP: Q65336RX1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1024810.47   | 0.01%             | 2024-09-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES  5.375% 03/15/44                              | CF INDUSTRIES INC REGD 5.37500000                                                              | CUSIP: 12527GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | NS      | $108607.43    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 05/20/41/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 697 0.00000000                                    | CUSIP: H617312W6<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $144253.50    | 0.00%             | 2041-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 3.49% 05/28/30                              | BANCO SANTANDER SA REGD 3.49000000                                                             | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | NS      | $1691236.24   | 0.02%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CAR 3.2% 12/01/31                              | SABRA HEALTH CARE LP REGD 3.20000000                                                           | CUSIP: 78574MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | NS      | $220233.60    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE  0% 06/17/24/EUR/                              | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: N30706EK2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4375000 | NS      | $4455239.57   | 0.06%             | 2024-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0% 08/15/25/EUR/                                   | SNAM SPA /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: T8578NRQ8<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     2000000 | NS      | $1941595.02   | 0.02%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 3.42108000                     | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9689391 | NS      | $9513374.43   | 0.12%             | 2065-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 04/06/27/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 682 0.00000000                                    | CUSIP: H61731X69<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | NS      | $99951.33     | 0.00%             | 2027-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.5% 04/15/27                                | HOME DEPOT INC REGD 2.50000000                                                                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | NS      | $92165.09     | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/27                                    | BNP PARIBAS REGD V/R 144A P/P 1.32300000                                                       | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1200000 | NS      | $1048488.26   | 0.01%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 03/21/47/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 150 3.00000000                                      | CUSIP: Q08184MX0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      696000 | NS      | $376310.90    | 0.00%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS L 3.75% 07/08/30                              | VALE OVERSEAS LIMITED REGD 3.75000000                                                          | CUSIP: 91911TAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      245000 | NS      | $214421.70    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 07/29/24/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 670 0.00000000                                    | CUSIP: H61731U47<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      250000 | NS      | $263332.22    | 0.00%             | 2024-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                              | CDW LLC/CDW FINANCE REGD 3.27600000                                                            | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | NS      | $292806.72    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.875% 10/28/24/EUR/                                | ROMANIA /EUR/ REGD EMTN 2.87500000                                                             | CUSIP: X7360WAD4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1475000 | NS      | $1551832.19   | 0.02%             | 2024-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTESA SA 0.375% 09/14/26/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S 0.37500000                                                | CUSIP: T9658PDT3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $95961.34     | 0.00%             | 2026-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 04/23/30/EUR/                                    | KFW /EUR/ REGD EMTN 0.37500000                                                                 | CUSIP: D4S46MCX1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      360000 | NS      | $318725.97    | 0.00%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.625% 08/31/28/EUR/                              | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.62500000                                            | CUSIP: D170N8BA1<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |      140000 | NS      | $131328.54    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32                              | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      600000 | NS      | $475370.35    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CR 1% 05/23/25/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.00000000                                        | CUSIP: F07336JJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $4030452.52   | 0.05%             | 2025-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 08/23/32/EUR/                               | SWEDBANK AB /EUR/ REGD V/R REG S EMTN SER GMTN 3.62500000                                      | CUSIP: W94240BC6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1500000 | NS      | $1481877.43   | 0.02%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SSE PLC V/R /PERP//EUR/                                     | SSE PLC /EUR/ REGD V/R /PERP/ REG S 3.12500000                                                 | CUSIP: G8842PSA1<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     3000000 | NS      | $2898243.32   | 0.04%             | 2171-07-14      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.625% 03/03/26/EUR/                                 | UNEDIC /EUR/ REGD REG S EMTN 0.62500000                                                        | CUSIP: F9627MGY9<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $98966.10     | 0.00%             | 2026-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOODMAN A 1.375% 09/27/25/EUR/                              | GOODMAN AUSTRALIA FIN /EUR/ REGD REG S 1.37500000                                              | CUSIP: Q42168AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2758000 | NS      | $2710277.31   | 0.03%             | 2025-09-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/ 1% 03/09/41/EUR/                              | COCA-COLA CO/THE /EUR/ REGD 1.00000000                                                         | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      800000 | NS      | $553054.40    | 0.01%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JAN 23                                   | FNMA 30YR TBA 4.5% JAN 23      TO BE ANNOUNCED 4.50000000                                      | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -16200000 | NS      | $-15605156.25 | -0.20%            | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.921% 07/06/48/MYR/                              | MALAYSIA GOVERNMENT /MYR/ REGD SER 0518 4.92100000                                             | CUSIP: Y2R35QCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      550000 | NS      | $130129.36    | 0.00%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.9% 04/01/31/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 0.90000000                                   | CUSIP: T6052BXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1957000 | NS      | $1598926.76   | 0.02%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/41/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 177 0.40000000                                            | CUSIP: J2S39LNP5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   688850000 | NS      | $4509962.46   | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 01/10/31/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: D5S19DCN3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      479000 | NS      | $402505.25    | 0.01%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 4.5% 04/15/52                              | KEURIG DR PEPPER INC REGD 4.50000000                                                           | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      775000 | NS      | $649443.69    | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 05/08/26/EUR/                              | MORGAN STANLEY /EUR/ REGD V/R 2.10300000                                                       | CUSIP: U6176TKC1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      900000 | NS      | $917920.71    | 0.01%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.42% 07/02/24/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1908 3.42000000                                          | CUSIP: Y1456THJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    28000000 | NS      | $4088301.00   | 0.05%             | 2024-07-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 08/15/45                                | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1185000 | NS      | $961470.12    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31                                | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3500000 | NS      | $2861660.17   | 0.04%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAE 4% 04/04/25/GBP/                              | AP MOLLER-MAERSK A/S /GBP/ REGD EMTN 4.00000000                                                | CUSIP: K0514GAB7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      800000 | NS      | $932216.47    | 0.01%             | 2025-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/22/30/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 2.00000000                                                   | CUSIP: N4578EJT6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $2972746.64   | 0.04%             | 2030-03-22      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/26/DKK/                              | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                         | CUSIP: K8094KRU9<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1300000 | NS      | $174257.75    | 0.00%             | 2026-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.6% 10/15/38                                  | COMCAST CORP REGD 4.60000000                                                                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      120000 | NS      | $111394.91    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.875% 10/15/25/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 2.87500000                                                    | CUSIP: X0R4CRAQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      820000 | NS      | $877768.98    | 0.01%             | 2025-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CROATIA 1.125% 06/19/29/EUR/                                | CROATIA /EUR/ REGD REG S 1.12500000                                                            | CUSIP: X7330ZFL1<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     1000000 | NS      | $907152.83    | 0.01%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28                              | FREEPORT-MCMORAN INC REGD 4.12500000                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1386121.01   | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPER 3.945% 08/04/25                              | CANADIAN IMPERIAL BANK REGD 3.94500000                                                         | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      805000 | NS      | $786877.59    | 0.01%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA  0.25% 03/26/24/EUR/                              | VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: X9T03KCX2<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |      100000 | NS      | $102783.54    | 0.00%             | 2024-03-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9166 3% 10/01/51                                   | FANNIE MAE POOL UMBS P#FM9166 3.00000000                                                       | CUSIP: 3140XDFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1365290 | NS      | $1202483.64   | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 09/22/26                                  | UNICREDIT SPA REGD V/R 144A P/P 2.56900000                                                     | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3000000 | NS      | $2658892.17   | 0.03%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FHR 5210 AI 3.5% 01/25/42                                   | FREDDIE MAC REMICS SER 5210 CL AI 3.50000000                                                   | CUSIP: 3137H6W92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4628796 | NS      | $655513.42    | 0.01%             | 2042-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 2.35% 11/13/40                              | BRISTOL-MYERS SQUIBB CO REGD 2.35000000                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       75000 | NS      | $51920.05     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3135 4% 08/01/27                                   | FANNIE MAE POOL UMBS P#AL3135 4.00000000                                                       | CUSIP: 3138EKPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26737 | NS      | $26111.49     | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 1.75% 11/25/27/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: F1272PHE0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      600000 | NS      | $600329.76    | 0.01%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.1% 11/15/32                                     | ONEOK INC REGD 6.10000000                                                                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      175000 | NS      | $176091.07    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO 4.3% 02/01/49                              | DUKE ENERGY OHIO INC REGD 4.30000000                                                           | CUSIP: 26442EAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | NS      | $65688.45     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENEC 1.25% 05/12/28/EUR/                              | ASTRAZENECA PLC /EUR/ REGD REG S EMTN 1.25000000                                               | CUSIP: G0593MAH0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $957421.17    | 0.01%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS T 0.25% 12/05/24/EUR/                              | ILLINOIS TOOL WORKS INC /EUR/ REGD 0.25000000                                                  | CUSIP: 452308AY5<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     2700000 | NS      | $2726247.27   | 0.03%             | 2024-12-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WERFENLIFE  0.5% 10/28/26/EUR/                              | WERFENLIFE SA /EUR/ REGD REG S 0.50000000                                                      | CUSIP: E9809QAA9<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |     1200000 | NS      | $1113978.76   | 0.01%             | 2026-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2% 05/15/30                              | UNITEDHEALTH GROUP INC REGD 2.00000000                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      160000 | NS      | $132269.68    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.5% 11/13/37/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.50000000                                            | CUSIP: B3821SSL2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $1460001.03   | 0.02%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.5% 04/04/25/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.50000000                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     3575000 | NS      | $3629071.31   | 0.05%             | 2025-04-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/11/32/EUR/                              | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                                 | CUSIP: A0793ZAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      100000 | NS      | $103924.64    | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINAN 4.875% 03/15/44                              | LYB INTL FINANCE BV REGD 4.87500000                                                            | CUSIP: 50247VAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      550000 | NS      | $461075.08    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| F/C SWISS FED BND FUT MAR23                                 | FUTURE CONTRACT ON           SWISS FED BND FUT MAR23 /CHF/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |          49 | NC      | $7336884.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET F 1.875% 03/03/28/EUR/                              | EASYJET FINCO BV /EUR/ REGD REG S EMTN 1.87500000                                              | CUSIP: N29537AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2700000 | NS      | $2321276.13   | 0.03%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON C 0.375% 09/15/27/EUR/                              | JOHNSON CONTROLS/TYCO FI /EUR/ REGD 0.37500000                                                 | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $914264.90    | 0.01%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER F 1.75% 11/16/28/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.75000000                                              | CUSIP: N9023BCB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $986993.42    | 0.01%             | 2028-11-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.8% 03/24/29/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000                                           | CUSIP: Y6S39BM56<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    37000000 | NS      | $5325100.34   | 0.07%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE  0.875% 07/22/25/EUR/                              | BANCO DE SABADELL SA /EUR/ REGD REG S EMTN 0.87500000                                          | CUSIP: E1581BE92<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     2500000 | NS      | $2440251.29   | 0.03%             | 2025-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA7078 3.5% 06/01/39                                 | FREDDIE MAC POOL UMBS P#ZA7078 3.50000000                                                      | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      284775 | NS      | $267671.45    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.75% 07/01/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 1.75000000                                    | CUSIP: T6052BSH2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      910000 | NS      | $953288.86    | 0.01%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUT 1.25% 05/31/24/EUR/                              | CREDIT MUTUEL ARKEA /EUR/ REGD REG S 1.25000000                                                | CUSIP: F2850KH74<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1036722.24   | 0.01%             | 2024-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BERLIN HY 0.375% 02/21/25/EUR/                              | BERLIN HYP AG /EUR/ REGD REG S SER 200 0.37500000                                              | CUSIP: D0R6FVCG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $100672.61    | 0.00%             | 2025-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 01/22/45/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                                | CUSIP: G4527HDA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     3037000 | NS      | $3372956.63   | 0.04%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/26/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4BP3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1370000 | NS      | $1342619.29   | 0.02%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 2.85% 10/01/26                                | DTE ENERGY CO REGD 2.85000000                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      250000 | NS      | $230941.61    | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.95% 11/17/36/EUR/                              | REPUBLIC OF PERU /EUR/ REGD 1.95000000                                                         | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1000000 | NS      | $732547.46    | 0.01%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SA 0.25% 01/26/28/EUR/                              | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: U3823EMT9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $876891.21    | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.2% 04/15/48                                     | MYLAN INC REGD SER WI 5.20000000                                                               | CUSIP: 628530BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $22477.02     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EURO STABI 0.01% 10/15/31/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD REG S 0.01000000                                           | CUSIP: L3333SBL0<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | CORP              | N/A       |     3900000 | NS      | $3196609.84   | 0.04%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 9.375% 04/15/30                                | HYDRO-QUEBEC REGD SER HK 9.37500000                                                            | CUSIP: 448814DF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      500000 | NS      | $639303.66    | 0.01%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN  6.375% 05/15/40  /GB                              | SOUTHERN  6.375% 05/15/40  /GB 6.37500000                                                      | CUSIP: G82920AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      825000 | NS      | $1041434.16   | 0.01%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 01/27/28/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000                         | CUSIP: N22616RL7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | NS      | $757870.50    | 0.01%             | 2028-01-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/02/26                              | BANK OF AMERICA CORP REGD V/R MTN 3.38400000                                                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $955788.57    | 0.01%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 3.75% 06/15/50                                 | ENTERGY CORP REGD 3.75000000                                                                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       30000 | NS      | $22243.71     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 1% 12/18/24/SEK/                              | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 579 1.00000000                                 | CUSIP: W8T54E8C8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $182669.64    | 0.00%             | 2024-12-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 2.375% 02/26/27/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.37500000                                              | CUSIP: D4S59J4Z6<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $103737.95    | 0.00%             | 2027-02-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE 2.125% 10/01/31/GBP/                              | MACQUARIE GROUP LTD /GBP/ REGD REG S EMTN 2.12500000                                           | CUSIP: Q57085HZ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     1500000 | NS      | $1351403.31   | 0.02%             | 2031-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAM 3.45% 08/01/25                              | SHERWIN-WILLIAMS CO REGD 3.45000000                                                            | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       45000 | NS      | $43298.24     | 0.00%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2705 3% 08/01/46                                   | FANNIE MAE POOL UMBS P#MA2705 3.00000000                                                       | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1228730 | NS      | $1102676.39   | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 04/21/25/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 139 3.25000000                                            | CUSIP: Q08184LZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1475000 | NS      | $999523.67    | 0.01%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 07/29/26/EUR/                              | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN SER 809 0.37500000                                       | CUSIP: D4884PSZ7<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $94189.75     | 0.00%             | 2026-07-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL 4.125% 11/02/34/EUR/                              | HONEYWELL INTERNATIONAL /EUR/ REGD 4.12500000                                                  | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     8700000 | NS      | $9192964.48   | 0.12%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4583 3.5% 09/01/42                                 | FANNIE MAE POOL UMBS P#BM4583 3.50000000                                                       | CUSIP: 3140J9CV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169770 | NS      | $159140.08    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.25% 05/15/52                                | AEP TEXAS INC REGD 5.25000000                                                                  | CUSIP: 00108WAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9636.92      | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NAT 1.5% 02/02/29/EUR/                              | SOCIETE NATIONALE SNCF /EUR/ REGD REG S EMTN 1.50000000                                        | CUSIP: F8T41WEK8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $288236.00    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONA 3% 11/26/51                              | SHELL INTERNATIONAL FIN REGD 3.00000000                                                        | CUSIP: 822582CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      380000 | NS      | $258598.17    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.35% 11/01/39                                | CALIFORNIA ST REGD N/C B/E 7.35000000                                                          | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | NS      | $122067.18    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.125% 06/17/27/EUR/                              | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 241 0.12500000                                   | CUSIP: X5S008DA0<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      162000 | NS      | $150918.81    | 0.00%             | 2027-06-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EFSF 2.375% 04/11/28/EUR/                                   | EFSF /EUR/ REGD REG S EMTN 2.37500000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |    15000000 | NS      | $15524275.75  | 0.20%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 9.85% 06/28/27/COP/                              | REPUBLIC OF COLOMBIA /COP/ REGD 9.85000000                                                     | CUSIP: P3772NBA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |   500000000 | NS      | $90821.35     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA E 0.2% 12/02/28/EUR/                              | COCA-COLA EUROPACIFIC /EUR/ REGD REG S 0.20000000                                              | CUSIP: G25839PL2<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     3000000 | NS      | $2613319.51   | 0.03%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH 2.632% 12/01/40                              | TRINITY HEALTH CORP REGD SER 2021 2.63200000                                                   | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |      233000 | NS      | $162444.77    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NOVARTIS  0.625% 09/20/28/EUR/                              | NOVARTIS FINANCE SA /EUR/ REGD REG S 0.62500000                                                | CUSIP: L7000UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | NS      | $921207.84    | 0.01%             | 2028-09-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH CO 0.25% 06/09/27/SEK/                              | SWEDISH COVERED BOND /SEK/ REGD REG S SER 148 0.25000000                                       | CUSIP: W9514TCJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $165111.50    | 0.00%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                        | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     2370000 | NS      | $188411.76    | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AVERY DENN 1.25% 03/03/25/EUR/                              | AVERY DENNISON CORP /EUR/ REGD 1.25000000                                                      | CUSIP: 053611AH2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     3326000 | NS      | $3448378.71   | 0.04%             | 2025-03-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $938671.88    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 3.522% 09/17/25                              | NISSAN MOTOR CO REGD 144A P/P 3.52200000                                                       | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     3000000 | NS      | $2789153.79   | 0.04%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIE 0.75% 03/02/32/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: N22616LF6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $86045.77     | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/40/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000                                            | CUSIP: J2S39LDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   872500000 | NS      | $5806605.84   | 0.07%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 11/24/30/EUR/                              | SOCIETE GENERALE /EUR/ REGD V/R EMTN 1.00000000                                                | CUSIP: F8586PVF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $938514.88    | 0.01%             | 2030-11-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH 3.129% 06/01/50                              | WEST VA HEALTH SYS OBL REGD SER 2020 3.12900000                                                | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $32226.43     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.35% 07/30/33/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.35000000                                                 | CUSIP: E8922ACY4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1491000 | NS      | $1423183.31   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE 3.385% 05/01/29                              | PUBLIC STORAGE REGD 3.38500000                                                                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      145000 | NS      | $131953.63    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  1.125% 04/12/30/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.12500000                                           | CUSIP: F1R83CEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $91945.02     | 0.00%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 4.85% 03/15/26/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 4.85000000                                                      | CUSIP: 052591BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      911000 | NS      | $1036569.46   | 0.01%             | 2026-03-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY INC 3.5% 04/01/27                                   | WORKDAY INC REGD 3.50000000                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      450000 | NS      | $421257.38    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5124 LI 4.5% 07/25/51                                   | FREDDIE MAC REMICS SER 5124 CL LI 4.50000000                                                   | CUSIP: 3137H1HP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12751945 | NS      | $2819027.76   | 0.04%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4828 4.5% 10/20/40                                | GINNIE MAE II POOL P#4828 4.50000000                                                           | CUSIP: 36202FLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41374 | NS      | $40449.01     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE V/R 08/26/43/EUR/                               | HANNOVER RE /EUR/ REGD V/R REG S 5.87500000                                                    | CUSIP: D6702ZAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     4600000 | NS      | $5028410.94   | 0.06%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 04/20/27/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                      | CUSIP: A0654UFG1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |     1100000 | NS      | $1066516.08   | 0.01%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 1.85% 07/01/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 5Y 1.85000000                                          | CUSIP: T6052BWF1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      980000 | NS      | $1008279.44   | 0.01%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE D 1.125% 10/22/28/EUR/                              | SOCIETE DU GRAND PARIS /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: F45204AX6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      700000 | NS      | $667654.64    | 0.01%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8234 3% 12/01/50                                   | FANNIE MAE POOL UMBS P#CA8234 3.00000000                                                       | CUSIP: 3140QGEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4212366 | NS      | $3755609.79   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 02/14/59                              | ALTRIA GROUP INC REGD 6.20000000                                                               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       28000 | NS      | $26163.14     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6838 4% 04/01/43                                   | FANNIE MAE POOL UMBS P#AL6838 4.00000000                                                       | CUSIP: 3138EPS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235000 | NS      | $225963.16    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CO 0.25% 09/14/29/EUR/                              | COMCAST CORP /EUR/ REGD 0.25000000                                                             | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3100000 | NS      | $2634108.72   | 0.03%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.875% 06/08/37/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 3.87500000                                      | CUSIP: L32482KJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $1146319.03   | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 2.7% 06/15/31                                  | VERISIGN INC REGD 2.70000000                                                                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      360000 | NS      | $294405.19    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS C 1.75% 02/01/25                              | GENUINE PARTS CO REGD 1.75000000                                                               | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      400000 | NS      | $373725.92    | 0.00%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FASTIGHET 1.875% 01/23/26/EUR/                              | FASTIGHETS AB BALDER /EUR/ REGD REG S 1.87500000                                               | CUSIP: W2951MFC0<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $1712729.47   | 0.02%             | 2026-01-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 0.75% 01/29/29/EUR/                              | LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 10Y 0.75000000                                        | CUSIP: D6T54YCU4<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |      200000 | NS      | $187275.65    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/26/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 148 0.00500000                                             | CUSIP: J2S39LNY6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   409750000 | NS      | $3112620.11   | 0.04%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 09/20/52/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 76 1.40000000                                             | CUSIP: J2S39LXG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100900000 | NS      | $734884.75    | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CLARION F 1.875% 09/07/51/GBP/                              | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.87500000                                           | CUSIP: G2R64SAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $291059.54    | 0.00%             | 2051-09-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 04/15/30                                 | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                         | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      145000 | NS      | $105528.16    | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE 0.8% 06/12/24/EUR/                              | CAPITAL ONE FINANCIAL CO /EUR/ REGD 0.80000000                                                 | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      825000 | NS      | $840066.74    | 0.01%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.625% 03/25/24/EUR/                              | SPAREBANK 1 SR BANK ASA /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: R8170UDK4<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      700000 | NS      | $721052.32    | 0.01%             | 2024-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WELLS FAR 1.375% 10/26/26/EUR/                              | WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 1.37500000                                         | CUSIP: U94974HD4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $961694.40    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.75% 06/21/51/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000                                            | CUSIP: Q08184NC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1250000 | NS      | $493199.21    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.375% 04/15/26                              | UNITED AIRLINES INC REGD 144A P/P 4.37500000                                                   | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | NS      | $486636.15    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2020-B2 2.034% 10/15/30                               | BENCHMARK 2020-B20 MORTGAGE TRUST SER 2020-B20 CL A5 REGD 2.03410000                           | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | NS      | $605449.05    | 0.01%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 5% 04/15/39/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD 5.00000000                                                 | CUSIP: L32484JT2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3500000 | NS      | $4522439.97   | 0.06%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-68 US V/R 11/25/49                                 | FANNIE MAE REMICS SER 2019-68 CL US V/R 1.61129000                                             | CUSIP: 3136B6R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6472627 | NS      | $750121.11    | 0.01%             | 2049-11-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.6% 06/15/61                              | CON EDISON CO OF NY INC REGD 3.60000000                                                        | CUSIP: 209111GB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | NS      | $150851.57    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.125% 01/30/26/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000                                                | CUSIP: G4527HRV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1730000 | NS      | $1885499.48   | 0.02%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL 5% 10/27/26/GBP/                              | AMERICA MOVIL SAB DE CV /GBP/ REGD 5.00000000                                                  | CUSIP: P0280AER8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1200000 | NS      | $1427884.42   | 0.02%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 07/24/26                              | BANK OF NY MELLON CORP REGD V/R MTN 4.41400000                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      235000 | NS      | $231606.72    | 0.00%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 07/31/27                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1900000 | NS      | $1800472.66   | 0.02%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 02/17/27/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 479 1.75000000                                             | CUSIP: R34155AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     3070000 | NS      | $297671.92    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS  5% 06/04/42                              | KRAFT HEINZ FOODS CO REGD SER WI 5.00000000                                                    | CUSIP: 50076QAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $13663.18     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8150 4% 07/20/52                                | GINNIE MAE II POOL P#MA8150 4.00000000                                                         | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212304 | NS      | $201166.51    | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEX 1.45% 10/25/33/EUR/                              | UNITED MEXICAN STATES /EUR/ REGD 1.45000000                                                    | CUSIP: P6625ABC5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     2000000 | NS      | $1517494.15   | 0.02%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER  0% 10/15/24/EUR/                              | SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 0.00000000                                            | CUSIP: N7790AG54<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1006105.23   | 0.01%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 1.5% 06/01/31/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 1.50000000                                                      | CUSIP: 135087M27<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      600000 | NS      | $384352.29    | 0.00%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H12 F V/R 07/20/70                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H12 CL F V/R 3.74923000                      | CUSIP: 38380QDH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546660 | NS      | $526427.98    | 0.01%             | 2070-07-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW 5.75% 06/07/32/GBP/                                     | KFW /GBP/ REGD EMTN SER EXCH 5.75000000                                                        | CUSIP: D40859GU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1300000 | NS      | $1761887.63   | 0.02%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/28/33                                   | ING GROEP NV REGD V/R 4.25200000                                                               | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      885000 | NS      | $781789.11    | 0.01%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230119 000005208 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6754.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                              | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN 2.70800000                                   | CUSIP: F92124BL3<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      650000 | NS      | $687095.08    | 0.01%             | 2171-05-05      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.75% 03/15/31                                        | FEDERAL HOME LOAN MORTGAGE CORP 6.75000000                                                     | CUSIP: 3134A4AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      400000 | NS      | $473252.76    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 2.1% 03/22/28                              | VERIZON COMMUNICATIONS REGD 2.10000000                                                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | NS      | $304313.05    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.4% 04/30/28/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                                 | CUSIP: E8922AFL9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      666000 | NS      | $652017.80    | 0.01%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.12% 09/13/31/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2115 3.12000000                                          | CUSIP: Y1456TLV6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    22500000 | NS      | $3253384.06   | 0.04%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 1.963% 07/19/26/EUR/                              | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 1.96300000                                           | CUSIP: Y4841MRP6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      100000 | NS      | $100824.61    | 0.00%             | 2026-07-19      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 07/04/35/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.00000000                                             | CUSIP: B3S09CAM8<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |    16150000 | NS      | $11641582.41  | 0.15%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR0025 2% 02/01/28                                   | FANNIE MAE POOL UMBS P#AR0025 2.00000000                                                       | CUSIP: 3138NWA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15602 | NS      | $14683.85     | 0.00%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.3% 05/01/24                              | KINDER MORGAN ENER PART REGD 4.30000000                                                        | CUSIP: 28370TAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | NS      | $3159739.30   | 0.04%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 4.75% 03/15/39                              | MARSH & MCLENNAN COS INC REGD 4.75000000                                                       | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      179000 | NS      | $165349.90    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.7% 03/15/52                              | BRISTOL-MYERS SQUIBB CO REGD 3.70000000                                                        | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      360000 | NS      | $278591.89    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 4.75% 01/15/49                                    | AFLAC INC REGD 4.75000000                                                                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      300000 | NS      | $267711.94    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.1% 11/25/26/EUR/                                   | UNEDIC /EUR/ REGD REG S EMTN SER NMTN 0.10000000                                               | CUSIP: F9627PRE4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      600000 | NS      | $571408.98    | 0.01%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50                                   | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                       | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1497424 | NS      | $1227280.96   | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 08/21/30/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 30/A 3.00000000                                         | CUSIP: X51627CE9<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   297350000 | NS      | $534292.90    | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.95% 09/26/78/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.95000000                                      | CUSIP: D5S07LFV8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      154000 | NS      | $120094.36    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHR 4764 WF V/R 02/15/48                                    | FREDDIE MAC REMICS SER 4764 CL WF V/R 4.61786000                                               | CUSIP: 3137F3W75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4942082 | NS      | $4734729.16   | 0.06%             | 2048-02-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 02/04/31/EUR/                              | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 60 0.01000000                                    | CUSIP: D04769AA9<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |      146000 | NS      | $122483.67    | 0.00%             | 2031-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR23                                 | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         149 | NC      | $20012562.50  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITI 3.3% 06/01/50                              | KENTUCKY UTILITIES CO REGD 3.30000000                                                          | CUSIP: 491674BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $17712.05     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC SFH F 0.75% 03/22/27/EUR/                              | HSBC SFH FRANCE /EUR/ REGD REG S EMTN 0.75000000                                               | CUSIP: F5035ZAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $96318.23     | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.85% 06/15/28                              | UNITEDHEALTH GROUP INC REGD 3.85000000                                                         | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       70000 | NS      | $67153.60     | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPT OPER  0.993% 10/15/26/EUR/                              | MPT OPER PARTNERSP/FINL /EUR/ REGD 0.99300000                                                  | CUSIP: U6203BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | NS      | $1339271.01   | 0.02%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CAISSE FRAN 0.5% 01/16/25/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 0.50000000                                            | CUSIP: F14221CU1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $101120.49    | 0.00%             | 2025-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.74% 09/10/25/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1518 3.74000000                                          | CUSIP: Y1456TCW4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    14700000 | NS      | $2177287.00   | 0.03%             | 2025-09-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 07/19/25                              | MITSUBISHI UFJ FIN GRP REGD V/R 0.95300000                                                     | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | NS      | $371822.48    | 0.00%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/26                                  | CITIGROUP INC REGD V/R 3.29000000                                                              | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $952253.12    | 0.01%             | 2026-03-17      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.75% 04/25/28/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0428 2.75000000                                          | CUSIP: X8T024JZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      500000 | NS      | $93487.17     | 0.00%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA V/R /PERP//EUR/                                    | ENGIE SA /EUR/ REGD V/R /PERP/ REG S 1.50000000                                                | CUSIP: F3R09SBL1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2537169.82   | 0.03%             | 2171-11-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.72% 04/12/51/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.72000000                                           | CUSIP: Y6S39BB90<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   106000000 | NS      | $16536683.11  | 0.21%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 1.5% 03/01/24/SEK/                              | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1588 1.50000000                                       | CUSIP: W86201WW1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $188021.74    | 0.00%             | 2024-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/33/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 2.45000000                                         | CUSIP: T6247A8F6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1611000 | NS      | $1405101.47   | 0.02%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER INC 3.1% 01/15/30                                 | WELLTOWER INC REGD 3.10000000                                                                  | CUSIP: 95040QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | NS      | $2031261.14   | 0.03%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                                   | ILLINOIS ST REGD N/C B/E 5.10000000                                                            | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      350000 | NS      | $335908.62    | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CORP ANDIN 0.25% 02/04/26/EUR/                              | CORP ANDINA DE FOMENTO /EUR/ REGD REG S 0.25000000                                             | CUSIP: P3133TRK1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $1899868.88   | 0.02%             | 2026-02-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KERRY GRO 2.375% 09/10/25/EUR/                              | KERRY GROUP FIN SERVICES /EUR/ REGD REG S 2.37500000                                           | CUSIP: G52414AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2700000 | NS      | $2824101.57   | 0.04%             | 2025-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0463 3% 03/01/60                                   | FANNIE MAE POOL UMBS P#BF0463 3.00000000                                                       | CUSIP: 3140FXQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19594690 | NS      | $17277741.41  | 0.22%             | 2060-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 12/01/45/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                      | CUSIP: 135087ZS6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2090000 | NS      | $1582441.80   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.125% 05/15/26                                    | EQT CORP REGD 144A P/P 3.12500000                                                              | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       80000 | NS      | $73516.44     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT 8% 05/15/24/IDR/                              | EXPORT-IMPORT BANK KOREA /IDR/ REGD REG S EMTN 8.00000000                                      | CUSIP: Y2R8325Y7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   400000000 | NS      | $26113.38     | 0.00%             | 2024-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.675% 09/01/41                              | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000                                              | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     1385000 | NS      | $967838.20    | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                                 | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1558000 | NS      | $1431516.04   | 0.02%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/45                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912834PM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      600000 | NS      | $230273.57    | 0.00%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSION I 5.625% 09/20/30/GBP/                              | PENSION INSURANCE /GBP/ REGD REG S SER GBP 5.62500000                                          | CUSIP: G6994YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1121000 | NS      | $1214000.93   | 0.02%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL U 4.3% 03/15/49                              | NATIONAL RURAL UTIL COOP REGD SER 30YR 4.30000000                                              | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       20000 | NS      | $16659.95     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.85% 03/26/50                               | MASTERCARD INC REGD 3.85000000                                                                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      160000 | NS      | $135168.80    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZIMMER BI 1.164% 11/15/27/EUR/                              | ZIMMER BIOMET HOLDINGS /EUR/ REGD 1.16400000                                                   | CUSIP: 98956PAR3<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $929835.67    | 0.01%             | 2027-11-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230112 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4203863.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FIN 1.5% 07/13/26/EUR/                              | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.50000000                                        | CUSIP: L6075ZAK2<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1200000 | NS      | $1083815.19   | 0.01%             | 2026-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.594% 07/03/28/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.59400000                                        | CUSIP: G1279MUX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2300000 | NS      | $2180328.91   | 0.03%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 4.5% 09/15/23                              | AERCAP IRELAND CAP/GLOBA REGD 4.50000000                                                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | NS      | $149009.22    | 0.00%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8087 5% 10/01/52                                   | FREDDIE MAC POOL UMBS P#RA8087 5.00000000                                                      | CUSIP: 3133KP6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      323602 | NS      | $319643.54    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEST NIPPO 0.31% 02/12/26/JPY/                              | WEST NIPPON EXPRESSWAY /JPY/ REGD SER 29 0.31000000                                            | CUSIP: J9513PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   200000000 | NS      | $1523026.33   | 0.02%             | 2026-02-12      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.45% 01/15/27                              | UNITEDHEALTH GROUP INC REGD 3.45000000                                                         | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       70000 | NS      | $66688.95     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 09/15/36/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: B3821SJS7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3950000 | NS      | $3245304.40   | 0.04%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25% 08/15/60                                 | ALPHABET INC REGD 2.25000000                                                                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      265000 | NS      | $150709.61    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE V/R /PERP//GBP/                              | ELECTRICITE DE FRANCE SA /GBP/ REGD V/R /PERP/ EMTN 6.00000000                                 | CUSIP: F3R92TAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $107956.81    | 0.00%             | 2171-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS  0.625% 12/05/27/EUR/                              | ILLINOIS TOOL WORKS INC /EUR/ REGD 0.62500000                                                  | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $938035.32    | 0.01%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FASTIGHET 1.125% 01/29/27/EUR/                              | FASTIGHETS AB BALDER /EUR/ REGD REG S EMTN 1.12500000                                          | CUSIP: W2951MMZ1<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $791938.16    | 0.01%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 1.875% 04/09/24/EUR/                              | UNICREDIT BANK AG /EUR/ REGD REG S EMTN 1.87500000                                             | CUSIP: D8511FUD7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $105197.19    | 0.00%             | 2024-04-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANXESS AG 0% 09/08/27/EUR/                                 | LANXESS AG /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5032EAE6<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $897583.01    | 0.01%             | 2027-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE 1% 04/20/28/EUR/                              | LINDE FINANCE BV /EUR/ REGD REG S EMTN 1.00000000                                              | CUSIP: N52667GF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $991073.97    | 0.01%             | 2028-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1338 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#FS1338 2.50000000                                                       | CUSIP: 3140XGPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307059 | NS      | $261211.16    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.875% 06/01/25                                     | MPLX LP REGD SER WI 4.87500000                                                                 | CUSIP: 55336VAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340000 | NS      | $2305889.80   | 0.03%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 01/31/39/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                                | CUSIP: G4527HVJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2046000 | NS      | $1627863.86   | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR23                                 | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -26 | NC      | $-3258937.50  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LAND NORD 2.375% 05/13/33/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1250 2.37500000                                  | CUSIP: D4S26ECK1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      350000 | NS      | $349686.57    | 0.00%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41                                 | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    92300000 | NS      | $69881195.77  | 0.88%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1424 4% 08/01/52                                   | FREDDIE MAC POOL UMBS P#SD1424 4.00000000                                                      | CUSIP: 3132DNSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      483018 | NS      | $453865.16    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.875% 09/13/47/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.87500000                                            | CUSIP: B3821SSY4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      200000 | NS      | $133862.77    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/31/32/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 2.50000000                                               | CUSIP: F105CUKA8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4300000 | NS      | $4071480.04   | 0.05%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8512 2% 05/01/36                                   | FREDDIE MAC POOL UMBS P#SB8512 2.00000000                                                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2416343 | NS      | $2157984.56   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  2.805% 10/01/50                              | UNIV SOUTHERN CALIFORIA REGD 2.80500000                                                        | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       20000 | NS      | $13492.42     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NATURGY FI 1.25% 04/19/26/EUR/                              | NATURGY FINANCE BV /EUR/ REGD REG S EMTN 1.25000000                                            | CUSIP: N34221CS3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $979804.27    | 0.01%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNR 2020-74 PI 2% 12/25/49                                  | FANNIE MAE REMICS SER 2020-74 CL PI 2.00000000                                                 | CUSIP: 3136BB6X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10882227 | NS      | $1144587.17   | 0.01%             | 2049-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 3.4% 03/15/51                                    | CIGNA CORP REGD 3.40000000                                                                     | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      290000 | NS      | $207022.50    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WO 0.5% 04/07/31/EUR/                              | DEUTSCHE WOHNEN SE /EUR/ REGD EMTN 0.50000000                                                  | CUSIP: D2046UCK5<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      500000 | NS      | $366768.28    | 0.00%             | 2031-04-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.125% 04/12/29/EUR/                              | COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.12500000                                              | CUSIP: G25839FU3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $911805.01    | 0.01%             | 2029-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 1.95% 11/09/28                               | PUBLIC STORAGE REGD 1.95000000                                                                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      400000 | NS      | $341893.24    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 03/01/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 4.50000000                                         | CUSIP: T6031ZHQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |        3000 | NS      | $3295.23      | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 6.75% 04/16/40                              | SOUTHERN COPPER CORP REGD 6.75000000                                                           | CUSIP: 84265VAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $11162.19     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 02/25/24/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000                                                   | CUSIP: F43750LS9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2793000 | NS      | $2894722.10   | 0.04%             | 2024-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.4% 06/10/25                                 | CITIGROUP INC REGD 4.40000000                                                                  | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $3438165.05   | 0.04%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA I 4.13% 07/09/29/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0119 4.13000000                                        | CUSIP: Y2R35QBC4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     1930000 | NS      | $439378.07    | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RABOBANK  5.25% 05/23/41 /GBP/                              | RABOBANK NEDERLAND /GBP/ REGD_  EMTN 5.25000000                                                | CUSIP: N727AVAV5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       50000 | NS      | $63490.30     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTR 2018-33A A V/R 07/15/31                               | VENTURE 33 CLO LTD SER 2018-33A CL A1LR V/R REGD 144A P/P 5.13914000                           | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | NS      | $688443.49    | 0.01%             | 2031-07-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES 4.95% 04/15/52                              | TARGA RESOURCES CORP REGD 4.95000000                                                           | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      485000 | NS      | $385798.58    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEXAGON H 3.625% 04/22/48/GBP/                              | HEXAGON HOUSING ASSOC /GBP/ REGD REG S 3.62500000                                              | CUSIP: G24212AA3<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $871616.64    | 0.01%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.11% 09/15/28                                 | BROADCOM INC REGD 4.11000000                                                                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18631.61     | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/30/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                                | CUSIP: G4527HNZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2675760 | NS      | $3487429.36   | 0.04%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3208 2.5% 03/01/37                                 | FANNIE MAE POOL UMBS P#CB3208 2.50000000                                                       | CUSIP: 3140QNR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262753 | NS      | $240697.17    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.25% 06/01/43/GBP/                                | AT&T INC /GBP/ REGD 4.25000000                                                                 | CUSIP: U04644AH0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | NS      | $196128.92    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS3464 3% 10/01/29                                   | FANNIE MAE POOL UMBS P#AS3464 3.00000000                                                       | CUSIP: 3138WCZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71035 | NS      | $68375.16     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  3.65% 03/15/27                              | AMERICAN TOWER CORP REGD 3.65000000                                                            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      270000 | NS      | $252549.14    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITO 1.5% 04/29/30/EUR/                              | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 17 1.50000000                               | CUSIP: Q1489BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2175000 | NS      | $1984097.88   | 0.03%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 06/24/32/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 4.00000000                                          | CUSIP: D1T7GBWP7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4000000 | NS      | $3788304.19   | 0.05%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WABTEC TRA 1.25% 12/03/27/EUR/                              | WABTEC TRANSPORTATION /EUR/ REGD 1.25000000                                                    | CUSIP: N9409YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1359926.41   | 0.02%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTR 1.4% 03/13/27/EUR/                              | PPG INDUSTRIES INC /EUR/ REGD 1.40000000                                                       | CUSIP: 693506BK2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $963041.03    | 0.01%             | 2027-03-13      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/47/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                                | CUSIP: G4527HHC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1123000 | NS      | $827868.30    | 0.01%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.12% 09/01/27                              | ENTERGY LOUISIANA LLC REGD 3.12000000                                                          | CUSIP: 29364WAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2305828.63   | 0.03%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & 1.7% 11/01/49/EUR/                              | ELI LILLY & CO /EUR/ REGD 1.70000000                                                           | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $1811447.57   | 0.02%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FNR 2020-42 CI 3% 06/25/50                                  | FANNIE MAE REMICS SER 2020-42 CL CI 3.00000000                                                 | CUSIP: 3136B96X0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13242125 | NS      | $2220701.65   | 0.03%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.87500000                            | CUSIP: N93695TE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $1771611.84   | 0.02%             | 2170-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4EH8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1901000 | NS      | $1063257.83   | 0.01%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDI 1.125% 02/13/25/EUR/                              | CORP ANDINA DE FOMENTO /EUR/ REGD REG S 1.12500000                                             | CUSIP: P3133TJA2<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    10000000 | NS      | $10085287.29  | 0.13%             | 2025-02-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7136 2.5% 01/20/51                              | GINNIE MAE II POOL P#MA7136 2.50000000                                                         | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332018 | NS      | $289531.92    | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BA V/R 02/12/24                              | FIRST REPUBLIC BANK REGD V/R SER BKNT 1.91200000                                               | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |      250000 | NS      | $248991.36    | 0.00%             | 2024-02-12      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 11/02/33/EUR/                                    | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: T0579BAQ8<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $71467.09     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/34/AUD/                              | TREASURY CORP VICTORIA /AUD/ REGD 2.25000000                                                   | CUSIP: Q9194YEH3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      500000 | NS      | $256297.54    | 0.00%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 2.5% 06/15/30                              | BLACK HILLS CORP REGD 2.50000000                                                               | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      100000 | NS      | $80507.21     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 0.225% 09/14/26/EUR/                              | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.22500000                                            | CUSIP: F23069LG4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $95640.42     | 0.00%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO 0.9% 02/15/26                                | MCCORMICK & CO REGD 0.90000000                                                                 | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      100000 | NS      | $87667.64     | 0.00%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CDP FINAN 1.125% 04/06/27/EUR/                              | CDP FINANCIAL INC /EUR/ REGD REG S 1.12500000                                                  | CUSIP: C2R99VAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     6000000 | NS      | $5851464.95   | 0.07%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC 3.3% 11/23/26                               | BARINGS BDC INC REGD SER WI 3.30000000                                                         | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |       20000 | NS      | $16973.79     | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 2.25% 03/04/25                              | AMERICAN EXPRESS CO REGD 2.25000000                                                            | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      125000 | NS      | $118042.48    | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.369% 10/31/28/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0218 4.36900000                                        | CUSIP: Y2R35QBF7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     7600000 | NS      | $1757214.72   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.7% 05/14/45                                    | ABBVIE INC REGD 4.70000000                                                                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       25000 | NS      | $22399.12     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                              | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                         | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $39674.36     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 7.5% 10/14/32                              | ENEL FINANCE INTL NV REGD 144A P/P 7.50000000                                                  | CUSIP: 29278GBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1185000 | NS      | $1260265.59   | 0.02%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SNDPT 2016-2A AR V/R 10/20/28                               | SOUND POINT CLO XII LTD SER 2016-2A CL AR2 V/R REGD 144A P/P 5.29257000                        | CUSIP: 83610CAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       54488 | NS      | $53920.29     | 0.00%             | 2028-10-20      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA  1.75% 03/27/26/EUR/                              | COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.75000000                                              | CUSIP: G25839LV4<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2028264.60   | 0.03%             | 2026-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE  1.625% 10/12/28/GBP/                              | MET LIFE GLOB FUNDING I /GBP/ REGD REG S EMTN SER GMTN 1.62500000                              | CUSIP: U5922DDF6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1018424.27   | 0.01%             | 2028-10-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 1.75% 11/01/30                              | PHILIP MORRIS INTL INC REGD 1.75000000                                                         | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       70000 | NS      | $54963.84     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | KRW/USD FWD 20230315 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38135.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV 4.1% 10/02/23                                  | ING GROEP NV REGD 4.10000000                                                                   | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | NS      | $198369.54    | 0.00%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 1.65% 01/15/31                                 | AUTOZONE INC REGD 1.65000000                                                                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     2595000 | NS      | $2015944.17   | 0.03%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RENTOKIL  3.875% 06/27/27/EUR/                              | RENTOKIL INITIAL FINANC /EUR/ REGD REG S EMTN 3.87500000                                       | CUSIP: N4547UAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      925000 | NS      | $979739.78    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 23                                     | FNMA 30YR TBA 6% JAN 23        TO BE ANNOUNCED 6.00000000                                      | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9500000 | NS      | $9645468.75   | 0.12%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 09/28/26/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.00000000                                             | CUSIP: D4904PXU8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      535000 | NS      | $512258.12    | 0.01%             | 2026-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 02/15/49                                       | MPLX LP REGD 5.50000000                                                                        | CUSIP: 55336VAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | NS      | $460334.50    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                                | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1626000 | NS      | $912910.07    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TVA 4.625% 06/07/43/GBP/                                    | TENNESSEE VALLEY AUTHORITY /GBP/ 4.62500000                                                    | CUSIP: 880591DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      200000 | NS      | $229301.05    | 0.00%             | 2043-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 07/25/31/CHF/                              | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 538 0.00000000                                     | CUSIP: H6218UMM9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      200000 | NS      | $180749.47    | 0.00%             | 2031-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4835 5% 10/01/52                                   | FANNIE MAE POOL UMBS P#CB4835 5.00000000                                                       | CUSIP: 3140QQLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295841 | NS      | $294903.57    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 07/25/27/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 0727 2.50000000                                          | CUSIP: X8T024SP1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     7250000 | NS      | $1377737.45   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.625% 12/03/24/EUR/                              | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: M2R92QAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      347000 | NS      | $351922.93    | 0.00%             | 2024-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CZK/USD FWD 20230119 000009049 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37549.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP 2017-14A A1A V/R 11/20/30                               | OCP CLO 2017-14 LTD SER 2017-14A CL A1A V/R REGD 144A P/P 5.82543000                           | CUSIP: 67097QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | NS      | $4909727.50   | 0.06%             | 2030-11-20      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/03/25/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S EMTN 0.10000000                                              | CUSIP: N4578EKM9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2500000 | NS      | $2501807.52   | 0.03%             | 2025-09-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GO 0% 11/13/26/EUR/                              | LUXEMBOURG GOVERNMENT /EUR/ REGD REG S 0.00000000                                              | CUSIP: L61785AG3<br>LEI: N/A                  | Long             | DBT              | USGA              | LU        |      130000 | NS      | $124139.40    | 0.00%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6410 3.5% 01/20/50                              | GINNIE MAE II POOL P#MA6410 3.50000000                                                         | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      668253 | NS      | $615295.55    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 06/30/31/EUR/                              | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 1.12500000                                          | CUSIP: F8586PQW6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $914842.95    | 0.01%             | 2031-06-30      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.55% 08/20/60                                    | APPLE INC REGD 2.55000000                                                                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       15000 | NS      | $9167.62      | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/25                                  | CITIGROUP INC REGD V/R 4.14000000                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1535000 | NS      | $1505119.41   | 0.02%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32                                 | BROADCOM INC REGD 144A P/P 4.15000000                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      400000 | NS      | $352367.08    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| INFRAESTR 4.675% 10/16/24/EUR/                              | INFRAESTRUTURAS DE POR /EUR/ REGD REG S 4.67500000                                             | CUSIP: X70954DF0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      150000 | NS      | $164628.89    | 0.00%             | 2024-10-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 08/16/33/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.62500000                                        | CUSIP: D1T0VZAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      189000 | NS      | $164637.92    | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KINDER MOR 2.25% 03/16/27/EUR/                              | KINDER MORGAN INC/DELAWA /EUR/ REGD 2.25000000                                                 | CUSIP: U4945PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1607405.89   | 0.02%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANMARKS  0.125% 03/20/25/EUR/                              | DANMARKS SKIBSKREDIT AS /EUR/ REGD REG S 0.12500000                                            | CUSIP: K2191QBD6<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |      100000 | NS      | $99058.58     | 0.00%             | 2025-03-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNA 2015-M10 A2 V/R 04/25/27                                | FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000                                              | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      471600 | NS      | $446456.17    | 0.01%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                              | CDW LLC/CDW FINANCE REGD 2.67000000                                                            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | NS      | $874500.73    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 06/30/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 912828ZW3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1359902.34   | 0.02%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                              | ENERGY TRANSFER LP REGD 5.40000000                                                             | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       35000 | NS      | $29587.53     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 2.7% 11/01/23                              | ERAC USA FINANCE LLC REGD 144A P/P 2.70000000                                                  | CUSIP: 26884TAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | NS      | $3133123.04   | 0.04%             | 2023-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 2.37% 06/23/24/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD 2.37000000                                                   | CUSIP: Y0R4AWMS0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    15000000 | NS      | $2155738.88   | 0.03%             | 2024-06-23      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      338000 | NS      | $278929.22    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIE 2.5% 10/15/31                              | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000                                              | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      580000 | NS      | $443648.49    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER F 0.75% 02/28/26/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S EMTN 0.75000000                                              | CUSIP: N9023BBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2475000 | NS      | $2449919.60   | 0.03%             | 2026-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIEL 1% 09/12/25/EUR/                              | ARCHER-DANIELS-MIDLAND C /EUR/ REGD 1.00000000                                                 | CUSIP: 039483BN1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1504613.79   | 0.02%             | 2025-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINAN 2.639% 06/15/31                              | EMERA US FINANCE LP REGD 2.63900000                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | NS      | $86396.70     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3416 5% 12/01/52                                   | FANNIE MAE POOL UMBS P#FS3416 5.00000000                                                       | CUSIP: 3140XJYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      601000 | NS      | $598724.29    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.4% 03/07/29                                | MERCK & CO INC REGD 3.40000000                                                                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      280000 | NS      | $261494.41    | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 12/31/25                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CBC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      990000 | NS      | $885663.28    | 0.01%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST H 4.19% 06/01/37                              | CALIFORNIA ST HLTH FACS FING A REGD B/E 4.19000000                                             | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |        5000 | NS      | $4466.50      | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| EFSF 0.875% 04/10/35/EUR/                                   | EFSF /EUR/ REGD REG S EMTN 0.87500000                                                          | CUSIP: L2669HBW6<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |    15900000 | NS      | $12951929.22  | 0.16%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 5.625% 08/16/32                              | FAIRFAX FINL HLDGS LTD REGD 144A P/P 5.62500000                                                | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1100000 | NS      | $1035939.67   | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.23% 07/28/21                              | REPUBLIC OF PERU REGD 3.23000000                                                               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       25000 | NS      | $14495.78     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HCA INC 5% 03/15/24                                         | HCA INC REGD 5.00000000                                                                        | CUSIP: 404119BN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      933000 | NS      | $927947.39    | 0.01%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3% 03/05/51                                | COCA-COLA CO/THE REGD 3.00000000                                                               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      320000 | NS      | $234825.79    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2518 4.5% 08/01/52                                 | FANNIE MAE POOL UMBS P#FS2518 4.50000000                                                       | CUSIP: 3140XHYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321523 | NS      | $310108.02    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.875% 07/15/30/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS84 0.87500000                                       | CUSIP: X7S28MMA3<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      190000 | NS      | $165112.82    | 0.00%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.7% 02/04/51                              | ALTRIA GROUP INC REGD 3.70000000                                                               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      370000 | NS      | $233413.41    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 11/30/32/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 3.87500000                         | CUSIP: N22616QD6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2100000 | NS      | $2144008.97   | 0.03%             | 2032-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.296% 07/15/28                               | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 SER 2018-C12 CL A5 REGD 4.29620000                      | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | NS      | $1301132.17   | 0.02%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK 0.5% 06/09/26/EUR/                              | COMMERZBANK AG /EUR/ REGD EMTN 0.50000000                                                      | CUSIP: D169LHCL0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $97584.79     | 0.00%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 07/31/33/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                                | CUSIP: G4527HVU2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      801000 | NS      | $722800.24    | 0.01%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 0.75% 04/20/28/EUR/                                | AMCO SPA /EUR/ REGD REG S EMTN 0.75000000                                                      | CUSIP: T60387AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      163000 | NS      | $139750.69    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 1.75% 03/27/28/EUR/                                | ENGIE SA /EUR/ REGD REG S EMTN 1.75000000                                                      | CUSIP: F3R09R5G1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2904120.09   | 0.04%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IREL V/R 06/05/26/EUR/                              | BANK OF IRELAND GROUP /EUR/ REGD V/R REG S EMTN 1.87500000                                     | CUSIP: G0756RBB4<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     4400000 | NS      | $4371539.59   | 0.06%             | 2026-06-05      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 2.9% 07/01/50                              | CENTERPOINT ENER HOUSTON REGD SER AD 2.90000000                                                | CUSIP: 15189XAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $30510.13     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RENTOKIL  3.875% 06/27/27/EUR/                              | RENTOKIL INITIAL FINANC /EUR/ REGD REG S EMTN 3.87500000                                       | CUSIP: N4547UAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1400000 | NS      | $1482849.40   | 0.02%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LINDE FIN 1.875% 05/22/24/EUR/                              | LINDE FINANCE BV /EUR/ REGD EMTN 1.87500000                                                    | CUSIP: N5S24HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1825000 | NS      | $1948570.07   | 0.02%             | 2024-05-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 2.106% 08/01/32                              | LOS ANGELES CA CMNTY CLG DIST REGD B/E 2.10600000                                              | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | NS      | $119949.27    | 0.00%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 12/31/26                                 | UNITED STATES TREASURY NOTE 1.75000000                                                         | CUSIP: 912828YX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      840000 | NS      | $770076.56    | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BECTON DI 1.336% 08/13/41/EUR/                              | BECTON DICKINSON EURO /EUR/ REGD 1.33600000                                                    | CUSIP: L076BMAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2000000 | NS      | $1325748.02   | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1730000 | NS      | $1436035.15   | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C3 3.102% 10/15/26                               | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C31 CL A5 REGD 3.10200000       | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $459029.00    | 0.01%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.93% 03/02/25/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2005 2.93000000                                        | CUSIP: Y23862PE2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    82600000 | NS      | $11976511.77  | 0.15%             | 2025-03-02      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER 5.125% 10/31/27/EUR/                              | SUDZUCKER INT FINANCE /EUR/ REGD REG S 5.12500000                                              | CUSIP: N8T71JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $544484.38    | 0.01%             | 2027-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27                                | UNITED STATES TREASURY NOTE 1.87500000                                                         | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1375839.84   | 0.02%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3986 3.5% 04/01/35                                 | FANNIE MAE POOL UMBS P#MA3986 3.50000000                                                       | CUSIP: 31418DNC2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -957017 | NS      | $-916931.68   | -0.01%            | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 4.6% 06/01/52                              | ONCOR ELECTRIC DELIVERY REGD 144A P/P 4.60000000                                               | CUSIP: 68233JCG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $13846.71     | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| EVERGY METRO 4.125% 04/01/49                                | EVERGY METRO REGD SER 2019 4.12500000                                                          | CUSIP: 485134BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $16126.99     | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB 1.3% 02/17/27/EUR/                              | SWEDBANK AB /EUR/ REGD EMTN SER GMTN 1.30000000                                                | CUSIP: W9423Y6A3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $949396.40    | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FH V/R 07/20/70                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 3.30637000                     | CUSIP: 38380QJA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3013902 | NS      | $2982926.79   | 0.04%             | 2070-07-20      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                              | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                         | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $38977.17     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVE 0.75% 02/04/26/SEK/                              | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2602 0.75000000                                | CUSIP: W5S94FB55<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     2880000 | NS      | $253247.61    | 0.00%             | 2026-02-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEDIOBANC 2.375% 06/30/27/EUR/                              | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S 2.37500000                                             | CUSIP: T6S205QV5<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $101542.89    | 0.00%             | 2027-06-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM4599 3.5% 11/01/47                                 | FREDDIE MAC POOL UMBS P#ZM4599 3.50000000                                                      | CUSIP: 3131XYDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344271 | NS      | $319498.06    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST M 0.125% 11/12/25/EUR/                              | NATWEST MARKETS PLC /EUR/ REGD REG S EMTN 0.12500000                                           | CUSIP: G6382GXG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1437319.95   | 0.02%             | 2025-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 3% 02/01/51                               | GENERAL MILLS INC REGD 3.00000000                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       30000 | NS      | $20685.68     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  4.353% 06/01/41                              | CALIFORNIA ST HLTH FACS FING A REGD B/E 4.35300000                                             | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |        5000 | NS      | $4421.82      | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 1.5% 02/15/26                              | T-MOBILE USA INC REGD SER WI 1.50000000                                                        | CUSIP: 87264ABZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8967.87      | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC 4.5% 05/15/25                                    | VMWARE INC REGD 4.50000000                                                                     | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      235000 | NS      | $230618.24    | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1887 2% 03/01/36                                   | FREDDIE MAC POOL UMBS P#RC1887 2.00000000                                                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      444338 | NS      | $396828.57    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  0.875% 05/01/26                              | PHILIP MORRIS INTL INC REGD 0.87500000                                                         | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | NS      | $88011.98     | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATURGY C 1.125% 04/11/24/EUR/                              | NATURGY CAPITAL MARKETS /EUR/ REGD REG S EMTN 1.12500000                                       | CUSIP: E5649HAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1000000 | NS      | $1035773.82   | 0.01%             | 2024-04-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PUBLICIS  1.625% 12/16/24/EUR/                              | PUBLICIS GROUPE SA /EUR/ REGD REG S 1.62500000                                                 | CUSIP: F7388RAB7<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $4130601.00   | 0.05%             | 2024-12-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 4.875% 06/15/29                                    | FLEX LTD REGD 4.87500000                                                                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      100000 | NS      | $94338.96     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPM 0% 10/19/26/EUR/                              | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.00000000                                             | CUSIP: U4592BBY3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $950388.31    | 0.01%             | 2026-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  4.5% 06/01/52                              | NORTHERN STATES PWR-MINN REGD 4.50000000                                                       | CUSIP: 665772CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9112.81      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 1.875% 06/22/25                                  | NETAPP INC REGD 1.87500000                                                                     | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1700000 | NS      | $1562675.04   | 0.02%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52                                | DUKE ENERGY CORP REGD 5.00000000                                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      120000 | NS      | $107178.00    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 4710 EI 3.5% 11/15/31                                   | FREDDIE MAC REMICS SER 4710 CL EI 3.50000000                                                   | CUSIP: 3137FA3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3657387 | NS      | $305972.24    | 0.00%             | 2031-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0592 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#BV0592 3.00000000                                                       | CUSIP: 3140MDUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21907 | NS      | $19295.32     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/31/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000                                                   | CUSIP: B1124GCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      997000 | NS      | $908331.07    | 0.01%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.55% 06/15/31                              | DUKE ENERGY CORP REGD 2.55000000                                                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8175.11      | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 05/25/40/EUR/                              | SOCIETE NATIONALE SNCF /EUR/ REGD REG S 1.00000000                                             | CUSIP: F847BRBN5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $68214.64     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  1% 03/31/30/ILS/                              | ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000                                               | CUSIP: M57494CT7<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     1200000 | NS      | $287138.35    | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30                              | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                         | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $27281.84     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIQA INS 1.375% 07/09/30/EUR/                              | UNIQA INSURANCE GROUP AG /EUR/ REGD REG S 1.37500000                                           | CUSIP: A9098YAC2<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      500000 | NS      | $427202.00    | 0.01%             | 2030-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4378 2% 07/01/51                                   | FANNIE MAE POOL UMBS P#MA4378 2.00000000                                                       | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2663929 | NS      | $2177243.43   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE IN 2.65% 09/10/24                              | ENEL FINANCE INTL NV REGD 144A P/P 2.65000000                                                  | CUSIP: 29278GAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3500000 | NS      | $3350126.47   | 0.04%             | 2024-09-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE 2.375% 06/19/39/GBP/                              | BERKSHIRE HATHAWAY FIN /GBP/ REGD 2.37500000                                                   | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | NS      | $705608.29    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 1.5% 10/04/35/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.50000000                                                | CUSIP: L3334EBC0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     5000000 | NS      | $4429125.95   | 0.06%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WIZZ AIR FINA 1% 01/19/26/EUR/                              | WIZZ AIR FINANCE COMPANY /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: N963A3AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $881811.00    | 0.01%             | 2026-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APA INFRAST 3.5% 03/22/30/GBP/                              | APA INFRASTRUCTURE LTD /GBP/ REGD EMTN 3.50000000                                              | CUSIP: Q04579AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2430000 | NS      | $2477285.69   | 0.03%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY 3.4% 02/01/28                                 | SEMPRA ENERGY REGD 3.40000000                                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9294.95      | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPE 3.875% 04/23/25                              | SOUTHERN COPPER CORP REGD 3.87500000                                                           | CUSIP: 84265VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | NS      | $33772.94     | 0.00%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 05/15/41                                | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      410000 | NS      | $427425.00    | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.25% 01/29/24/EUR/                              | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.25000000                                          | CUSIP: C8S089JT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | NS      | $103655.12    | 0.00%             | 2024-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.045% 08/15/24/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0217 4.04500000                                        | CUSIP: Y2R35QBE0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     3090000 | NS      | $707434.34    | 0.01%             | 2024-08-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 05/04/27                                 | MORGAN STANLEY REGD V/R 1.59300000                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      185000 | NS      | $162479.85    | 0.00%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 4.4% 11/01/34                              | VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000                                                | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       20000 | NS      | $18390.56     | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0855 4% 03/01/25                                   | FANNIE MAE POOL UMBS P#AD0855 4.00000000                                                       | CUSIP: 31418M5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76759 | NS      | $74963.62     | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | HUF/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9459.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA4239 3.5% 09/01/48                                 | FANNIE MAE POOL UMBS P#CA4239 3.50000000                                                       | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81724 | NS      | $73930.63     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELX FINANC 1.5% 05/13/27/EUR/                              | RELX FINANCE BV /EUR/ REGD REG S 1.50000000                                                    | CUSIP: N7S84NFR4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4500000 | NS      | $4412539.32   | 0.06%             | 2027-05-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44                                    | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      900000 | NS      | $748265.63    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2014-34 US V/R 06/25/44                                 | FANNIE MAE REMICS SER 2014-34 CL US V/R 0.00000000                                             | CUSIP: 3136AKET6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67394 | NS      | $52572.36     | 0.00%             | 2044-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CO 2.15% 07/15/26                              | ARES CAPITAL CORP REGD 2.15000000                                                              | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      385000 | NS      | $326497.32    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  4.25% 03/01/49                              | ARIZONA PUBLIC SERVICE REGD 4.25000000                                                         | CUSIP: 040555CY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7704.93      | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.285% 09/13/24                              | TORONTO-DOMINION BANK REGD MTN 4.28500000                                                      | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |        5000 | NS      | $4943.62      | 0.00%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.999% 01/22/32                              | NOMURA HOLDINGS INC REGD 2.99900000                                                            | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1320000 | NS      | $1040723.72   | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.25% 12/15/26/GBP/                              | ONTARIO (PROVINCE OF) /GBP/ REGD REG S EMTN 0.25000000                                         | CUSIP: C4R07ZAK1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |     1900000 | NS      | $1937500.66   | 0.02%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.9% 12/10/61                                | MERCK & CO INC REGD 2.90000000                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      355000 | NS      | $227989.10    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHELL INT 1.875% 09/15/25/EUR/                              | SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.87500000                                       | CUSIP: N8T232AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1029226.95   | 0.01%             | 2025-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.375% 09/17/24/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: F0R23PBJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $518947.73    | 0.01%             | 2024-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL T 0.75% 05/04/26/EUR/                              | AMPHENOL TECH HLDS GMBH /EUR/ REGD REG S 0.75000000                                            | CUSIP: D0R0GBDU6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2525000 | NS      | $2496180.27   | 0.03%             | 2026-05-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  2.945% 10/01/51                              | UNIV SOUTHERN CALIFORIA REGD SER 21A 2.94500000                                                | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6760.24      | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MUNICH RE V/R 05/26/42/EUR/                                 | MUNICH RE /EUR/ REGD V/R REG S 1.00000000                                                      | CUSIP: D5557XAC3<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     4800000 | NS      | $3602795.51   | 0.05%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER I 4.5% 12/01/34/GBP/                              | WELLTOWER INC /GBP/ REGD 4.50000000                                                            | CUSIP: 95040QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | NS      | $296791.65    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6188 2% 11/01/51                                   | FREDDIE MAC POOL UMBS P#RA6188 2.00000000                                                      | CUSIP: 3133KM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1422383 | NS      | $1161322.22   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WO 1.3% 04/07/41/EUR/                              | DEUTSCHE WOHNEN SE /EUR/ REGD REG S EMTN 1.30000000                                            | CUSIP: D2046UCJ8<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      500000 | NS      | $272857.70    | 0.00%             | 2041-04-07      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/26/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 77 1.00000000                                                   | CUSIP: B1124GEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1412000 | NS      | $1428032.86   | 0.02%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE TO 0.75% 03/31/30/EUR/                              | VANTAGE TOWERS AG /EUR/ REGD REG S EMTN 0.75000000                                             | CUSIP: D8T6E6AB2<br>LEI: 213800BBQO965UPQ7J59 | Long             | DBT              | CORP              | DE        |      500000 | NS      | $491068.93    | 0.01%             | 2030-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 2.625% 11/06/29/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.62500000                                        | CUSIP: F07336NA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $482478.57    | 0.01%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WESFARMER 0.954% 10/21/33/EUR/                              | WESFARMERS LTD /EUR/ REGD REG S EMTN 0.95400000                                                | CUSIP: Q95870DB6<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $773271.66    | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK7169 5% 12/20/48                                | GINNIE MAE II POOL P#BK7169 5.00000000                                                         | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190817 | NS      | $192222.29    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW 0.05% 09/29/34/EUR/                                     | KFW /EUR/ REGD REG S EMTN 0.05000000                                                           | CUSIP: D4S46MHY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      280000 | NS      | $210721.16    | 0.00%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WPC EUROB 2.125% 04/15/27/EUR/                              | WPC EUROBOND BV /EUR/ REGD 2.12500000                                                          | CUSIP: 92940NAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1800000 | NS      | $1720961.15   | 0.02%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5651 4% 12/20/48                                | GINNIE MAE II POOL P#MA5651 4.00000000                                                         | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      930256 | NS      | $887431.16    | 0.01%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.493% 02/15/27                              | CARRIER GLOBAL CORP REGD 2.49300000                                                            | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9026.98      | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A V/R 02/25/52                               | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A2 V/R REGD 144A P/P 2.50000000   | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1838555 | NS      | $1478457.46   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES 5.65% 02/15/24/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD 5.65000000                                                    | CUSIP: X0R3ZPAJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      699000 | NS      | $771556.24    | 0.01%             | 2024-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 4% 03/30/29                               | ENTERGY TEXAS INC REGD 4.00000000                                                              | CUSIP: 29365TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | NS      | $14174.56     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCH 0.5% 06/29/26/EUR/                              | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S 0.50000000                                            | CUSIP: D1894ZCT0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       50000 | NS      | $48723.67     | 0.00%             | 2026-06-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTE 0.75% 07/09/27/EUR/                              | SAUDI INTERNATIONAL BOND /EUR/ REGD REG S 0.75000000                                           | CUSIP: M6320UAV1<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      200000 | NS      | $190603.47    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/41/AUD/                              | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.25000000                                               | CUSIP: Q9194YJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      688000 | NS      | $298276.13    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                                | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    79570000 | NS      | $52121458.01  | 0.66%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                                 | MORGAN STANLEY REGD V/R 6.29600000                                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1020000 | NS      | $1050846.74   | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/30/24                                  | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CFX4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1500820.32   | 0.02%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROXIMUS  1.875% 10/01/25/EUR/                              | PROXIMUS SADP /EUR/ REGD REG S EMTN 1.87500000                                                 | CUSIP: B6951KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      100000 | NS      | $102249.81    | 0.00%             | 2025-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 1.625% 01/24/23                              | ASIAN DEVELOPMENT BANK REGD 1.62500000                                                         | CUSIP: 045167ES8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      280000 | NS      | $279515.48    | 0.00%             | 2023-01-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/15/25                                  | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CFK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $490410.16    | 0.01%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.55% 03/15/52                              | DUKE ENERGY CAROLINAS REGD 3.55000000                                                          | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $45345.81     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BD 2.5% 08/24/26                              | GOLUB CAPITAL BDC REGD 2.50000000                                                              | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |        5000 | NS      | $4250.30      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & C 1.875% 10/15/26/EUR/                              | MERCK & CO INC /EUR/ REGD 1.87500000                                                           | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1937747.18   | 0.02%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 0.8% 01/09/26                              | TOYOTA MOTOR CREDIT CORP REGD MTN 0.80000000                                                   | CUSIP: 89236THW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $178386.27    | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28                                 | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $851875.00    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 05/06/30/EUR/                              | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.75000000                                         | CUSIP: X3446DCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      440000 | NS      | $382915.72    | 0.00%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC C 4.3% 06/15/48                              | TAMPA ELECTRIC CO REGD 4.30000000                                                              | CUSIP: 875127BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | NS      | $97747.32     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/28/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E8922AKV1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      618000 | NS      | $564821.22    | 0.01%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  2.05% 08/01/50                              | PUBLIC SERVICE ELECTRIC REGD MTN 2.05000000                                                    | CUSIP: 74456QCE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $33739.13     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T 5.2% 07/31/34/EUR/                              | ITALY GOV'T INT BOND /EUR/ REGD MTN 5.20000000                                                 | CUSIP: T6088SAF6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      200000 | NS      | $216822.75    | 0.00%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 0.25% 05/15/28/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0528 0.25000000                                          | CUSIP: Q54627CR5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |     1180000 | NS      | $599502.87    | 0.01%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GL 0.5% 05/25/29/EUR/                              | MET LIFE GLOB FUNDING I /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: U5922DDC3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      500000 | NS      | $436308.99    | 0.01%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.75% 02/07/34/EUR/                                 | ROMANIA /EUR/ REGD REG S EMTN 3.75000000                                                       | CUSIP: X7360WCD2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1000000 | NS      | $797485.23    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 1.625% 10/22/30/EUR/                              | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.62500000                                            | CUSIP: E2R99DEZ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1900000 | NS      | $1606948.80   | 0.02%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9321 2% 11/01/36                                   | FANNIE MAE POOL UMBS P#FM9321 2.00000000                                                       | CUSIP: 3140XDLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2496332 | NS      | $2229361.66   | 0.03%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 09/30/27                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CAL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4600000 | NS      | $3885023.43   | 0.05%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.375% 06/10/30/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 3006 1.37500000                                             | CUSIP: Y7277FE71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  3108500000 | NS      | $2075274.79   | 0.03%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO 3.95% 01/15/50                                    | KROGER CO REGD 3.95000000                                                                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |        5000 | NS      | $3909.05      | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.65% 01/15/53                              | T-MOBILE USA INC REGD 5.65000000                                                               | CUSIP: 87264ACW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | NS      | $136635.59    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 5.5 2-53 99 26                              | PUT OPTION ON 100SHS           OTC EPUT FN 5.5 2-53 99 26 BOA 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -3000000 | NC      | $-18850.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/22/29/CHF/                                | SWITZERLAND /CHF/ REGD REG S 0.00000000                                                        | CUSIP: H21069Q53<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      170000 | NS      | $167014.22    | 0.00%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3362 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3362 3.00000000                                                       | CUSIP: 3140QNWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1876959 | NS      | $1652882.23   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 2.75% 10/15/32                              | JEFFERIES FIN GROUP INC REGD 2.75000000                                                        | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1420000 | NS      | $1071831.93   | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/31/53/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                                | CUSIP: G4527HWA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      500000 | NS      | $345774.19    | 0.00%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW 0% 03/31/27/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MJK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $472071.65    | 0.01%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/36/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                           | CUSIP: D2R8H4GD5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1570000 | NS      | $1193926.36   | 0.02%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 1.25% 05/27/36/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000                                         | CUSIP: N6S779LV0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      140000 | NS      | $117414.06    | 0.00%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBA 2.25% 01/11/27/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 2.25000000                                                   | CUSIP: F105C9LY2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $501607.51    | 0.01%             | 2027-01-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 3% 01/15/34                                | REPUBLIC OF PERU REGD 3.00000000                                                               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      570000 | NS      | $449202.57    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.3% 02/15/51                              | T-MOBILE USA INC REGD 3.30000000                                                               | CUSIP: 87264ABN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | NS      | $80130.24     | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLARION F 2.625% 01/18/29/GBP/                              | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 2.62500000                                           | CUSIP: G2R64SAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | NS      | $209082.09    | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.65% 06/22/71/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 93 0.65000000                                                   | CUSIP: B1121KCN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      428000 | NS      | $191251.22    | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE 0.875% 09/26/28/EUR/                              | BPIFRANCE SACA /EUR/ REGD REG S 0.87500000                                                     | CUSIP: F7053HA56<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $187587.80    | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CHF/USD FWD 20230104 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $487.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BV4170 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#BV4170 2.50000000                                                       | CUSIP: 3140MHT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2901590 | NS      | $2465793.68   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.5% 06/01/50                              | KRAFT HEINZ FOODS CO REGD SER WI 5.50000000                                                    | CUSIP: 50077LBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $96245.32     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK 6.5% 09/17/40/GBP/                              | LLOYDS BANK PLC /GBP/ REGD REG S EMTN 6.50000000                                               | CUSIP: G4718WR33<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | NS      | $414424.17    | 0.01%             | 2040-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.687% 03/03/81/EUR/                              | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS87 0.68750000                                       | CUSIP: X7S28MMS4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      121000 | NS      | $43647.15     | 0.00%             | 2081-03-03      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/26                                  | CITIGROUP INC REGD V/R 2.01400000                                                              | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       90000 | NS      | $83465.38     | 0.00%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECT 2.031% 03/15/24                              | AMERICAN ELECTRIC POWER REGD 2.03100000                                                        | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       90000 | NS      | $86804.88     | 0.00%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 1.25% 06/11/24/CHF/                              | SWITZERLAND /CHF/ REGD REG S 1.25000000                                                        | CUSIP: H7T729EK1<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      410000 | NS      | $443495.27    | 0.01%             | 2024-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDING 2.05% 10/15/26                              | KYNDRYL HOLDINGS INC REGD SER WI 2.05000000                                                    | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       20000 | NS      | $16498.06     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 07/04/44/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000                                           | CUSIP: D206592F0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1651000 | NS      | $1765542.07   | 0.02%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4% 02/04/61                                | ALTRIA GROUP INC REGD 4.00000000                                                               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      550000 | NS      | $359658.33    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65395 3.5% 10/01/46                                | FREDDIE MAC GOLD POOL P#T65395 3.50000000                                                      | CUSIP: 31322Y7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      190561 | NS      | $172774.10    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO ( 0.625% 04/17/25/EUR/                              | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.62500000                                         | CUSIP: C4R07ZAE5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      400000 | NS      | $403014.14    | 0.01%             | 2025-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1047 4% 02/01/45                                   | FANNIE MAE POOL UMBS P#BM1047 4.00000000                                                       | CUSIP: 3140J5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255802 | NS      | $245964.94    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.7% 03/01/47/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 2.70000000                                         | CUSIP: T6247A5L6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      920000 | NS      | $712918.66    | 0.01%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & 0.625% 10/30/24/EUR/                              | PROCTER & GAMBLE CO/THE /EUR/ REGD 0.62500000                                                  | CUSIP: 742718FC8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     1450000 | NS      | $1484984.03   | 0.02%             | 2024-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.125% 09/30/24                                | UNITED STATES TREASURY NOTE 2.12500000                                                         | CUSIP: 9128282Y5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      400000 | NS      | $384062.50    | 0.00%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOOKING H 2.375% 09/23/24/EUR/                              | BOOKING HOLDINGS INC /EUR/ REGD 2.37500000                                                     | CUSIP: 09857LAC2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1049385.66   | 0.01%             | 2024-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITIO 3.95% 06/15/26                              | UTAH ACQUISITION SUB REGD SER WI 3.95000000                                                    | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $28079.14     | 0.00%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE G 3.875% 07/16/26/GBP/                              | SCENTRE GROUP TRST 1 /GBP/ REGD REG S EMTN 3.87500000                                          | CUSIP: Q8351JAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      554000 | NS      | $625775.25    | 0.01%             | 2026-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 1.25% 08/15/48/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.25000000                                           | CUSIP: D2R8H4CU1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1668000 | NS      | $1388770.12   | 0.02%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3742 3.5% 08/01/39                                 | FANNIE MAE POOL UMBS P#MA3742 3.50000000                                                       | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175178 | NS      | $163904.32    | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06061 4% 10/01/40                                  | FREDDIE MAC GOLD POOL P#G06061 4.00000000                                                      | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2499357 | NS      | $2405927.14   | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 04/30/28                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CBZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2300000 | NS      | $1999652.34   | 0.03%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUC 0.5% 10/30/24                              | ASIAN INFRASTRUCTURE INV REGD 0.50000000                                                       | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |      495000 | NS      | $458691.22    | 0.01%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1% 03/15/33/EUR/                                | EQUINIX INC /EUR/ REGD 1.00000000                                                              | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1476948.86   | 0.02%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3666 4% 06/01/49                                   | FANNIE MAE POOL UMBS P#CA3666 4.00000000                                                       | CUSIP: 3140QBCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1247563 | NS      | $1196469.25   | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 3.5% 06/01/30                              | VULCAN MATERIALS CO REGD 3.50000000                                                            | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       60000 | NS      | $53084.24     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 1.5% 07/15/39/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000                                                   | CUSIP: N14287DN8<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      170000 | NS      | $141623.21    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31                              | TARGA RESOURCES PARTNERS REGD 4.87500000                                                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | NS      | $29619.58     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 03/01/32/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 17Y 1.65000000                                         | CUSIP: T6247AY42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      676000 | NS      | $574051.07    | 0.01%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG 1.125% 01/06/30/EUR/                               | BAYER AG /EUR/ REGD REG S 1.12500000                                                           | CUSIP: D07112UN9<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $882061.49    | 0.01%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| H&M FINANC 0.25% 08/25/29/EUR/                              | H&M FINANCE BV /EUR/ REGD REG S EMTN 0.25000000                                                | CUSIP: N38768AA0<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1213087.44   | 0.02%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GR 1% 11/26/51/EUR/                              | SOCIETE DU GRAND PARIS /EUR/ REGD REG S EMTN 1.00000000                                        | CUSIP: F45204CQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $110117.19    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN9700 1.5% 03/01/37                                 | FREDDIE MAC POOL UMBS P#QN9700 1.50000000                                                      | CUSIP: 3133GGX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      455183 | NS      | $394657.07    | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.75% 07/15/25                              | UNITEDHEALTH GROUP INC REGD 3.75000000                                                         | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       20000 | NS      | $19566.36     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINA 0.45% 05/13/25/EUR/                              | OMERS FINANCE TRUST /EUR/ REGD 144A P/P 0.45000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CA        |      250000 | NS      | $249534.20    | 0.00%             | 2025-05-13      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED KIN 1.75% 09/07/37/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                                | CUSIP: G4527HHE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1529000 | NS      | $1390485.47   | 0.02%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.25% 08/15/51                               | ALLEGHANY CORP REGD 3.25000000                                                                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      435000 | NS      | $308588.05    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  1% 11/25/25/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD REG S 1.00000000                                                   | CUSIP: F43750DN9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2340000 | NS      | $2384840.44   | 0.03%             | 2025-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.45% 06/01/30                              | DUKE ENERGY CORP REGD 2.45000000                                                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      110000 | NS      | $90737.49     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 3.75% 10/29/25/AUD/                              | DEUTSCHE BAHN FIN GMBH /AUD/ REGD REG S EMTN 3.75000000                                        | CUSIP: D1T0VZCG4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $669571.78    | 0.01%             | 2025-10-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.85% 01/19/31/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S EMTN 0.85000000                                                 | CUSIP: T9T20LW53<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $774566.90    | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                              | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                       | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | NS      | $56520.92     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 3.7% 08/01/25                              | SOUTHERN CAL EDISON REGD SER E 3.70000000                                                      | CUSIP: 842400GN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $9682.50      | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.375% 07/16/25/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.37500000                                   | CUSIP: B3821S2U0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    25000000 | NS      | $25093648.97  | 0.32%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT  0.5% 11/12/31/EUR/                              | CHINA GOVT INTL BOND /EUR/ REGD REG S 0.50000000                                               | CUSIP: Y5325SAH1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3250000 | NS      | $2669479.26   | 0.03%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4% 05/02/47                                     | PEPSICO INC REGD 4.00000000                                                                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       85000 | NS      | $74328.77     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO STABIL 1.8% 11/02/46/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD EMTN 1.80000000                                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |    10420000 | NS      | $8711655.65   | 0.11%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/33                                   | UBS GROUP AG REGD V/R 144A P/P 2.74600000                                                      | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | NS      | $1551127.30   | 0.02%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 3.4% 01/15/38                              | JOHNSON & JOHNSON REGD 3.40000000                                                              | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | NS      | $42787.87     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 05/12/28/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1060 0.75000000                                              | CUSIP: W7S736GV4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     6075000 | NS      | $531354.67    | 0.01%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAN V/R 05/02/49/EUR/                              | ASR NEDERLAND NV /EUR/ REGD V/R 3.37500000                                                     | CUSIP: N0709GAJ2<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $913093.83    | 0.01%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6219 3.5% 10/20/49                              | GINNIE MAE II POOL P#MA6219 3.50000000                                                         | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565676 | NS      | $525675.39    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP 2.75% 05/17/31                                  | RAYONIER LP REGD 2.75000000                                                                    | CUSIP: 75508XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      262000 | NS      | $211171.64    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB 1.5% 09/12/30/EUR/                              | INVESTOR AB /EUR/ REGD REG S EMTN 1.50000000                                                   | CUSIP: W5R109AY9<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      700000 | NS      | $642675.47    | 0.01%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHR 5013 IQ 3.5% 09/25/50                                   | FREDDIE MAC REMICS SER 5013 CL IQ 3.50000000                                                   | CUSIP: 3137FW3G3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5536586 | NS      | $921462.31    | 0.01%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.35% 12/01/53                                   | PACIFICORP REGD 5.35000000                                                                     | CUSIP: 695114CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | NS      | $95099.43     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 06/25/25/EUR/                              | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 1.25000000                                             | CUSIP: T9T20LE87<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1024450.60   | 0.01%             | 2025-06-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| LYB INTER 1.625% 09/17/31/EUR/                              | LYB INTERNATIONAL FINANC /EUR/ REGD 1.62500000                                                 | CUSIP: 50247WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $829273.32    | 0.01%             | 2031-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 5.25% 04/01/25                                 | VERISIGN INC REGD SER WI 5.25000000                                                            | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      132000 | NS      | $131749.61    | 0.00%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST 5.517% 04/01/39                                    | TEXAS ST REGD N/C B/E 5.51700000                                                               | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      150000 | NS      | $158428.73    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 0.75% 07/15/24/EUR/                              | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 0.75000000                                        | CUSIP: L6075ZAF3<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1500000 | NS      | $1472885.65   | 0.02%             | 2024-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 2.3% 08/15/26                               | HERSHEY COMPANY REGD 2.30000000                                                                | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       70000 | NS      | $64404.60     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LAND THUER 0.05% 05/06/30/EUR/                              | LAND THUERINGEN /EUR/ REGD REG S 0.05000000                                                    | CUSIP: D8T44EAS4<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |      260000 | NS      | $223801.93    | 0.00%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/43                                | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      720000 | NS      | $591862.51    | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.5% 05/15/50/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.50000000                                            | CUSIP: G4R49GAQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      593000 | NS      | $438845.35    | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.5% 01/31/34                              | REPUBLIC OF CHILE REGD 3.50000000                                                              | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | NS      | $170202.99    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.125% 10/10/31/EUR/                              | LAND HESSEN /EUR/ REGD 0.12500000                                                              | CUSIP: D3R1TJDG8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      203000 | NS      | $168624.82    | 0.00%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 03/20/27/JPY/                              | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 151 0.00500000                                             | CUSIP: J2S39LUC6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1554850000 | NS      | $11757101.82  | 0.15%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0374 2.5% 04/01/52                                 | FREDDIE MAC POOL UMBS P#QE0374 2.50000000                                                      | CUSIP: 3133B9MX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1087156 | NS      | $923521.54    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/28                               | SOCIETE GENERALE REGD V/R 144A P/P 2.79700000                                                  | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2595000 | NS      | $2273915.85   | 0.03%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 03/15/25                              | SANTANDER UK GROUP HLDGS REGD V/R 1.08900000                                                   | CUSIP: 80281LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      600000 | NS      | $560770.56    | 0.01%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL2783 3.5% 03/01/42                                 | FREDDIE MAC POOL UMBS P#ZL2783 3.50000000                                                      | CUSIP: 3131XJCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2282 | NS      | $2138.94      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6154 3.5% 09/20/49                              | GINNIE MAE II POOL P#MA6154 3.50000000                                                         | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1341766 | NS      | $1246790.55   | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLCOME  4.625% 07/25/36/GBP/                              | WELLCOME TRUST FINANCE /GBP/ REGD 4.62500000                                                   | CUSIP: G9522SAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      225000 | NS      | $272821.47    | 0.00%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA 5.375% 12/07/28/GBP/                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION /GBP/ 5.37500000                                         | CUSIP: 31359MEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      460000 | NS      | $585801.39    | 0.01%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPERIAN  1.375% 06/25/26/EUR/                              | EXPERIAN FINANCE PLC /EUR/ REGD REG S EMTN 1.37500000                                          | CUSIP: G3257NAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2625000 | NS      | $2603340.28   | 0.03%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SACH 1.875% 04/10/24/EUR/                              | LAND SACHSEN-ANHALT /EUR/ REGD REG S 1.87500000                                                | CUSIP: D6579WWM1<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |      300000 | NS      | $316342.38    | 0.00%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.329% 09/21/28                              | VERIZON COMMUNICATIONS REGD SER WI 4.32900000                                                  | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | NS      | $433475.24    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER V/R 05/09/26/EUR/                              | BANK OF AMERICA CORP /EUR/ REGD V/R REG S EMTN 0.80800000                                      | CUSIP: U0R8A17S0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1881498.89   | 0.02%             | 2026-05-09      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN  1% 04/22/27/EUR/                              | GIVAUDAN FIN EUROPE /EUR/ REGD REG S 1.00000000                                                | CUSIP: N35840AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $96874.44     | 0.00%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 3.875% 05/15/27                              | KRAFT HEINZ FOODS CO REGD SER WI 3.87500000                                                    | CUSIP: 50077LBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | NS      | $636654.29    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 5.5% 04/25/29/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 5.50000000                                                         | CUSIP: F4040SHL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     2037000 | NS      | $2512741.67   | 0.03%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                       | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      796771 | NS      | $676133.40    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.45% 10/25/23/CZK/                              | CZECH REPUBLIC /CZK/ REGD SER 97 0.45000000                                                    | CUSIP: X73311LF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |    12000000 | NS      | $504884.75    | 0.01%             | 2023-10-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.5% 04/01/25                              | GOLDMAN SACHS GROUP INC REGD 3.50000000                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       97000 | NS      | $93328.77     | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BE2334 4.5% 11/20/47                              | GINNIE MAE II POOL P#BE2334 4.50000000                                                         | CUSIP: 3617BVSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1109391 | NS      | $1089156.74   | 0.01%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 4.087% 11/01/51                              | DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 4.08700000                                         | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      425000 | NS      | $353892.74    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT  0.55% 07/30/24                              | PRIVATE EXPORT FUNDING REGD 144A P/P 0.55000000                                                | CUSIP: 74274TAG5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |      300000 | NS      | $280412.67    | 0.00%             | 2024-07-30      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 3.52% 05/24/31/CNY/                              | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2105 3.52000000                                          | CUSIP: Y0R4AWLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    17000000 | NS      | $2530888.85   | 0.03%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN 2.125% 05/06/25/EUR/                              | LEASEPLAN CORPORATION NV /EUR/ REGD REG S EMTN 2.12500000                                      | CUSIP: N5S19RBV4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $3053640.54   | 0.04%             | 2025-05-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA  3.35% 09/02/51                              | ROYALTY PHARMA PLC REGD 3.35000000                                                             | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       35000 | NS      | $21624.96     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LRP LB RHEINLAND S/UP 02/23/28                              | LRP LB RHEINLAND-PFALZ REGD S/UP 6.87500000                                                    | CUSIP: 514887AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $219625.02    | 0.00%             | 2028-02-23      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC S/UP 11/18/24                                  | HYDRO-QUEBEC REGD S/UP MTN SER MTNB 8.91000000                                                 | CUSIP: 44881HET7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      800000 | NS      | $856898.15    | 0.01%             | 2024-11-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BA 0.4% 09/17/41/EUR/                              | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 0.40000000                                              | CUSIP: N0R37UBU9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $64359.09     | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5300 3.01% 04/01/32                                | FANNIE MAE POOL UMBS P#BS5300 3.01000000                                                       | CUSIP: 3140LF3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4156260 | NS      | $3680913.88   | 0.05%             | 2032-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.05% 01/28/30/EUR/                              | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.05000000                                              | CUSIP: N6S77BPJ8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      374000 | NS      | $323649.57    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 2.6% 06/22/24/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 72 2.60000000                                                   | CUSIP: B11204XK3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      850000 | NS      | $907698.76    | 0.01%             | 2024-06-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 0.5% 11/25/39/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: D5S07LGL9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      110000 | NS      | $76407.41     | 0.00%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2849 4% 08/01/26                                   | FANNIE MAE POOL UMBS P#AL2849 4.00000000                                                       | CUSIP: 3138EKEX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53787 | NS      | $52528.61     | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 12/01/51/CAD/                              | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                      | CUSIP: 135087H72<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      530000 | NS      | $297364.84    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TOR 3.5% 06/02/36/CAD/                              | CITY OF TORONTO CANADA /CAD/ REGD 3.50000000                                                   | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |      300000 | NS      | $198820.90    | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/30/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                                | CUSIP: G4527HRW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2152000 | NS      | $2032417.02   | 0.03%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3986 3.5% 04/01/35                                 | FANNIE MAE POOL UMBS P#MA3986 3.50000000                                                       | CUSIP: 31418DNC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      957017 | NS      | $916931.68    | 0.01%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV 5.125% 07/31/24/EUR/                              | ITALY GOV'T INT BOND /EUR/ REGD MTN SER DMTN 5.12500000                                        | CUSIP: T6247A3C8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      520000 | NS      | $569624.72    | 0.01%             | 2024-07-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 04/22/26/EUR/                              | CREDIT AGRICOLE SA /EUR/ REGD V/R EMTN 1.00000000                                              | CUSIP: F2276JKN4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2992926.76   | 0.04%             | 2026-04-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FHR 5003 AS V/R 08/25/50                                    | FREDDIE MAC REMICS SER 5003 CL AS V/R 1.71129000                                               | CUSIP: 3137FVHZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7340336 | NS      | $964948.87    | 0.01%             | 2050-08-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.81% 09/14/50/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000                                           | CUSIP: Y6S39BYR5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   128800000 | NS      | $20340606.18  | 0.26%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 3.25% 03/15/27                              | BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000                                                  | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $37941.72     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.45% 10/06/46                                  | PEPSICO INC REGD 3.45000000                                                                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       15000 | NS      | $11978.19     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 1-53 95 1                               | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 1-53 95 19 SAL 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |   -10000000 | NC      | $-172354.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE 2.45% 01/15/31                                 | AES CORP/THE REGD SER WI 2.45000000                                                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      125000 | NS      | $99742.60     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6293 3% 07/01/50                                   | FANNIE MAE POOL UMBS P#CA6293 3.00000000                                                       | CUSIP: 3140QD7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3107258 | NS      | $2747914.18   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDE 1% 04/15/25/EUR/                              | SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: W9T10ZJW6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $2030622.20   | 0.03%             | 2025-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.75PCD03 12/03/37 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-65927.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY  1.125% 09/21/25/GBP/                              | BURBERRY GROUP PLC /GBP/ REGD REG S 1.12500000                                                 | CUSIP: G1700DAA3<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      825000 | NS      | $887290.40    | 0.01%             | 2025-09-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.875% 06/18/29/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: F07334S91<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $909572.05    | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NOVO NORDI 0.75% 03/31/25/EUR/                              | NOVO NORDISK FINANCE NL /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: N6491SAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1010703.88   | 0.01%             | 2025-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 4.5% 03/01/49                              | APPALACHIAN POWER C REGD SER Y 4.50000000                                                      | CUSIP: 037735CX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $16596.39     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 4.7% 06/01/35/CAD/                              | SNCF RESEAU /CAD/ REGD SER MPLE 4.70000000                                                     | CUSIP: 761034AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $75900.00     | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORR 0.8% 08/01/31/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 0.80000000                                                   | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $768416.09    | 0.01%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.2% 02/01/33                              | TARGA RESOURCES CORP REGD 4.20000000                                                           | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      525000 | NS      | $453375.11    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUXL 30Y BND MAR23                                 | FUTURE CONTRACT ON           EURO-BUXL 30Y BND MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          33 | NC      | $4777332.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 2.375% 02/29/24                                | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 9128286G0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $974257.81    | 0.01%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  3.95% 05/25/51                              | ATHENE HOLDING LTD REGD 3.95000000                                                             | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       55000 | NS      | $37380.43     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/29/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 154 2.75000000                                            | CUSIP: Q08184NB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      305000 | NS      | $193582.02    | 0.00%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 12/08/27/GBP/                               | SWEDBANK AB /GBP/ REGD V/R 1.37500000                                                          | CUSIP: W9423YR93<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1500000 | NS      | $1544410.59   | 0.02%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 2.5% 11/01/26                              | HONEYWELL INTERNATIONAL REGD 2.50000000                                                        | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      400000 | NS      | $368864.51    | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CO 7.2% 08/15/27                              | RAYTHEON TECH CORP REGD SER WI 7.20000000                                                      | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       20000 | NS      | $21991.35     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 07/16/29/EUR/                                    | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: T0579BAM7<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $85636.00     | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NOVO NORD 1.125% 09/30/27/EUR/                              | NOVO NORDISK FINANCE NL /EUR/ REGD REG S EMTN 1.12500000                                       | CUSIP: N6491SAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $966710.53    | 0.01%             | 2027-09-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R /PERP/                                       | US BANCORP REGD V/R /PERP/ 3.70000000                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2300000 | NS      | $1880250.00   | 0.02%             | 2171-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| RC R/P WELLS   4.460% 01/12/23                              | RC R/P WELLS   4.460% 01/12/23 4.46000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -13096996 | PA      | $-13096995.59 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INT 1.625% 01/20/27/EUR/                              | SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.62500000                                       | CUSIP: N7937QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3900000 | NS      | $3880987.89   | 0.05%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP 1.55% 06/01/26                              | LABORATORY CORP OF AMER REGD 1.55000000                                                        | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       50000 | NS      | $44322.65     | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY 3.7% 05/30/24                              | DEUTSCHE BANK N REGD MTN SER * 3.70000000                                                      | CUSIP: 251526BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $97212.08     | 0.00%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFSF 2.75% 12/03/29/EUR/                                    | EFSF /EUR/ REGD EMTN 2.75000000                                                                | CUSIP: L2669HAY3<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     1020000 | NS      | $1072972.00   | 0.01%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/28/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                                 | CUSIP: E4R46CAV9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1476000 | NS      | $1739546.77   | 0.02%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21914.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 05/11/50                                    | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | NS      | $16678.96     | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8197 2.5% 08/20/52                              | GINNIE MAE II POOL P#MA8197 2.50000000                                                         | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      487414 | NS      | $423358.84    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS 4.2% 04/01/49                              | ENTERGY ARKANSAS LLC REGD 4.20000000                                                           | CUSIP: 29366MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8280.84      | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 2% 01/01/25/DKK/                              | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 2.00000000                                     | CUSIP: K74181WU6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      300000 | NS      | $42008.29     | 0.00%             | 2025-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM 5% 03/01/26                              | MAGELLAN MIDSTREAM PARTN REGD 5.00000000                                                       | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9944.02      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.95% 01/20/32/EUR/                              | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.95000000                                            | CUSIP: M2R92QAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      300000 | NS      | $239361.18    | 0.00%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGIAS  1.625% 04/15/27/EUR/                              | ENERGIAS DE PORTUGAL SA /EUR/ REGD REG S EMTN 1.62500000                                       | CUSIP: X1R4PDPM5<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      200000 | NS      | $195708.23    | 0.00%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL C 2.05% 08/15/30                              | CNA FINANCIAL CORP REGD 2.05000000                                                             | CUSIP: 126117AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | NS      | $1974252.73   | 0.02%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 01/04/32/GBP/                              | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 2.62500000                                              | CUSIP: G49188UH9<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $941914.67    | 0.01%             | 2032-01-04      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/26/DKK/                              | NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000                                                 | CUSIP: K7S724JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      500000 | NS      | $65724.51     | 0.00%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROGRAMA C 4.25% 04/10/31/EUR/                              | PROGRAMA CEDULAS TDA FTA /EUR/ REGD SER A6 4.25000000                                          | CUSIP: E8352YAB3<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $112653.94    | 0.00%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 2.85% 02/15/52                              | ATMOS ENERGY CORP REGD 2.85000000                                                              | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |        5000 | NS      | $3262.01      | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KFW 2.5% 11/20/24                                           | KFW REGD 2.50000000                                                                            | CUSIP: 500769GK4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      750000 | NS      | $721631.21    | 0.01%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL A 1.25% 05/18/26/EUR/                              | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S MTN SER GMTN 1.25000000                               | CUSIP: Q65336KV2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1007186.39   | 0.01%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD2618 3% 12/01/51                                   | FREDDIE MAC POOL UMBS P#QD2618 3.00000000                                                      | CUSIP: 3133AY4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238632 | NS      | $210421.47    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.45% 02/01/52                              | SOUTHERN CAL EDISON REGD 3.45000000                                                            | CUSIP: 842400HN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | NS      | $222879.68    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELEPERFOR 3.75% 06/24/29/EUR/                              | TELEPERFORMANCE /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: F9120FHQ2<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1009467.09   | 0.01%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 4.9% 03/15/49                              | MARSH & MCLENNAN COS INC REGD 4.90000000                                                       | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      170000 | NS      | $157365.46    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/66/THB/                              | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                                 | CUSIP: Y6065BBS5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    25620000 | NS      | $707502.89    | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR23                                 | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR23 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          91 | NC      | $11275317.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AME 1.625% 03/11/26/EUR/                              | ANGLO AMERICAN CAPITAL /EUR/ REGD REG S EMTN 1.62500000                                        | CUSIP: G037626U3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $994861.22    | 0.01%             | 2026-03-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IBRD 0.65% 02/10/26                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.65000000                    | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      750000 | NS      | $651671.92    | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 10/04/27/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                   | CUSIP: N14288QW2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      410000 | NS      | $433025.38    | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSICURAZION V/R 10/27/47/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD V/R REG S EMTN 5.50000000                                    | CUSIP: T0486VAC7<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $1078221.45   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                              | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S 3.74800000                                  | CUSIP: N93695TT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $908008.77    | 0.01%             | 2171-12-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 0.508% 01/12/24                              | SUMITOMO MITSUI FINL GRP REGD 0.50800000                                                       | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      685000 | NS      | $652289.23    | 0.01%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| ENI SPA V/R /PERP//EUR/                                     | ENI SPA /EUR/ REGD V/R /PERP/ REG S SER NC5. 2.62500000                                        | CUSIP: T3666JJZ0<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $967968.66    | 0.01%             | 2171-01-13      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | PLN/USD FWD 20230104 000009605 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-212266.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIB 1.125% 06/11/26/EUR/                              | BNP PARIBAS /EUR/ REGD REG S EMTN 1.12500000                                                   | CUSIP: F105CEUD7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $978768.08    | 0.01%             | 2026-06-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MUNICH RE V/R 05/26/41/EUR/                                 | MUNICH RE /EUR/ REGD V/R REG S 1.25000000                                                      | CUSIP: D5557XAB5<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     5000000 | NS      | $3986016.07   | 0.05%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 10/31/26                                | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CDG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      630000 | NS      | $564243.75    | 0.01%             | 2026-10-31      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| EURO STABI 0.75% 09/05/28/EUR/                              | EURO STABILITY MECHANISM /EUR/ REGD EMTN SER EUR 0.75000000                                    | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     2750000 | NS      | $2597930.72   | 0.03%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 2.625% 04/07/25/EUR/                              | MERCEDES-BENZ INTERNATIONAL___  FINANCE /EUR/ REGD REG S EMTN 2.62500000                       | CUSIP: N3114HLG7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1760000 | NS      | $1859688.47   | 0.02%             | 2025-04-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8140 1.5% 02/01/37                                 | FREDDIE MAC POOL UMBS P#SB8140 1.50000000                                                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      851903 | NS      | $738904.32    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITA 7.3% 12/23/25/EUR/                              | METROPOLITANO DE LISBOA /EUR/ REGD 7.30000000                                                  | CUSIP: X5331DAG9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      500000 | NS      | $594319.18    | 0.01%             | 2025-12-23      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/28/27                                | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 912828ZB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $890390.62    | 0.01%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4632 3% 06/01/42                                   | FANNIE MAE POOL UMBS P#MA4632 3.00000000                                                       | CUSIP: 31418EEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      361865 | NS      | $323759.45    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT6838 3% 10/01/51                                   | FANNIE MAE POOL UMBS P#BT6838 3.00000000                                                       | CUSIP: 3140LVS42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2051118 | NS      | $1803784.42   | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.4% 07/15/72/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.40000000                                           | CUSIP: Y6S39BR77<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    87260000 | NS      | $12716103.80  | 0.16%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                              | SWEDISH GOVERNMENT /SEK/ REGD SER 1062 0.12500000                                              | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     3335000 | NS      | $265127.93    | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 2.75% 06/15/29/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000                                           | CUSIP: Y6S39BR44<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    32000000 | NS      | $4588000.06   | 0.06%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.4% 01/08/28/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2104 3.40000000                                          | CUSIP: Y1456TKG0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     4000000 | NS      | $589632.91    | 0.01%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INFORMA P 3.125% 07/05/26/GBP/                              | INFORMA PLC /GBP/ REGD REG S EMTN 3.12500000                                                   | CUSIP: G4770LAV8<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     1100000 | NS      | $1200498.90   | 0.02%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 05/25/32/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.75000000                                            | CUSIP: X7327PAS8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     3000000 | NS      | $2951985.26   | 0.04%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.99PKWDC 09/01/25 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-145257.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB1400 3% 08/01/51                                   | FANNIE MAE POOL UMBS P#CB1400 3.00000000                                                       | CUSIP: 3140QLRW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1342601 | NS      | $1191861.93   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST DEPT 5.834% 11/15/34                              | OREGON ST DEPT OF TRANSPRTN HI REGD N/C B/E 5.83400000                                         | CUSIP: 68607DNL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | NS      | $53678.33     | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/09/27                                  | CITIGROUP INC REGD V/R 1.46200000                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3250000 | NS      | $2822500.29   | 0.04%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.125% 09/29/31/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 0.12500000                                           | CUSIP: F0108UPL6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $242659.24    | 0.00%             | 2031-09-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 2.4% 11/09/31                              | ARTHUR J GALLAGHER & CO REGD 2.40000000                                                        | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      300000 | NS      | $236656.91    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON C 0.875% 04/02/25/EUR/                              | VERIZON COMMUNICATIONS /EUR/ REGD 0.87500000                                                   | CUSIP: 92343VDJ0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      750000 | NS      | $756184.97    | 0.01%             | 2025-04-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% FEB 23                                 | FNMA TBA 30YR TBA 3% FEB 23     TO BE ANNOUNCED 3.00000000                                     | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7000000 | NS      | $6155938.60   | 0.08%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 05/25/66/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 1.75000000                                                         | CUSIP: F43750FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      686000 | NS      | $501003.09    | 0.01%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ATLAS COP 0.125% 09/03/29/EUR/                              | ATLAS COPCO FINANCE /EUR/ REGD REG S EMTN 0.12500000                                           | CUSIP: G0R8A6AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | NS      | $426512.23    | 0.01%             | 2029-09-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 04/01/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000                                    | CUSIP: T6052BZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2810000 | NS      | $2672756.88   | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 05/31/26                                 | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CCF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2400000 | NS      | $2143031.26   | 0.03%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP 5.5% 09/15/25                               | SEALED AIR CORP REGD P/P 5.50000000                                                            | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     1460000 | NS      | $1439250.36   | 0.02%             | 2025-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#BH4510 4.5% 11/20/48                              | GINNIE MAE II POOL P#BH4510 4.50000000                                                         | CUSIP: 3617H2AK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      386740 | NS      | $377773.82    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 08/31/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CAJ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $450058.60    | 0.01%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FMS WERTM 1.125% 03/20/23/GBP/                              | FMS WERTMANAGEMENT /GBP/ REGD REG S 1.12500000                                                 | CUSIP: D2R6L2HT2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      600000 | NS      | $721966.53    | 0.01%             | 2023-03-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC2713 1.5% 04/01/51                                 | FREDDIE MAC POOL UMBS P#QC2713 1.50000000                                                      | CUSIP: 3133AMAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50877 | NS      | $39378.98     | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 3% 01/15/27                              | REALTY INCOME CORP REGD 3.00000000                                                             | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1852030.68   | 0.02%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMS USA H 0.625% 06/13/25/EUR/                              | MMS USA HOLDINGS INC /EUR/ REGD REG S 0.62500000                                               | CUSIP: F627A2AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | NS      | $2871800.26   | 0.04%             | 2025-06-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3096 2.5% 03/01/52                                 | FANNIE MAE POOL UMBS P#CB3096 2.50000000                                                       | CUSIP: 3140QNNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      741720 | NS      | $630196.21    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS 2.5% 07/01/31                               | EAGLE MATERIALS REGD 2.50000000                                                                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |      154000 | NS      | $121209.19    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASB FINANC 0.25% 09/08/28/EUR/                              | ASB FINANCE LTD /EUR/ REGD REG S EMTN 0.25000000                                               | CUSIP: G0R91TCX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |     1000000 | NS      | $851703.53    | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPO 0.5% 09/16/26/SEK/                              | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5536 0.50000000                                     | CUSIP: W6S579AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1200000 | NS      | $102672.60    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5594 3.5% 11/20/48                              | GINNIE MAE II POOL P#MA5594 3.50000000                                                         | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222712 | NS      | $207414.39    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 1.55% 11/15/30                              | AMEREN ILLINOIS CO REGD 1.55000000                                                             | CUSIP: 02361DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $23790.51     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LONDON STO 1.75% 12/06/27/EUR/                              | LONDON STOCK EXCHANGE PL /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: G5689UN82<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |     3800000 | NS      | $3747255.73   | 0.05%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 0.01% 09/23/26/EUR/                              | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 0.01000000                                       | CUSIP: D5715M5E8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $95108.20     | 0.00%             | 2026-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 0.25% 04/30/24/EUR/                              | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 0.25000000                             | CUSIP: E6R46KJU9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       50000 | NS      | $51666.34     | 0.00%             | 2024-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NVR INC 3% 05/15/30                                         | NVR INC REGD 3.00000000                                                                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |      439000 | NS      | $369611.14    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.375% 03/07/25/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 1.37500000                                      | CUSIP: B3821SV87<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      100000 | NS      | $113470.47    | 0.00%             | 2025-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000004388 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3328182.22  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EIKA BOLI 0.375% 02/26/25/EUR/                              | EIKA BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: R2R750CA3<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      100000 | NS      | $100512.47    | 0.00%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUN 1% 01/19/27/EUR/                              | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 1.00000000                                              | CUSIP: Q0649WAZ1<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |      300000 | NS      | $293677.95    | 0.00%             | 2027-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITA 1.3% 05/12/25/EUR/                              | RELX CAPITAL INC /EUR/ REGD 1.30000000                                                         | CUSIP: 74949LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | NS      | $506516.59    | 0.01%             | 2025-05-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.25% 01/18/41/EUR/                              | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.25000000                                             | CUSIP: C2R89MYZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2500000 | NS      | $1522501.01   | 0.02%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUCKLAND  0.125% 09/26/29/EUR/                              | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.12500000                                              | CUSIP: Q0649WBE7<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |      200000 | NS      | $173196.67    | 0.00%             | 2029-09-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1215 2.5% 10/01/51                                 | FANNIE MAE POOL UMBS P#FS1215 2.50000000                                                       | CUSIP: 3140XGK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962543 | NS      | $818687.41    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAGE GROU 1.625% 02/25/31/GBP/                              | SAGE GROUP PLC (THE) /GBP/ REGD REG S 1.62500000                                               | CUSIP: G7771KD64<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $1801074.29   | 0.02%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.125% 01/31/28/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000                                                | CUSIP: G4527HSH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1847000 | NS      | $1872356.93   | 0.02%             | 2028-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 8.875% 03/25/26/GBP/                              | ELECTRICITY NORTH WEST /GBP/ REGD SER BR 8.87500000                                            | CUSIP: G92803AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2669114.86   | 0.03%             | 2026-03-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 03/17/27/SEK/                              | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 197 1.00000000                                    | CUSIP: W9T1222V7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      700000 | NS      | $60168.18     | 0.00%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTME 4.25% 05/11/42                              | DIAGEO INVESTMENT CORP REGD 4.25000000                                                         | CUSIP: 25245BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $17631.91     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | GBP/USD FWD 20230119 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6826.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC 3% 05/08/26/GBP/                               | BARCLAYS PLC /GBP/ REGD REG S EMTN 3.00000000                                                  | CUSIP: G0809LGM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $109647.90    | 0.00%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 1.25% 03/30/37/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 1.25000000                                                   | CUSIP: N14288EB1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      100000 | NS      | $82712.60     | 0.00%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.75% 10/04/27/EUR/                              | INVESTITIONSBANK BERLIN /EUR/ REGD REG S 2.75000000                                            | CUSIP: D3R62FDA7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $316960.24    | 0.00%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 0% 07/18/29/EUR/                                | LA POSTE SA /EUR/ REGD REG S EMTN 0.00000000                                                   | CUSIP: F5548BDA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $165523.25    | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 3.25% 02/15/30                              | EXPEDIA GROUP INC REGD SER WI 3.25000000                                                       | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2140000 | NS      | $1819897.64   | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 1% 12/21/30/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 160 1.00000000                                      | CUSIP: Q2R04NCH5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     4850000 | NS      | $2636480.52   | 0.03%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 1% 01/15/24/EUR/                                 | ECOLAB INC /EUR/ REGD 1.00000000                                                               | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1950000 | NS      | $2048441.17   | 0.03%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/28/GBP/                              | LCR FINANCE PLC /GBP/ REGD REG S 4.50000000                                                    | CUSIP: G5373RAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | NS      | $367444.10    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0789 4% 10/01/48                                   | FREDDIE MAC POOL UMBS P#ZT0789 4.00000000                                                      | CUSIP: 3132AC2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2895701 | NS      | $2764485.42   | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC 2.63% 08/15/31                              | YAMANA GOLD INC REGD 2.63000000                                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     2705000 | NS      | $2026651.87   | 0.03%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 10/10/27/EUR/                                 | HUNGARY /EUR/ REGD REG S 1.75000000                                                            | CUSIP: X93622FJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      825000 | NS      | $771208.58    | 0.01%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29                              | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | NS      | $140833.39    | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC C 2% 12/21/28                              | EMERSON ELECTRIC CO REGD 2.00000000                                                            | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       25000 | NS      | $21285.16     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP 3.3% 05/15/26                                      | IBM CORP REGD 3.30000000                                                                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1060000 | NS      | $1009300.49   | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/27/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 1.37500000                                                       | CUSIP: X27717ML2<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      870000 | NS      | $873245.95    | 0.01%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MO 1.55% 07/30/27/GBP/                              | GENERAL MOTORS FINL CO /GBP/ REGD REG S 1.55000000                                             | CUSIP: U37047AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1998283.04   | 0.03%             | 2027-07-30      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 07/06/28/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1810 4.04000000                                          | CUSIP: Y1456TGK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     6600000 | NS      | $1003489.32   | 0.01%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 0.01% 03/11/30/EUR/                              | LAND HESSEN /EUR/ REGD REG S SER 2006 0.01000000                                               | CUSIP: D3R1TJCT1<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      100000 | NS      | $86260.71     | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3542 3.5% 12/01/28                                 | FANNIE MAE POOL UMBS P#MA3542 3.50000000                                                       | CUSIP: 31418C5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69595 | NS      | $66668.39     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENGIE 2.375% 05/19/26/EUR/                                  | ENGIE /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: F4276DHY3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $3083229.92   | 0.04%             | 2026-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 07/22/57/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                                | CUSIP: G4527HHB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1744000 | NS      | $1286867.26   | 0.02%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                                | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1790000 | NS      | $1656798.83   | 0.02%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELIA COM 2.125% 02/20/34/EUR/                              | TELIA COMPANY AB /EUR/ REGD REG S EMTN 2.12500000                                              | CUSIP: W9588LLF4<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      700000 | NS      | $624096.96    | 0.01%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.3% 03/25/28                                   | ORACLE CORP REGD 2.30000000                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      900000 | NS      | $780924.26    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.35% 06/24/40                               | MERCK & CO INC REGD 2.35000000                                                                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | NS      | $34994.19     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93351 4% 08/01/40                                  | FREDDIE MAC GOLD POOL P#A93351 4.00000000                                                      | CUSIP: 312941WL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      277896 | NS      | $267505.53    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.125% 05/15/28/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR64 6.12500000                                            | CUSIP: Y39814HQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   407000000 | NS      | $25566.56     | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 3.5% 09/27/24/AUD/                              | DEUTSCHE BAHN FIN GMBH /AUD/ REGD MTN 3.50000000                                               | CUSIP: D1T0VZAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $200226.53    | 0.00%             | 2024-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINIO 1.25% 09/10/26                              | TORONTO-DOMINION BANK REGD MTN 1.25000000                                                      | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       20000 | NS      | $17511.06     | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 03/11/52/GBP/                                | SNCF RESEAU /GBP/ REGD REG S EMTN 5.00000000                                                   | CUSIP: F77540AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      145000 | NS      | $172247.56    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPI 0.75% 09/20/24/EUR/                              | EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.75000000                                            | CUSIP: G3R310AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1000000 | NS      | $1021129.64   | 0.01%             | 2024-09-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.025% 03/15/62                              | CONOCOPHILLIPS COMPANY REGD 4.02500000                                                         | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | NS      | $198802.89    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BAYER AG 0.375% 01/12/29/EUR/                               | BAYER AG /EUR/ REGD REG S 0.37500000                                                           | CUSIP: D07112UT6<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     1900000 | NS      | $1646425.93   | 0.02%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UPJOHN FI 1.023% 06/23/24/EUR/                              | UPJOHN FINANCE BV /EUR/ REGD REG S 1.02300000                                                  | CUSIP: N9041QAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $1021401.96   | 0.01%             | 2024-06-23      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS  1.875% 11/01/30                              | GENUINE PARTS CO REGD 1.87500000                                                               | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      270000 | NS      | $208549.60    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TOTALENER 2.125% 09/18/29/EUR/                              | TOTALENERGIES CAPITAL /EUR/ REGD REG S EMTN 2.12500000                                         | CUSIP: C89729AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1000000 | NS      | $976646.45    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA 4% 11/29/32/EUR/                                    | BPCE SA /EUR/ REGD REG S EMTN 4.00000000                                                       | CUSIP: F1883HCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4300000 | NS      | $4486940.95   | 0.06%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1065 2.5% 07/01/51                                 | FANNIE MAE POOL UMBS P#CB1065 2.50000000                                                       | CUSIP: 3140QLFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      363761 | NS      | $309378.79    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK R 0% 01/10/24/EUR/                              | EUROPEAN BK RECON & DEV /EUR/ REGD MTN SER GMTN 0.00000000                                     | CUSIP: G315BBTH1<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |     3900000 | NS      | $4042941.21   | 0.05%             | 2024-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3769 3.5% 06/01/52                                 | FANNIE MAE POOL UMBS P#CB3769 3.50000000                                                       | CUSIP: 3140QPFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      645599 | NS      | $587802.06    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.875% 12/15/23/GBP/                              | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 0.87500000                                      | CUSIP: B3821SC96<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1375000 | NS      | $1616635.98   | 0.02%             | 2023-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOYA 2017-1A A1R V/R 04/17/30                               | VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.02914000                            | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4914988 | NS      | $4841849.38   | 0.06%             | 2030-04-17      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEA 3.246% 10/24/25/EUR/                              | COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 3.24600000                                        | CUSIP: Q2692UX66<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | NS      | $106327.71    | 0.00%             | 2025-10-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVEL 1.75% 05/05/37/EUR/                              | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: U4592BKN7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      500000 | NS      | $448074.30    | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/26/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 343 0.10000000                                            | CUSIP: J2S39KNU6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   227350000 | NS      | $1732530.34   | 0.02%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FI 0.5% 10/06/29/EUR/                              | BRENNTAG FINANCE BV /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: N1632QAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $404576.57    | 0.01%             | 2029-10-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY- 0.625% 09/07/24/EUR/                              | KIMBERLY-CLARK CORP /EUR/ REGD 0.62500000                                                      | CUSIP: 494368BX0<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1537754.92   | 0.02%             | 2024-09-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 1.125% 09/14/51/EUR/                              | ELI LILLY & CO /EUR/ REGD 1.12500000                                                           | CUSIP: 532457CB2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $2104188.88   | 0.03%             | 2051-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 12/31/23                                 | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CDR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $961445.31    | 0.01%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43                                    | ZOETIS INC REGD SER WI 4.70000000                                                              | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      245000 | NS      | $221420.11    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 02/20/47/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                      | CUSIP: A0654UAN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      495000 | NS      | $389883.54    | 0.00%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZM5142 4.5% 12/01/47                                 | FREDDIE MAC POOL UMBS P#ZM5142 4.50000000                                                      | CUSIP: 3131XYWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188200 | NS      | $184855.34    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000016440 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3432562.58  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM7879 3.5% 05/01/35                                 | FANNIE MAE POOL UMBS P#FM7879 3.50000000                                                       | CUSIP: 3140XBXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64401 | NS      | $62306.32     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 0.25% 11/21/25/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 161 0.25000000                                      | CUSIP: Q2R04NCL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2240000 | NS      | $1390147.48   | 0.02%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE P 2% 01/23/29/GBP/                              | PRS FINANCE PLC /GBP/ REGD REG S 2.00000000                                                    | CUSIP: G7282PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | NS      | $524429.19    | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITA 2.75% 08/14/50                              | NOVARTIS CAPITAL CORP REGD 2.75000000                                                          | CUSIP: 66989HAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | NS      | $123175.37    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.4% 05/23/34/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 2.40000000                                                      | CUSIP: A524806R5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      673000 | NS      | $670956.50    | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 11/15/41                                | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1200000 | NS      | $1043953.13   | 0.01%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50                                 | UNITED STATES TREASURY BOND 1.25000000                                                         | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7480000 | NS      | $4068126.58   | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA 1.75% 07/13/30/EUR/                                 | ROMANIA /EUR/ REGD REG S EMTN 1.75000000                                                       | CUSIP: X7360WBZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1000000 | NS      | $742485.51    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 23                                   | FNMA 30YR TBA 4.0% JAN 23      TO BE ANNOUNCED 4.00000000                                      | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -32950000 | NS      | $-30935710.81 | -0.39%            | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK V/R 09/13/29/EUR/                              | SANTANDER UK GROUP HLDGS /EUR/ REGD V/R REG S EMTN 0.60300000                                  | CUSIP: G8108WAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2050000 | NS      | $1705680.69   | 0.02%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCI 6.7% 11/29/32                              | DISCOVER FINANCIAL SVS REGD 6.70000000                                                         | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      410000 | NS      | $418190.86    | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7513 3.5% 04/01/50                                 | FREDDIE MAC POOL UMBS P#SD7513 3.50000000                                                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3174189 | NS      | $2954838.01   | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV1252 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#BV1252 3.00000000                                                       | CUSIP: 3140MEMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41786 | NS      | $36843.78     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.5% 06/01/25/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.50000000                                         | CUSIP: T6247AX92<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1620000 | NS      | $1658613.58   | 0.02%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 0.375% 09/08/27/EUR/                              | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: N76386AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | NS      | $272499.10    | 0.00%             | 2027-09-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE  0.875% 07/05/28/EUR/                              | PROVINCE OF QUEBEC /EUR/ REGD 0.87500000                                                       | CUSIP: C4108FCU8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |     1025000 | NS      | $964141.45    | 0.01%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                                | UNITED STATES TREASURY BOND 1.62500000                                                         | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1600000 | NS      | $961687.51    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 03/20/35/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 18 2.30000000                                             | CUSIP: J2615Q5P6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   870900000 | NS      | $7790321.27   | 0.10%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN D 2.5% 01/18/23                              | INTER-AMERICAN DEVEL BK REGD 2.50000000                                                        | CUSIP: 4581X0DA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      230000 | NS      | $229828.69    | 0.00%             | 2023-01-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERR 2% 04/21/31/AUD/                              | NORTHERN TERRITORY TREAS /AUD/ REGD REG S 2.00000000                                           | CUSIP: Q6S62NDB6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      600000 | NS      | $331752.78    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL  2% 06/03/36/GBP/                              | NOTTING HILL GENESIS /GBP/ REGD REG S EMTN 2.00000000                                          | CUSIP: G6671QAC4<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |     2800000 | NS      | $2247226.15   | 0.03%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROSEGUR  1.375% 02/04/26/EUR/                              | PROSEGUR CASH SA /EUR/ REGD REG S EMTN 1.37500000                                              | CUSIP: E8S56XAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1500000 | NS      | $1468418.66   | 0.02%             | 2026-02-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBA 3.5% 02/10/27/EUR/                              | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN 3.50000000                              | CUSIP: E11805PZ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | NS      | $521084.35    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7869 2.5% 03/01/52                                 | FREDDIE MAC POOL UMBS P#QD7869 2.50000000                                                      | CUSIP: 3133B5W65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125504 | NS      | $107178.47    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRS FINANC 1.75% 11/24/26/GBP/                              | PRS FINANCE PLC /GBP/ REGD REG S 1.75000000                                                    | CUSIP: G7282PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      189204 | NS      | $207088.70    | 0.00%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TECHNIP E 1.125% 05/28/28/EUR/                              | TECHNIP ENERGIES NV /EUR/ REGD REG S 1.12500000                                                | CUSIP: F9222GAA9<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |     5100000 | NS      | $4417793.70   | 0.06%             | 2028-05-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.4% 12/20/34/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 17 2.40000000                                             | CUSIP: J2615Q5M3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   112150000 | NS      | $1012605.81   | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTER-AMER 1.25% 12/15/25/GBP/                              | INTER-AMERICAN DEVEL BK /GBP/ REGD 1.25000000                                                  | CUSIP: U4582NGZ1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     2000000 | NS      | $2214646.40   | 0.03%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SODEXO SA 0.75% 04/14/27/EUR/                               | SODEXO SA /EUR/ REGD REG S 0.75000000                                                          | CUSIP: F84941CH8<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $957410.46    | 0.01%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 04/30/27                                  | UNITED STATES TREASURY NOTE 0.50000000                                                         | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1532000 | NS      | $1321230.32   | 0.02%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 3% 03/01/50                              | COMMONWEALTH EDISON CO REGD 3.00000000                                                         | CUSIP: 202795JS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | NS      | $37729.44     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 3.55% 07/15/24                              | VISTRA OPERATIONS CO LLC REGD 144A P/P 3.55000000                                              | CUSIP: 92840VAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1343233.79   | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| ATLAS COPC 0.75% 02/08/32/EUR/                              | ATLAS COPCO FINANCE /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: G0R8A6AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | NS      | $411348.24    | 0.01%             | 2032-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/26                                | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 912828R36<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | NS      | $2303613.28   | 0.03%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ I 0.25% 03/17/28/EUR/                              | MONDELEZ INTERNATIONAL /EUR/ REGD 0.25000000                                                   | CUSIP: U6100RDB6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $892506.94    | 0.01%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2196 2.5% 05/01/52                                 | FANNIE MAE POOL UMBS P#FS2196 2.50000000                                                       | CUSIP: 3140XHNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      944841 | NS      | $803583.98    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE 0.75% 09/01/32/EUR/                              | VONOVIA SE /EUR/ REGD REG S EMTN 0.75000000                                                    | CUSIP: D9581TAL4<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1700000 | NS      | $1205517.86   | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW 0.875% 07/18/24/GBP/                                    | KFW /GBP/ REGD REG S EMTN 0.87500000                                                           | CUSIP: D4S475RF0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2000000 | NS      | $2296627.71   | 0.03%             | 2024-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICA M 2.125% 03/10/28/EUR/                              | AMERICA MOVIL SAB DE CV /EUR/ REGD 2.12500000                                                  | CUSIP: P0280AFK2<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1300000 | NS      | $1278671.77   | 0.02%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TESCO COR 0.875% 05/29/26/EUR/                              | TESCO CORP TREASURY SERV /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: G8762ZAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1452726.88   | 0.02%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.375% 01/20/32/EUR/                              | SPAREBANKEN VEST BOLIGKR /EUR/ REGD REG S 0.37500000                                           | CUSIP: R82994CN3<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $82312.68     | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 1.25% 11/20/30/AUD/                              | NEW S WALES TREASURY CRP /AUD/ REGD 1.25000000                                                 | CUSIP: Q6715PU23<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1800000 | NS      | $959262.22    | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.65% 09/22/51                                  | WALMART INC REGD 2.65000000                                                                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       20000 | NS      | $13616.90     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 1.375% 08/06/30                              | ASTRAZENECA PLC REGD 1.37500000                                                                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      300000 | NS      | $237759.22    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BC7705 4.5% 10/20/47                              | GINNIE MAE II POOL P#BC7705 4.50000000                                                         | CUSIP: 3617BBR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      360547 | NS      | $353420.01    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.25% 02/18/41/EUR/                              | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.25000000                                           | CUSIP: D3R33ABL2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       94000 | NS      | $60463.14     | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPIT 3.364% 11/15/26                              | PROSPECT CAPITAL CORP REGD 3.36400000                                                          | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |       95000 | NS      | $78856.21     | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                                 | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                       | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6634540 | NS      | $5634298.51   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 1.5% 11/20/30/AUD/                              | TREASURY CORP VICTORIA /AUD/ REGD 1.50000000                                                   | CUSIP: Q9194YHE7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2230000 | NS      | $1209044.77   | 0.02%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOL 2.75% 09/15/29                              | AGILENT TECHNOLOGIES INC REGD 2.75000000                                                       | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |       60000 | NS      | $51874.12     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLIT 3.25% 09/24/27/EUR/                              | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000                               | CUSIP: Q14900AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1200000 | NS      | $1268352.20   | 0.02%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C7 2.037% 02/15/30                               | BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL A5 REGD 2.03700000                                 | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | NS      | $171357.84    | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4536 2% 02/01/37                                   | FANNIE MAE POOL UMBS P#MA4536 2.00000000                                                       | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1048696 | NS      | $936514.56    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/23/30                                 | MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | NS      | $70192.22     | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 1.375% 04/24/29/EUR/                              | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 1.37500000                                             | CUSIP: F0938VRQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      200000 | NS      | $180494.57    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                                | CASH COLLATERAL TBA SAL USD 4.23000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |    -2273000 | NS      | $-2273000.00  | -0.03%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7818 2.5% 04/01/52                                 | FANNIE MAE POOL UMBS P#BT7818 2.50000000                                                       | CUSIP: 3140LWVL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52503 | NS      | $44837.00     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.2% 07/15/36                                  | COMCAST CORP REGD 3.20000000                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | NS      | $20359.21     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                              | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                              | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1675000 | NS      | $1576292.51   | 0.02%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.1% 02/15/45                              | ENTERPRISE PRODUCTS OPER REGD 5.10000000                                                       | CUSIP: 29379VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | NS      | $1537337.71   | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE 0% 04/20/28/EUR/                              | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: F7717JBT7<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |      200000 | NS      | $180841.82    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 2.704% 04/15/30                              | ESSENTIAL UTILITIES INC REGD 2.70400000                                                        | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       40000 | NS      | $33662.17     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.75% 10/25/29/PLN/                              | POLAND GOVERNMENT BOND /PLN/ REGD SER 1029 2.75000000                                          | CUSIP: X8T024E27<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     3773000 | NS      | $667778.85    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA V/R 06/25/79/EUR/                                | MERCK KGAA /EUR/ REGD V/R 2.87500000                                                           | CUSIP: D5357MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | NS      | $190240.37    | 0.00%             | 2079-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                                | UNITED STATES TREASURY BOND 1.12500000                                                         | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    62482400 | NS      | $39405404.06  | 0.50%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.375% 12/10/31/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 3112 2.37500000                                             | CUSIP: Y7277FQ78<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  1717530000 | NS      | $1211945.45   | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC 6% 02/23/26/GBP/                              | HAMMERSON PLC /GBP/ REGD 6.00000000                                                            | CUSIP: G4273QAH0<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |      900000 | NS      | $997158.84    | 0.01%             | 2026-02-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9104 2% 02/01/51                                   | FREDDIE MAC POOL UMBS P#QB9104 2.00000000                                                      | CUSIP: 3133AGDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1048023 | NS      | $857438.16    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3242 3% 04/01/52                                   | FANNIE MAE POOL UMBS P#CB3242 3.00000000                                                       | CUSIP: 3140QNS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2404632 | NS      | $2118216.95   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 MT V/R 07/20/47                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL MT V/R 0.05000000                     | CUSIP: 38382JQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14262327 | NS      | $25948.88     | 0.00%             | 2047-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/20/33/EUR/                              | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                                 | CUSIP: A05599CG7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      130000 | NS      | $134522.85    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  3.875% 04/15/25                              | REALTY INCOME CORP REGD 3.87500000                                                             | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      100000 | NS      | $98042.75     | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINA 0.5% 09/03/30/EUR/                              | HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: L4806HAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | NS      | $402920.58    | 0.01%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR23                                 | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR23 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          13 | NC      | $1537656.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#CA4264 3% 09/01/34                                   | FANNIE MAE POOL UMBS P#CA4264 3.00000000                                                       | CUSIP: 3140QBW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540324 | NS      | $506626.96    | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKR 1.5% 09/18/24/SEK/                              | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 517 1.50000000                               | CUSIP: W5612FEL0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      600000 | NS      | $55640.91     | 0.00%             | 2024-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 06/10/31                              | GENERAL MOTORS FINL CO REGD 2.70000000                                                         | CUSIP: 37045XDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      585000 | NS      | $449590.34    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN B V/R 06/18/32/EUR/                              | RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 2.87500000                                           | CUSIP: A6S36JAT9<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $869740.61    | 0.01%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| VIBR 2017-6A AR V/R 06/20/29                                | VIBRANT CLO VI LTD SER 2017-6A CL AR V/R REGD 144A P/P 5.69586000                              | CUSIP: 92558EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2124433 | NS      | $2090743.52   | 0.03%             | 2029-06-20      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO 3% 03/15/52                                | ALABAMA POWER CO REGD 3.00000000                                                               | CUSIP: 010392FW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $20057.08     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA ( 2.75% 06/02/29/CAD/                              | MANITOBA (PROVINCE OF) /CAD/ REGD 2.75000000                                                   | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |      500000 | NS      | $344530.65    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.4% 06/22/53/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 95 1.40000000                                                   | CUSIP: B1121KEL5<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      565000 | NS      | $382897.93    | 0.00%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CASH COLLATERAL LCH SAL                                     | CASH COLLATERAL LCH SAL /CCSALHUS5 4.23000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      679000 | NS      | $679000.00    | 0.01%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NTT FINAN 0.399% 12/13/28/EUR/                              | NTT FINANCE CORP /EUR/ REGD REG S EMTN 0.39900000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $884180.98    | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA DEV 2.625% 09/08/27/EUR/                              | KOREA DEVELOPMENT BANK /EUR/ REGD 2.62500000                                                   | CUSIP: Y4S22AQC3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     6500000 | NS      | $6677784.89   | 0.08%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID 1% 07/12/24/EUR/                              | NATIONAL GRID NA INC /EUR/ REGD REG S EMTN 1.00000000                                          | CUSIP: U6300AAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1025917.19   | 0.01%             | 2024-07-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                                | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    46550000 | NS      | $41887726.57  | 0.53%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.98% 04/22/32/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2210 2.98000000                                          | CUSIP: Y1456TMZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    24200000 | NS      | $3459301.18   | 0.04%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPIT 3.437% 10/15/28                              | PROSPECT CAPITAL CORP REGD 3.43700000                                                          | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |       80000 | NS      | $61369.47     | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.6% 08/15/29                              | ARIZONA PUBLIC SERVICE REGD 2.60000000                                                         | CUSIP: 040555CZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | NS      | $70236.64     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.35% 06/22/32/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 94 0.35000000                                                   | CUSIP: B1121KEA9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1390000 | NS      | $1152214.55   | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 02/25/28/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                      | CUSIP: F1270CXU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $181860.89    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVER 4% 10/25/23/RON/                              | ROMANIA GOVERNMENT BOND /RON/ REGD SER 3Y 4.00000000                                           | CUSIP: X5S007FL6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     4550000 | NS      | $963805.97    | 0.01%             | 2023-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 3.05% 03/09/52                              | ARTHUR J GALLAGHER & CO REGD 3.05000000                                                        | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       70000 | NS      | $44583.00     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R00.30PMUTK 12/03/30 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-35906.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW 0% 06/15/26/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: D4S46MLE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $484209.48    | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATI 1.375% 02/03/27/EUR/                              | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN SER GMTN 1.37500000                             | CUSIP: N7S88V3V6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       25000 | NS      | $24737.35     | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CA V/R /PERP//EUR/                              | BNP PARIBAS CARDIF /EUR/ REGD V/R /PERP/ 4.03200000                                            | CUSIP: F1228KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1026553.50   | 0.01%             | 2171-11-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8011 3.5% 09/01/49                                 | FREDDIE MAC POOL UMBS P#SD8011 3.50000000                                                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1259025 | NS      | $1159107.88   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP8751 3.5% 07/01/50                                 | FANNIE MAE POOL UMBS P#BP8751 3.50000000                                                       | CUSIP: 3140KGWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      804429 | NS      | $737118.81    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEX 6.75% 02/06/24/GBP/                              | UNITED MEXICAN STATES /GBP/ REGD EMTN SER GMTN 6.75000000                                      | CUSIP: P9767GXJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      100000 | NS      | $122433.99    | 0.00%             | 2024-02-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESS 0.5% 01/19/37/EUR/                              | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: D4S75UQH7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $74214.30     | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                              | MASS INSTITUTE OF TECH REGD 4.67800000                                                         | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      650000 | NS      | $558478.57    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELIN 4.5% 06/01/25                              | COLUMBIA PIPELINE GROUP REGD SER WI 4.50000000                                                 | CUSIP: 198280AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $19707.03     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/28/EUR/                              | EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     1800000 | NS      | $1623876.90   | 0.02%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC 3.5% 11/15/24                                     | AETNA INC REGD 3.50000000                                                                      | CUSIP: 00817YAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | NS      | $56408.64     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 2.25% 04/01/31                              | NORTHERN STATES PWR-MINN REGD 2.25000000                                                       | CUSIP: 665772CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | NS      | $1207904.51   | 0.02%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 50Y 2.15000000                                   | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      124000 | NS      | $74268.87     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SCENTRE GR 1.45% 03/28/29/EUR/                              | SCENTRE GROUP TRUST 1/2 /EUR/ REGD REG S EMTN 1.45000000                                       | CUSIP: Q8351JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1710793.16   | 0.02%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  3.799% 04/06/71                              | UNION PACIFIC CORP REGD SER WI 3.79900000                                                      | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7433.43      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK P 6% 02/08/29/GBP/                              | LLOYDS BANK PLC /GBP/ REGD REG S 6.00000000                                                    | CUSIP: G4719XFK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | NS      | $127668.50    | 0.00%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA 1% 12/11/31/EUR/                                | ITALGAS SPA /EUR/ REGD REG S EMTN 1.00000000                                                   | CUSIP: T5R7AHFT7<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |     1125000 | NS      | $898454.63    | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP I 5% 09/27/25                              | WEC ENERGY GROUP INC REGD 5.00000000                                                           | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      300000 | NS      | $300225.53    | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  5.357% 05/15/52/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0222 5.35700000                                        | CUSIP: Y2R35QDQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     1780000 | NS      | $442812.13    | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ERSTE GRO 0.875% 05/22/26/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: A1953UT49<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $957656.66    | 0.01%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.82PKWDC 04/28/32 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           1 | NC      | $-51529.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QN9226 2% 01/01/37                                   | FREDDIE MAC POOL UMBS P#QN9226 2.00000000                                                      | CUSIP: 3133GGHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      391037 | NS      | $349120.16    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                              | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                       | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3065000 | NS      | $2859338.50   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.375% 03/31/26/EUR/                              | DZ HYP AG /EUR/ REGD REG S EMTN 0.37500000                                                     | CUSIP: D18664T73<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $97668.71     | 0.00%             | 2026-03-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8086 4% 08/01/50                                   | FREDDIE MAC POOL UMBS P#SD8086 4.00000000                                                      | CUSIP: 3132DV6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1236367 | NS      | $1170659.77   | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.375% 09/30/24/EUR/                              | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: F2276HBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $101785.64    | 0.00%             | 2024-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL 0.83% 09/19/24/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 0.83000000                                        | CUSIP: G1R275DY2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1024373.53   | 0.01%             | 2024-09-19      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 05/25/48/EUR/                              | FRANCE (GOVT OF) /EUR/ REGD 2.00000000                                                         | CUSIP: F43750JK9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     1407000 | NS      | $1176761.11   | 0.01%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CORNING INC 5.45% 11/15/79                                  | CORNING INC REGD 5.45000000                                                                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      115000 | NS      | $99957.12     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LANSFORSAK 1.25% 09/17/25/SEK/                              | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 518 1.25000000                               | CUSIP: W5612FET3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1000000 | NS      | $90131.09     | 0.00%             | 2025-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 11/30/25                                | UNITED STATES TREASURY NOTE 0.37500000                                                         | CUSIP: 91282CAZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $447675.78    | 0.01%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF P 0% 02/10/25/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 0.00000000                                            | CUSIP: X66227BE2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      160000 | NS      | $159634.41    | 0.00%             | 2025-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6140 2% 10/01/51                                   | FREDDIE MAC POOL UMBS P#RA6140 2.00000000                                                      | CUSIP: 3133KMZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      465952 | NS      | $380432.86    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE G 2.625% 05/30/29/EUR/                              | SOCIETE GENERALE /EUR/ REGD REG S EMTN 2.62500000                                              | CUSIP: F8586RGK9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $994490.85    | 0.01%             | 2029-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARION BAN 0.375% 07/14/25/EUR/                              | ARION BANKI HF /EUR/ REGD REG S EMTN 0.37500000                                                | CUSIP: X02228DM7<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |     3950000 | NS      | $3564982.46   | 0.05%             | 2025-07-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTESA SA 0.625% 02/24/26/EUR/                              | INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 0.62500000                                           | CUSIP: T5R13SJK9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $948911.09    | 0.01%             | 2026-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/35/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 21 2.30000000                                             | CUSIP: J2615Q5V3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   749850000 | NS      | $6714311.40   | 0.08%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FNR 2007-30 JS V/R 04/25/37                                 | FANNIE MAE REMICS SER 2007-30 CL JS V/R 2.05129000                                             | CUSIP: 31396VHR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1806636 | NS      | $161472.21    | 0.00%             | 2037-04-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY 3.248% 04/01/48                              | SAN DIEGO CNTY CA REGL TRANSPR REGD B/E 3.24800000                                             | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |      100000 | NS      | $75344.57     | 0.00%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 06/20/36/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 23 2.50000000                                             | CUSIP: J2615Q5Z4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   149200000 | NS      | $1365173.18   | 0.02%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 0.75% 11/25/26/GBP/                              | AMERICAN HONDA FINANCE /GBP/ REGD 0.75000000                                                   | CUSIP: 026657AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | NS      | $4957964.32   | 0.06%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 0.25% 09/15/40/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 0.25000000                                                       | CUSIP: X27717LL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      384000 | NS      | $250006.42    | 0.00%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDING V/R 07/24/27/GBP/                              | HSBC HOLDINGS PLC /GBP/ REGD V/R SER - 1.75000000                                              | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | NS      | $831293.33    | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS IN 3.7% 12/01/29                              | CHOICE HOTELS INTL INC REGD 3.70000000                                                         | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      785000 | NS      | $685271.40    | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LIFESTORAGE LP 3.5% 07/01/26                                | LIFESTORAGE LP REGD 3.50000000                                                                 | CUSIP: 84610WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $42089.16     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5016 PI 3% 09/25/50                                     | FREDDIE MAC REMICS SER 5016 CL PI 3.00000000                                                   | CUSIP: 3137FVVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11762046 | NS      | $1833517.13   | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE 4% 04/01/24                              | BROOKFIELD FINANCE INC REGD 4.00000000                                                         | CUSIP: 11271RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       40000 | NS      | $39391.45     | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA 2.95% 09/03/24/EUR/                                | BULGARIA /EUR/ REGD 2.95000000                                                                 | CUSIP: X0R483AK8<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      800000 | NS      | $851744.20    | 0.01%             | 2024-09-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/29/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N82128AA2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      890000 | NS      | $809785.88    | 0.01%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERG 0.25% 10/15/27/EUR/                              | SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 0.25000000                                            | CUSIP: N7790AG62<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1375292.72   | 0.02%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                                 | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1430000 | NS      | $1163494.92   | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 09/01/52/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.15000000                                         | CUSIP: T6052BJ90<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      641000 | NS      | $415691.24    | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| CRCC HEAN 0.875% 05/20/26/EUR/                              | CRCC HEAN LTD /EUR/ REGD REG S SER . 0.87500000                                                | CUSIP: Y1R7G8AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      300000 | NS      | $289172.43    | 0.00%             | 2026-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 4.15% 03/15/37/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 4.15000000                                                      | CUSIP: A5260RKE2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      765000 | NS      | $907708.23    | 0.01%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FNR 2020-86 PI 2.5% 12/25/50                                | FANNIE MAE REMICS SER 2020-86 CL PI 2.50000000                                                 | CUSIP: 3136BCM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3451202 | NS      | $539310.37    | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA 1% 10/11/34/EUR/                                    | ENI SPA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: T3666JJU1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1900000 | NS      | $1422437.48   | 0.02%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 2.274% 07/03/26/GBP/                              | BP CAPITAL MARKETS PLC /GBP/ REGD REG S EMTN 2.27400000                                        | CUSIP: G1279MUY0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2224390.53   | 0.03%             | 2026-07-03      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 11/25/27/EUR/                              | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 901 0.01000000                                         | CUSIP: D5S19DCM5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      500000 | NS      | $462447.24    | 0.01%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 0.01% 03/11/30/EUR/                              | COMMERZBANK AG /EUR/ REGD EMTN 0.01000000                                                      | CUSIP: D17058D35<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $85378.88     | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 03/10/46/KRW/                              | KOREA TREASURY BOND /KRW/ REGD SER 4603 2.00000000                                             | CUSIP: Y7277FTE0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  1444000000 | NS      | $842965.32    | 0.01%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBRD 1% 12/21/29/GBP/                                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ 1.00000000                           | CUSIP: U4586F6J1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     2000000 | NS      | $1953846.88   | 0.02%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/40/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                                | CUSIP: G4527HQP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2245000 | NS      | $2775186.86   | 0.04%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 07/15/28                                    | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                          | CUSIP: 76116EGN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      166000 | NS      | $131182.07    | 0.00%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.9% 02/26/25                              | GENERAL MOTORS FINL CO REGD 2.90000000                                                         | CUSIP: 37045XCV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $42639.95     | 0.00%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/30/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N8T17VZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      764000 | NS      | $665536.82    | 0.01%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.2% 01/31/50                              | ENTERPRISE PRODUCTS OPER REGD 4.20000000                                                       | CUSIP: 29379VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $31665.09     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE OF  0.625% 01/18/32/EUR/                              | STATE OF ISRAEL /EUR/ REGD REG S EMTN 0.62500000                                               | CUSIP: M87068BA5<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     3000000 | NS      | $2511962.88   | 0.03%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CAISSE FRA 1.25% 05/11/32/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: F14221BV0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $89052.66     | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK C 1.5% 09/15/27/EUR/                              | HSBC BANK CANADA /EUR/ REGD REG S SER . 1.50000000                                             | CUSIP: C4R461QE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | NS      | $98085.31     | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.375% 05/15/48/IDR/                              | INDONESIA GOVERNMENT /IDR/ REGD SER FR76 7.37500000                                            | CUSIP: Y6S86ZGY9<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  8695000000 | NS      | $562612.72    | 0.01%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FINNISH G 2.625% 07/04/42/EUR/                              | FINNISH GOVERNMENT /EUR/ REGD 2.62500000                                                       | CUSIP: X8T03RAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      275000 | NS      | $274120.83    | 0.00%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SAGESS 4% 01/24/24/EUR/                                     | SAGESS /EUR/ REGD REG S EMTN 4.00000000                                                        | CUSIP: F85987AB5<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | USGA              | FR        |      100000 | NS      | $107918.06    | 0.00%             | 2024-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 1.75% 05/05/34/EUR/                              | SOCIETE GENERALE SFH /EUR/ REGD REG S 1.75000000                                               | CUSIP: F849BNER8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $90691.73     | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE  1.625% 07/17/29/EUR/                              | WESTLAKE CORP /EUR/ REGD 1.62500000                                                            | CUSIP: 960413AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2591302.49   | 0.03%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 03/22/27/EUR/                              | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: Q04579AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     2000000 | NS      | $1953614.03   | 0.02%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5045 DI 2.5% 11/25/50                                   | FREDDIE MAC REMICS SER 5045 CL DI 2.50000000                                                   | CUSIP: 3137F6RW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2936039 | NS      | $419348.90    | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5227 EI 4% 04/25/50                                     | FREDDIE MAC REMICS SER 5227 CL EI 4.00000000                                                   | CUSIP: 3137H7C27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5121394 | NS      | $598992.64    | 0.01%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTRN PWR 5.875% 3/25/27 /GBP                              | NAT GRID ELECTY SW /GBP/ REGD 5.87500000                                                       | CUSIP: G9561EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       20000 | NS      | $24548.79     | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MAR 3.65% 01/12/27                              | CBOE GLOBAL MARKETS INC REGD 3.65000000                                                        | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      505000 | NS      | $482891.21    | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.35% 03/01/35/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 26Y 3.35000000                                         | CUSIP: T6052BRX8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     2660000 | NS      | $2467759.21   | 0.03%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 4.1% 05/15/21                              | NORFOLK SOUTHERN CORP REGD 4.10000000                                                          | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       15000 | NS      | $10464.65     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 4% 03/28/32/EUR/                              | BELGIUM KINGDOM /EUR/ REGD REG S SER 66 4.00000000                                             | CUSIP: B7108WAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      342000 | NS      | $391010.24    | 0.00%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 04/20/33/HUF/                              | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 33/A 2.25000000                                         | CUSIP: X51627GG0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    57020000 | NS      | $88465.67     | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.83% 07/02/31/EUR/                              | REPUBLIC OF CHILE /EUR/ REGD 0.83000000                                                        | CUSIP: P8056EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     1050000 | NS      | $873101.82    | 0.01%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| PHOENIX G 6.625% 12/18/25/GBP/                              | PHOENIX GRP HLD PLC /GBP/ REGD REG S 6.62500000                                                | CUSIP: G7S8MZAB5<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      425000 | NS      | $512188.33    | 0.01%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.25% 05/02/24/EUR/                              | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.25000000                                          | CUSIP: C8S08AVW6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1300000 | NS      | $1339158.40   | 0.02%             | 2024-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 05/26/27/EUR/                              | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.25000000                                        | CUSIP: F073327E7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $962737.64    | 0.01%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 0% 09/20/27/EUR/                              | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: F0109PCS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      500000 | NS      | $460173.60    | 0.01%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANC 3.85% 11/15/24                              | ERAC USA FINANCE LLC REGD P/P 3.85000000                                                       | CUSIP: 26884TAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | NS      | $154669.19    | 0.00%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 4.15% 05/15/48                              | TEXAS INSTRUMENTS INC REGD 4.15000000                                                          | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       17000 | NS      | $15110.10     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/25                                 | UNITED STATES TREASURY NOTE 2.25000000                                                         | CUSIP: 912828M56<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      575000 | NS      | $544745.11    | 0.01%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 0.835% 06/26/32/EUR/                              | EXXON MOBIL CORPORATION /EUR/ REGD 0.83500000                                                  | CUSIP: U30276AE6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     1050000 | NS      | $842900.68    | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1708 2% 05/01/37                                   | FANNIE MAE POOL UMBS P#FS1708 2.00000000                                                       | CUSIP: 3140XG3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      749925 | NS      | $669688.74    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 08/01/26/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000                                    | CUSIP: T6052BG44<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1267000 | NS      | $1190624.15   | 0.02%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COVESTRO  0.875% 02/03/26/EUR/                              | COVESTRO AG /EUR/ REGD REG S EMTN 0.87500000                                                   | CUSIP: D15349AE9<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |     1875000 | NS      | $1833365.88   | 0.02%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/29/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 357 0.10000000                                            | CUSIP: J2S39K6Z4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   538000000 | NS      | $4006591.44   | 0.05%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 04/18/26                              | HSBC HOLDINGS PLC REGD V/R 1.64500000                                                          | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $904412.04    | 0.01%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FAR 0.625% 08/14/30/EUR/                              | WELLS FARGO & COMPANY /EUR/ REGD REG S 0.62500000                                              | CUSIP: U94974KT5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1213036.06   | 0.02%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 2.375% 06/03/30/EUR/                              | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 2.37500000                                             | CUSIP: N8243RDK8<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $96987.61     | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32                              | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | NS      | $167970.00    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY C 2.625% 09/15/29                              | ATMOS ENERGY CORP REGD 2.62500000                                                              | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       15000 | NS      | $13043.89     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MONDI FIN 1.625% 04/27/26/EUR/                              | MONDI FINANCE PLC /EUR/ REGD REG S EMTN 1.62500000                                             | CUSIP: G6258TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $992253.61    | 0.01%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 05/31/24/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E8922AKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      509000 | NS      | $523346.91    | 0.01%             | 2024-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRA 0.01% 10/19/35/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 0.01000000                                            | CUSIP: F14221DS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $69719.91     | 0.00%             | 2035-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUI 3.39% 12/05/25/EUR/                              | CREDIT SUISSE SCHWEIZ AG /EUR/ REGD REG S EMTN 3.39000000                                      | CUSIP: H1787XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      100000 | NS      | $105430.76    | 0.00%             | 2025-12-05      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 2.75% 09/13/30/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EMN 2.75000000                                    | CUSIP: B3821SAC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      230000 | NS      | $241262.19    | 0.00%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WENDEL SE 1% 06/01/31/EUR/                                  | WENDEL SE /EUR/ REGD REG S 1.00000000                                                          | CUSIP: F98370BF9<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |     4400000 | NS      | $3484085.18   | 0.04%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RELX FINA 1.375% 05/12/26/EUR/                              | RELX FINANCE BV /EUR/ REGD REG S 1.37500000                                                    | CUSIP: N7S84NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $994351.69    | 0.01%             | 2026-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL FINA 1.375% 03/07/25/GBP/                              | INTL FINANCE CORP /GBP/ REGD REG S MTN 1.37500000                                              | CUSIP: U4R843KS0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $1134062.75   | 0.01%             | 2025-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 07/11/30/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.87500000                                               | CUSIP: F105CUAM3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3000000 | NS      | $2552727.76   | 0.03%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE L V/R 11/22/32/EUR/                              | BAYERISCHE LANDESBANK /EUR/ REGD V/R REG S 1.37500000                                          | CUSIP: D0R14GAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | NS      | $81131.12     | 0.00%             | 2032-11-22      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNAT 6.375% 12/15/38                              | SHELL INTERNATIONAL FIN REGD 6.37500000                                                        | CUSIP: 822582AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      115000 | NS      | $127145.89    | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SA 4.25% 01/29/26/GBP/                              | GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 4.25000000                                             | CUSIP: U3R96F3G6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2341455.57   | 0.03%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF 1.2% 02/17/45/EUR/                                     | EFSF /EUR/ REGD EMTN 1.20000000                                                                | CUSIP: L2669HBN6<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     2325000 | NS      | $1734277.81   | 0.02%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.625% 04/28/32/EUR/                                | HUNGARY /EUR/ REGD REG S 1.62500000                                                            | CUSIP: X93622FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     1000000 | NS      | $766656.27    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | AUD/USD FWD 20230104 000003534 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73392.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVER 4.4% 12/12/46/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.40000000                                              | CUSIP: Y5325PBV5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    26000000 | NS      | $4223408.04   | 0.05%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE  0.01% 10/13/27/EUR/                              | YORKSHIRE BUILDING SOC /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: G98523WY8<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      100000 | NS      | $90780.58     | 0.00%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDIOBANC 1.375% 11/10/25/EUR/                              | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S SER 4 1.37500000                                       | CUSIP: T6690HBB8<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | NS      | $100874.07    | 0.00%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/02/23                                      | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912796XT1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       32000 | PA      | $31898.47     | 0.00%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP 3.5% 07/15/24                                     | HESS CORP REGD 3.50000000                                                                      | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       10000 | NS      | $9713.09      | 0.00%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.25% 08/15/46                              | CONSUMERS ENERGY CO REGD 3.25000000                                                            | CUSIP: 210518CZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | NS      | $797428.92    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0684 2% 06/01/51                                   | FANNIE MAE POOL UMBS P#CB0684 2.00000000                                                       | CUSIP: 3140QKXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      974034 | NS      | $799041.17    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3057 3.5% 07/01/47                                 | FANNIE MAE POOL UMBS P#MA3057 3.50000000                                                       | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461539 | NS      | $429004.51    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL IN 5.6% 11/25/39                              | CDP FINANCIAL INC REGD 5.60000000                                                              | CUSIP: C23264AC5<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      250000 | NS      | $266771.18    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1696 3.5% 12/01/35                                 | FREDDIE MAC POOL UMBS P#RC1696 3.50000000                                                      | CUSIP: 3133L73D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167222 | NS      | $160154.51    | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5056 PI 2.5% 12/25/50                                   | FREDDIE MAC REMICS SER 5056 CL PI 2.50000000                                                   | CUSIP: 3137F74L6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9075681 | NS      | $1133392.84   | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GDF SUEZ  5% 10/01/60 /GBP/                                 | GDF SUEZ /GBP/ REGD EMTN 5.00000000                                                            | CUSIP: F7629AHX8<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     4000000 | NS      | $4430559.77   | 0.06%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LL 4.08% 12/15/47                              | BAKER HUGHES LLC/CO-OBL REGD SER WI 4.08000000                                                 | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | NS      | $290321.28    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4% 06/15/29                                      | UNUM GROUP REGD 4.00000000                                                                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1750000 | NS      | $1584619.20   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOV 3% 03/14/24/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 476 3.00000000                                             | CUSIP: R34155AK8<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     6073000 | NS      | $618780.48    | 0.01%             | 2024-03-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK  0.805% 06/28/49/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 0.80500000                                                   | CUSIP: N14287NR8<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      200000 | NS      | $122943.64    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 2.2% 06/01/26/CAD/                              | PROVINCE OF ALBERTA /CAD/ REGD 2.20000000                                                      | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | USGA              | CA        |      600000 | NS      | $418717.58    | 0.01%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTE 1% 12/17/25/SEK/                              | DANSKE HYPOTEK AB /SEK/ REGD REG S MTN SER 2512 1.00000000                                     | CUSIP: W2452XAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $177761.67    | 0.00%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.2% 06/27/24                              | EVERSOURCE ENERGY REGD 4.20000000                                                              | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       85000 | NS      | $84048.18     | 0.00%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL H 1% 01/30/29/EUR/                              | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: F2373UAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $93447.07     | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL5348 2.32% 01/01/26                                | FANNIE MAE POOL UMBS P#BL5348 2.32000000                                                       | CUSIP: 3140HW5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2105798 | NS      | $1974630.14   | 0.02%             | 2026-01-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.2% 03/01/47                                       | MPLX LP REGD 5.20000000                                                                        | CUSIP: 55336VAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8534.37      | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47                              | SOUTHERN CAL EDISON REGD 4.00000000                                                            | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $15690.65     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/25/DKK/                              | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                         | CUSIP: K8094KRT2<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      700000 | NS      | $96170.01     | 0.00%             | 2025-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/14/29/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S 0.67000000                                              | CUSIP: G6422BAE5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | NS      | $170107.35    | 0.00%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS 7% 04/07/38/GBP/                              | HSBC HOLDINGS PLC /GBP/ REGD REG S EMTN 7.00000000                                             | CUSIP: G463NHAJ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | NS      | $368182.32    | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5% 09/27/26/EUR/                                    | ROMANIA /EUR/ REGD REG S EMTN 5.00000000                                                       | CUSIP: X7360WCJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1000000 | NS      | $1076301.06   | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD0392 3% 11/01/51                                   | FREDDIE MAC POOL UMBS P#QD0392 3.00000000                                                      | CUSIP: 3133AWNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7932108 | NS      | $6977817.71   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% JAN 23                                   | FNCI 15YR TBA 3.0% JAN 23      TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030413<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5600000 | NS      | $-5250000.00  | -0.07%            | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.5% 04/01/34                                 | CALIFORNIA ST REGD N/C B/E 7.50000000                                                          | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | NS      | $60403.19     | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  4.125% 04/15/24/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 4.12500000                                   | CUSIP: L32484YH1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    25000000 | NS      | $27144256.48  | 0.34%             | 2024-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 2.625% 01/15/27                              | FS KKR CAPITAL CORP REGD 2.62500000                                                            | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      382000 | NS      | $319364.10    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 09/01/49/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 3.85000000                                         | CUSIP: T6052BSB5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      930000 | NS      | $870851.69    | 0.01%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA 0.5% 09/04/32/EUR/                                | ORANGE SA /EUR/ REGD REG S EMTN 0.50000000                                                     | CUSIP: F6861DKZ2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $1559542.86   | 0.02%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 0.6% 02/26/24                                   | SOUTHERN CO REGD SER 21-A 0.60000000                                                           | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       60000 | NS      | $56928.84     | 0.00%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 2% 09/20/41/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 35 2.00000000                                             | CUSIP: J2615Q6Z3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   844000000 | NS      | $7220238.65   | 0.09%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 5.6% 09/15/40                                    | PFIZER INC REGD 5.60000000                                                                     | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | NS      | $105192.74    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 10/31/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CAT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      600000 | NS      | $537046.87    | 0.01%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3106 5% 10/01/52                                   | FANNIE MAE POOL UMBS P#FS3106 5.00000000                                                       | CUSIP: 3140XJNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274680 | NS      | $273809.64    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 11/05/35/EUR/                              | FREIE HANSESTADT HAMBURG /EUR/ REGD 0.01000000                                                 | CUSIP: D3R33ABJ7<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       70000 | NS      | $50072.52     | 0.00%             | 2035-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SGD/USD FWD 20230104 000000426 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129791.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN  0.375% 04/14/26/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 0.37500000                                  | CUSIP: B3821SME4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3000000 | NS      | $2954519.01   | 0.04%             | 2026-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HAT 0% 03/12/25/EUR/                              | BERKSHIRE HATHAWAY INC /EUR/ REGD 0.00000000                                                   | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1885386.15   | 0.02%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA 1.25% 05/18/26/EUR/                                 | ENI SPA /EUR/ REGD REG S EMTN 1.25000000                                                       | CUSIP: T3666JJX5<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     9200000 | NS      | $9079630.37   | 0.11%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARES 2018-50A AR V/R 01/15/32                               | ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 5.12914000                                 | CUSIP: 04018LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | NS      | $3220193.79   | 0.04%             | 2032-01-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN UNIVE 3.672% 04/01/49                              | AMERICAN UNIVERSITY REGD SER 2019 3.67200000                                                   | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |       80000 | NS      | $61799.75     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% FEB 23                                     | FNMA 30YR TBA 5% FEB 23       TO BE ANNOUNCED 5.00000000                                       | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12500000 | NS      | $12322265.63  | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3383 3% 08/01/50                                   | FREDDIE MAC POOL UMBS P#RA3383 3.00000000                                                      | CUSIP: 3133KJXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1562737 | NS      | $1377595.93   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2344 2% 11/01/36                                   | FREDDIE MAC POOL UMBS P#RC2344 2.00000000                                                      | CUSIP: 3133L8S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1913542 | NS      | $1708882.70   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 04/30/27                                 | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CEN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | NS      | $1423593.75   | 0.02%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCUL 25A A1 V/R 01/15/31                                    | SCULPTOR CLO XXV LTD SER 25A CL A1 V/R REGD 144A P/P 5.34914000                                | CUSIP: 811244AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | NS      | $1174959.24   | 0.01%             | 2031-01-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 11/25/30/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.00000000                                           | CUSIP: F1270CXE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      300000 | NS      | $248593.81    | 0.00%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OMERS FINA 0.45% 05/13/25/EUR/                              | OMERS FINANCE TRUST /EUR/ REGD REG S 0.45000000                                                | CUSIP: C6S00QNR3<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     2700000 | NS      | $2694969.36   | 0.03%             | 2025-05-13      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MEADOWHALL FIN 4.986% 1/12/32                               | MEADOWHALL FINANCE SERIES A1  /GBP/ 4.98600000                                                 | CUSIP: G5945DAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       28183 | NS      | $31516.23     | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8676 3% 11/01/32                                   | FREDDIE MAC POOL UMBS P#ZS8676 3.00000000                                                      | CUSIP: 3132A9T98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120797 | NS      | $115061.99    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/20/32/EUR/                              | REPUBLIC OF AUSTRIA /EUR/ REGD 0.90000000                                                      | CUSIP: A0654UWU1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      480000 | NS      | $424050.28    | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | IRS R02.80PCD03 12/03/40 CITCL FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           1 | NC      | $-125824.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47                                | COMCAST CORP REGD SER WI 3.96900000                                                            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      145000 | NS      | $115918.21    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 6.5% 11/01/27/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 6.50000000                                         | CUSIP: T6247ACT1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      890000 | NS      | $1066338.59   | 0.01%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/26/34/CHF/                                | SWITZERLAND /CHF/ REGD REG S 0.00000000                                                        | CUSIP: H210696E6<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      679000 | NS      | $610549.98    | 0.01%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 2.95% 03/01/50                              | DTE ELECTRIC CO REGD 2.95000000                                                                | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $17094.30     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNR 2020-68 CI 3% 10/25/50                                  | FANNIE MAE REMICS SER 2020-68 CL CI 3.00000000                                                 | CUSIP: 3136BB4J8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8988255 | NS      | $1365929.85   | 0.02%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8129 2.5% 02/01/51                                 | FREDDIE MAC POOL UMBS P#SD8129 2.50000000                                                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12627868 | NS      | $10769858.12  | 0.14%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/51/JPY/                              | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000                                             | CUSIP: J2S39LSJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    20000000 | NS      | $121930.81    | 0.00%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LONDON &  2.625% 02/28/28/GBP/                              | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.62500000                                           | CUSIP: G5689LAF0<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |     1225000 | NS      | $1302703.05   | 0.02%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ASSICURAZ 2.429% 07/14/31/EUR/                              | ASSICURAZIONI GENERALI /EUR/ REGD REG S EMTN 2.42900000                                        | CUSIP: T05040AP4<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $872737.87    | 0.01%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 0.625% 11/24/31/EUR/                              | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.62500000                                             | CUSIP: B4S13TGG0<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      100000 | NS      | $80463.16     | 0.00%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5% 06/15/52                                    | NISOURCE INC REGD 5.00000000                                                                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      110000 | NS      | $100517.17    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.467% 09/15/39/MYR/                              | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0219 4.46700000                                        | CUSIP: Y2R35QBG5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     2000000 | NS      | $456689.65    | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.255% 09/01/24                              | NEXTERA ENERGY CAPITAL REGD 4.25500000                                                         | CUSIP: 65339KBL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2065000 | NS      | $2040152.19   | 0.03%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD  2.1% 12/01/27/EUR/                              | MASTERCARD INC /EUR/ REGD 2.10000000                                                           | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     2025000 | NS      | $2034232.99   | 0.03%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 4.5% 04/01/48                              | MARATHON PETROLEUM CORP REGD SER WI 4.50000000                                                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       15000 | NS      | $12061.71     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/27/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                                 | CUSIP: E8922AJP6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     2291000 | NS      | $2213463.48   | 0.03%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 1.75% 10/26/57/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: D5S07LFA4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      172000 | NS      | $134697.34    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARKEA HOM 0.375% 03/04/24/EUR/                              | ARKEA HOME LOANS /EUR/ REGD REG S EMTN 0.37500000                                              | CUSIP: F2850SAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $103476.97    | 0.00%             | 2024-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL COR 6.6% 10/01/37                              | MARATHON OIL CORP REGD 6.60000000                                                              | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |       70000 | NS      | $70043.52     | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 23                                   | FNMA 30YR TBA 2.5% JAN 23     TO BE ANNOUNCED 2.50000000                                       | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1401000 | NS      | $1188000.16   | 0.02%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2709 2% 01/01/37                                   | FANNIE MAE POOL UMBS P#CB2709 2.00000000                                                       | CUSIP: 3140QNAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      612999 | NS      | $547446.85    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.675% 06/01/60                              | MICROSOFT CORP REGD 2.67500000                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      535000 | NS      | $342605.73    | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FNR 2018-77 PF V/R 10/25/48                                 | FANNIE MAE REMICS SER 2018-77 CL PF V/R 4.68871000                                             | CUSIP: 3136B3JL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2213387 | NS      | $2112707.80   | 0.03%             | 2048-10-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 03/02/26/EUR/                              | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 1.75000000                                         | CUSIP: G768AQM60<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1200000 | NS      | $1208570.67   | 0.02%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIIN 2.5% 09/14/32/EUR/                              | NORDEA KIINNITSLOUTTO /EUR/ REGD REG S EMTN 2.50000000                                         | CUSIP: X585B5AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      100000 | NS      | $100322.14    | 0.00%             | 2032-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                                   | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                       | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11342583 | NS      | $9266095.33   | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW 0% 04/30/27/EUR/                                        | KFW /EUR/ REGD REG S EMTN 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     2230000 | NS      | $2101371.95   | 0.03%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EFSF 1.7% 02/13/43/EUR/                                     | EFSF /EUR/ REGD REG S EMTN 1.70000000                                                          | CUSIP: L2669HBU0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     1900000 | NS      | $1595103.63   | 0.02%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WHITBREAD 2.375% 05/31/27/GBP/                              | WHITBREAD GROUP PLC /GBP/ REGD REG S 2.37500000                                                | CUSIP: G9606PAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1500000 | NS      | $1523313.20   | 0.02%             | 2027-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LA POSTE  1.375% 04/21/32/EUR/                              | LA POSTE SA /EUR/ REGD REG S EMTN 1.37500000                                                   | CUSIP: F7S68YBS1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $854914.89    | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN5903 3.5% 09/20/45                              | GINNIE MAE II POOL P#CN5903 3.50000000                                                         | CUSIP: 3617F5RY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      862389 | NS      | $799752.55    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBRD 0.25% 05/21/29/EUR/                                    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ EMTN SER GDIF 0.25000000             | CUSIP: U4586FP50<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |     5000000 | NS      | $4482552.10   | 0.06%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS 2.517% 10/15/50                              | PRES & FELLOWS OF HARVAR REGD 2.51700000                                                       | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6549.51      | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.862% 08/21/46                              | VERIZON COMMUNICATIONS REGD SER WI 4.86200000                                                  | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      320000 | NS      | $288857.81    | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                                 | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      400000 | NS      | $396749.29    | 0.01%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CO 0.5% 11/20/25/AUD/                              | TREASURY CORP VICTORIA /AUD/ REGD MTN 0.50000000                                               | CUSIP: Q9194YMH4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1640000 | NS      | $1012230.03   | 0.01%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  3.85% 10/29/41                              | AERCAP IRELAND CAP/GLOBA REGD 3.85000000                                                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      400000 | NS      | $284426.44    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNILEVER  1.125% 02/12/27/EUR/                              | UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: N897823T6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      825000 | NS      | $808502.79    | 0.01%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC 4.25% 09/01/32                                  | ONE GAS INC REGD 4.25000000                                                                    | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      120000 | NS      | $114029.99    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32                                | UNITED STATES TREASURY BOND 4.12500000                                                         | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    13725000 | NS      | $14057402.35  | 0.18%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.875% 02/12/24/GBP/                              | DEUTSCHE BANK AG /GBP/ REGD REG S EMTN 3.87500000                                              | CUSIP: D1T7F4A37<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | NS      | $1178730.83   | 0.01%             | 2024-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.6% 06/22/47/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 78 1.60000000                                                   | CUSIP: B1124GGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1007000 | NS      | $768288.87    | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 3.25% 03/01/38/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.25000000                                         | CUSIP: T6052BN95<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      520000 | NS      | $465110.00    | 0.01%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 3.85% 12/12/26/CNY/                              | CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.85000000                                              | CUSIP: Y5325PBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    19000000 | NS      | $2846966.35   | 0.04%             | 2026-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV 4.8% 06/01/11                                  | OHIO ST UNIV REGD N/C OID B/E 4.80000000                                                       | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |      130000 | NS      | $106999.93    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SP 7% 11/21/25                              | INTESA SANPAOLO SPA REGD 144A P/P 7.00000000                                                   | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1060000 | NS      | $1082020.62   | 0.01%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN 0.75% 06/15/23/EUR/                              | VOLKSWAGEN BANK GMBH /EUR/ REGD REG S EMTN 0.75000000                                          | CUSIP: D9T638HM7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      300000 | NS      | $317821.52    | 0.00%             | 2023-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 03/15/43                              | UNITEDHEALTH GROUP INC REGD 4.25000000                                                         | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      120000 | NS      | $107357.07    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWE 5.05% 10/01/48                              | OGLETHORPE POWER CORP REGD SER WI 5.05000000                                                   | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |       90000 | NS      | $77405.05     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28                              | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | NS      | $316961.48    | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| KONINKLIJ 5.75% 09/17/29  /GBP                              | KONINKLIJKE KPN NV /GBP/ REGD MTN 5.75000000                                                   | CUSIP: N4297BAV6<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     5000000 | NS      | $6038632.45   | 0.08%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 1.625% 06/09/30/EUR/                              | AIRBUS SE /EUR/ REGD REG S EMTN 1.62500000                                                     | CUSIP: N0280GBV1<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      500000 | NS      | $467148.65    | 0.01%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7192 2% 02/20/51                                | GINNIE MAE II POOL P#MA7192 2.00000000                                                         | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1107424 | NS      | $929888.52    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0301 4% 06/01/26                                   | FANNIE MAE POOL UMBS P#AL0301 4.00000000                                                       | CUSIP: 3138EGKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64930 | NS      | $63411.25     | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1907 3.5% 02/01/36                                 | FREDDIE MAC POOL UMBS P#RC1907 3.50000000                                                      | CUSIP: 3133L8DL6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -184317 | NS      | $-176737.43   | -0.00%            | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 05/15/27/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                            | CUSIP: G4R49GAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      430000 | NS      | $411203.19    | 0.01%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 4.5% 09/15/42                              | TIME WARNER CABLE LLC REGD 4.50000000                                                          | CUSIP: 88732JBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | NS      | $220713.77    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/46/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000                                           | CUSIP: D20658Z90<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     3216000 | NS      | $3463938.59   | 0.04%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 08/26/49/CHF/                              | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 678 0.00000000                                    | CUSIP: H61731W29<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       75000 | NS      | $46292.43     | 0.00%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5436 2% 06/01/51                                   | FREDDIE MAC POOL UMBS P#RA5436 2.00000000                                                      | CUSIP: 3133KMBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1030759 | NS      | $842255.70    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 1% 06/26/26/CZK/                              | CZECH REPUBLIC /CZK/ REGD REG S SER 95 1.00000000                                              | CUSIP: X73311KW5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     6860000 | NS      | $262380.45    | 0.00%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 2.9% 06/15/52                                    | PACIFICORP REGD 2.90000000                                                                     | CUSIP: 695114CY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | NS      | $487183.08    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.125% 03/31/24                                | UNITED STATES TREASURY NOTE 2.12500000                                                         | CUSIP: 912828W71<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $969062.50    | 0.01%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 3% 10/12/32/EUR/                              | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.00000000                                             | CUSIP: B2758CCG4<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $102400.74    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8441 2.5% 08/01/51                                 | FANNIE MAE POOL UMBS P#FM8441 2.50000000                                                       | CUSIP: 3140XCLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      791637 | NS      | $673324.69    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  1% 08/15/24/EUR/                              | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000                                           | CUSIP: D206582G0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     1729000 | NS      | $1806181.33   | 0.02%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375 05/15/40                                 | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810QH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    21500000 | NS      | $22500253.96  | 0.28%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.75% 07/01/24/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 5Y 1.75000000                                          | CUSIP: T6052BSH2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1140000 | NS      | $1194230.01   | 0.02%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA NAT 0.262% 07/30/27/CHF/                              | KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN 0.26250000                                       | CUSIP: Y49388BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      300000 | NS      | $292641.54    | 0.00%             | 2027-07-30      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| CTE CO TR 0.875% 09/29/24/EUR/                              | CTE CO TRANSP ELEC /EUR/ REGD REG S 0.87500000                                                 | CUSIP: F2R72PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $102046.21    | 0.00%             | 2024-09-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA  1.25% 10/28/26/EUR/                              | IBERDROLA FINANZAS SAU /EUR/ REGD REG S EMTN 1.25000000                                        | CUSIP: E62412CP9<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     2000000 | NS      | $1990899.94   | 0.03%             | 2026-10-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 2% 05/15/32/NZD/                              | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0532 2.00000000                                          | CUSIP: Q54627DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |     1090000 | NS      | $562490.87    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 0.25% 11/21/24/AUD/                              | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 159 0.25000000                                            | CUSIP: Q2R04NCE2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2302000 | NS      | $1477916.88   | 0.02%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP 1.5% 04/07/26/EUR/                              | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: A2R577KN1<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | NS      | $996143.26    | 0.01%             | 2026-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/30/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 358 0.10000000                                            | CUSIP: J2S39K8M1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1466550000 | NS      | $10890061.24  | 0.14%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARKEMA 0.75% 12/03/29/EUR/                                  | ARKEMA /EUR/ REGD REG S 0.75000000                                                             | CUSIP: F03832AD8<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $863853.13    | 0.01%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SEK/USD FWD 20230119 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82502.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON FU 3.75% 06/04/30/GBP/                              | PEARSON FUNDING PLC /GBP/ REGD REG S 3.75000000                                                | CUSIP: G69647AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2475000 | NS      | $2641052.11   | 0.03%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHMS K047 A2 V/R 05/25/25                                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K047 CL A2 V/R 3.32900000          | CUSIP: 3137BKRJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $969144.60    | 0.01%             | 2025-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FHR 4751 EF V/R 05/15/41                                    | FREDDIE MAC REMICS SER 4751 CL EF V/R 4.56786000                                               | CUSIP: 3137FDAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2990504 | NS      | $2898549.99   | 0.04%             | 2041-05-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L 2.25% 06/30/29/GBP/                              | PROLOGIS LP /GBP/ REGD 2.25000000                                                              | CUSIP: 74340XBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1617501.53   | 0.02%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES  2.375% 06/12/24/EUR/                              | BRAMBLES FINANCE LIMITED /EUR/ REGD 2.37500000                                                 | CUSIP: Q1737LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      825000 | NS      | $867324.12    | 0.01%             | 2024-06-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 3.2% 11/21/29                                    | ABBVIE INC REGD SER WI 3.20000000                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5460000 | NS      | $4942572.84   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLCOME  2.517% 02/07/18/GBP/                              | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 2.51700000                                             | CUSIP: G9522TAC3<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      200000 | NS      | $134778.58    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LONDON & QUAD 2% 03/31/32/GBP/                              | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000                                      | CUSIP: G5689LAJ2<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $911480.56    | 0.01%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 1.5% 05/01/25                              | PHILIP MORRIS INTL INC REGD 1.50000000                                                         | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       34000 | NS      | $31446.54     | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.75% 01/19/26/EUR/                              | LAND RHEINLAND-PFALZ /EUR/ REGD REG S EMTN 0.75000000                                          | CUSIP: D6S59FAM1<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |      725000 | NS      | $723874.24    | 0.01%             | 2026-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/31/38                              | GOLDMAN SACHS GROUP INC REGD V/R 4.01700000                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | NS      | $49567.80     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 04/04/36/EUR/                              | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.12500000                                                | CUSIP: L3334EBD8<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | CORP              | N/A       |     1265000 | NS      | $1058439.17   | 0.01%             | 2036-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KFW 0.05% 02/28/24/EUR/                                     | KFW /EUR/ REGD EMTN 0.05000000                                                                 | CUSIP: D4S46MHG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $517966.12    | 0.01%             | 2024-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERG 3.25% 03/01/25                              | AMERISOURCEBERGEN CORP REGD 3.25000000                                                         | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      640000 | NS      | $616763.53    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WOLTERS KL 0.25% 03/30/28/EUR/                              | WOLTERS KLUWER NV /EUR/ REGD REG S 0.25000000                                                  | CUSIP: N96425LQ9<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |     2500000 | NS      | $2232777.11   | 0.03%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8630 1.5% 07/01/51                                 | FANNIE MAE POOL UMBS P#FM8630 1.50000000                                                       | CUSIP: 3140XCSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1275485 | NS      | $986131.91    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  1.75% 05/11/32/EUR/                              | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: R8T51PFQ3<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      100000 | NS      | $93083.12     | 0.00%             | 2032-05-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP 0.625% 02/24/33/EUR/                              | UBS GROUP AG /EUR/ REGD REG S 0.62500000                                                       | CUSIP: H42097CH8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | NS      | $762899.00    | 0.01%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.65% 09/01/28                              | PUBLIC SERVICE ELECTRIC REGD MTN 3.65000000                                                    | CUSIP: 74456QBX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | NS      | $112796.57    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATI 4.15% 10/01/25                              | MAGNA INTERNATIONAL INC REGD 4.15000000                                                        | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     2000000 | NS      | $1954442.52   | 0.02%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65% 07/23/48                                | CITIGROUP INC REGD 4.65000000                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       25000 | NS      | $21756.71     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/30/JPY/                              | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 361 0.10000000                                            | CUSIP: J2S39LKC7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   971000000 | NS      | $7165971.12   | 0.09%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.3% 06/02/48/CAD/                              | PROVINCE OF SASKATCHEWAN /CAD/ REGD 3.30000000                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | USGA              | CA        |      400000 | NS      | $248050.52    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.95% 08/15/29                                | OWENS CORNING REGD 3.95000000                                                                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $911934.76    | 0.01%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GEMEINSAM 1.125% 09/30/24/EUR/                              | GEMEINSAME BUNDESLAENDER /EUR/ REGD SER 46 1.12500000                                          | CUSIP: D1444RBY3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |      720000 | NS      | $744830.74    | 0.01%             | 2024-09-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0.625% 06/30/31/EUR/                               | SNAM SPA /EUR/ REGD REG S EMTN 0.62500000                                                      | CUSIP: T8578NSS3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $395972.68    | 0.01%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.1% 03/01/40/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 3.10000000                                         | CUSIP: T6052BTW8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1112000 | NS      | $959542.90    | 0.01%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| JAPAN EXP  0.73% 04/30/48/JPY/                              | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 347 0.73000000                                         | CUSIP: J2739WKS1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   200000000 | NS      | $1265182.03   | 0.02%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 0% 09/28/28/EUR/                              | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 0.00000000                                  | CUSIP: L32482GT9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $902592.72    | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.375% 12/01/34/CAD/                              | REPUBLIC OF AUSTRIA /CAD/ REGD MTN 5.37500000                                                  | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      200000 | NS      | $161545.35    | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL 0.625% 04/17/25/EUR/                              | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.62500000                                          | CUSIP: N2960PDR1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | NS      | $200595.90    | 0.00%             | 2025-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD 1.258% 07/01/25                              | FLORIDA ST BRD OF ADMIN FIN CO REGD N/C B/E 1.25800000                                         | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      100000 | NS      | $91815.23     | 0.00%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08789 4% 11/01/47                                  | FREDDIE MAC GOLD POOL P#G08789 4.00000000                                                      | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1820657 | NS      | $1746625.57   | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.2% 04/01/43                                | HOME DEPOT INC REGD 4.20000000                                                                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1050000 | NS      | $924251.91    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/12/26                              | GOLDMAN SACHS GROUP INC REGD V/R 0.85500000                                                    | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       28000 | NS      | $25335.90     | 0.00%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE I 4.5% 04/01/27                              | OMEGA HLTHCARE INVESTORS REGD REG S SER WI 4.50000000                                          | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       16000 | NS      | $15027.81     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.125% 01/23/42/GBP/                              | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 5.12500000                                             | CUSIP: G6670EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1127305.70   | 0.01%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 03/20/32/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 134 1.80000000                                            | CUSIP: J2S39KBU9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   447550000 | NS      | $3803288.36   | 0.05%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                              | GINNIE MAE II POOL P#MA7767 2.50000000                                                         | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4101744 | NS      | $3563795.13   | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31                              | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                         | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $32627.02     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER &  3% 07/01/29                              | WISCONSIN POWER & LIGHT REGD 3.00000000                                                        | CUSIP: 976826BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $44204.46     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 07/12/38/EUR/                              | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                             | CUSIP: B2758CBF7<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      100000 | NS      | $80730.77     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD' 1.875% 05/26/27/EUR/                              | MCDONALD'S CORP /EUR/ REGD EMTN SER GMTN 1.87500000                                            | CUSIP: U58013CK4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $999586.19    | 0.01%             | 2027-05-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3891 2% 10/01/50                                   | FREDDIE MAC POOL UMBS P#QB3891 2.00000000                                                      | CUSIP: 3133AAKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      546175 | NS      | $447442.88    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MANPOWERGRO 3.5% 06/30/27/EUR/                              | MANPOWERGROUP /EUR/ REGD REG S 3.50000000                                                      | CUSIP: U56358AC5<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |      500000 | NS      | $525103.88    | 0.01%             | 2027-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JAN 23                                   | FNMA 30YR TBA 5.5% JAN 23      TO BE ANNOUNCED 5.50000000                                      | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -7400000 | NS      | $-7423656.91  | -0.09%            | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 0.125% 10/25/23/EUR/                              | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: F1270CTM0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      700000 | NS      | $731728.56    | 0.01%             | 2023-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER  0.75% 03/01/23/EUR/                              | SANTANDER CONSUMER BANK /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: R7T6AJBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     2000000 | NS      | $2135547.71   | 0.03%             | 2023-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHR 3680 SA V/R 06/15/40                                    | FREDDIE MAC REMICS SER 3680 CL SA V/R 0.68214000                                               | CUSIP: 3137A03F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2379658 | NS      | $100929.86    | 0.00%             | 2040-06-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| MANPOWERGR 1.75% 06/22/26/EUR/                              | MANPOWERGROUP /EUR/ REGD REG S 1.75000000                                                      | CUSIP: U56358AB7<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $1004730.77   | 0.01%             | 2026-06-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARMILA S 2.375% 09/16/24/EUR/                              | CARMILA SA /EUR/ REGD REG S 2.37500000                                                         | CUSIP: F1387KAB6<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1028636.06   | 0.01%             | 2024-09-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 02/22/38/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                      | CUSIP: D5S07LFK2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      110000 | NS      | $95458.58     | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                              | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                             | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     3080000 | NS      | $276195.84    | 0.00%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.15% 11/15/43                              | BERKSHIRE HATHAWAY ENERG REGD SER WI 5.15000000                                                | CUSIP: 59562VBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | NS      | $57389.15     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 2.574% 04/01/31                              | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 2.57400000                                         | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      100000 | NS      | $87602.40     | 0.00%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.867% 09/01/29                              | SMITHSONIAN INSTITUTION REGD 1.86700000                                                        | CUSIP: 832432AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $827783.32    | 0.01%             | 2029-09-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC 1.875% 11/13/27/EUR/                              | AVIVA PLC /EUR/ REGD REG S EMTN 1.87500000                                                     | CUSIP: G0R23NZC3<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      500000 | NS      | $487009.78    | 0.01%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                              | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                 | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      250000 | NS      | $261063.18    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.23% 03/23/30/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2010 3.23000000                                        | CUSIP: Y23862PF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    47400000 | NS      | $6904478.38   | 0.09%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOL 4.6% 04/06/27                              | KEYSIGHT TECHNOLOGIES REGD 4.60000000                                                          | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       55000 | NS      | $53735.55     | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0848 3% 02/01/52                                   | FANNIE MAE POOL UMBS P#FS0848 3.00000000                                                       | CUSIP: 3140XF5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      996988 | NS      | $876735.30    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2  0.005% 03/01/24/JPY/                              | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 434 0.00000000                                             | CUSIP: J2S39LSW5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  2636100000 | NS      | $20085298.35  | 0.25%             | 2024-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 10/18/30/EUR/                              | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                            | CUSIP: G4R49GAT0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      611000 | NS      | $530102.12    | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/28/EUR/                              | BELGIUM KINGDOM /EUR/ REGD SER 85 0.80000000                                                   | CUSIP: B1121KEE1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |     1912000 | NS      | $1846524.88   | 0.02%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA9141 2% 02/01/36                                   | FANNIE MAE POOL UMBS P#CA9141 2.00000000                                                       | CUSIP: 3140QHEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1252641 | NS      | $1118851.13   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METSO OUT 0.875% 05/26/28/EUR/                              | METSO OUTOTEC OYJ /EUR/ REGD REG S EMTN 0.87500000                                             | CUSIP: X5S4E0AA7<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |     1000000 | NS      | $874132.02    | 0.01%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 2.35% 01/15/32                              | QUANTA SERVICES INC REGD 2.35000000                                                            | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      520000 | NS      | $396254.68    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1501 4% 08/01/52                                   | FREDDIE MAC POOL UMBS P#SD1501 4.00000000                                                      | CUSIP: 3132DNU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      267762 | NS      | $251601.01    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.75% 05/15/46                                     | AT&T INC REGD 4.75000000                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       70000 | NS      | $59565.83     | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4718 2% 03/01/51                                   | FREDDIE MAC POOL UMBS P#RA4718 2.00000000                                                      | CUSIP: 3133KLG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      651044 | NS      | $532541.09    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND EN 2.893% 09/15/51                              | PUGET SOUND ENERGY INC REGD 2.89300000                                                         | CUSIP: 745332CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $6404.55      | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DH EUROPE F 0.2% 03/18/26/EUR/                              | DH EUROPE FINANCE II /EUR/ REGD 0.20000000                                                     | CUSIP: 23291KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2275000 | NS      | $2196665.58   | 0.03%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES  4.875% 03/01/26                              | CBRE SERVICES INC REGD 4.87500000                                                              | CUSIP: 12505BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $19766.27     | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/26                                   | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                             | CUSIP: 912833PB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | NS      | $4271094.55   | 0.05%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.734% 09/25/40                              | BAT CAPITAL CORP REGD 3.73400000                                                               | CUSIP: 05526DBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | NS      | $30784.87     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4695 3% 07/01/42                                   | FANNIE MAE POOL UMBS P#MA4695 3.00000000                                                       | CUSIP: 31418EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83522 | NS      | $74726.32     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 2.25% 04/18/34/EUR/                              | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 2.25000000                                            | CUSIP: X0R4CRCC6<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      426000 | NS      | $400662.81    | 0.01%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA V/R /PERP//EUR/                                     | ENI SPA /EUR/ REGD V/R /PERP/ REG S SER NC6 2.00000000                                         | CUSIP: T3666JKB1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $888473.48    | 0.01%             | 2171-05-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J32373 3% 05/01/29                                  | FREDDIE MAC GOLD POOL P#J32373 3.00000000                                                      | CUSIP: 31307NT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5834988 | NS      | $5619249.05   | 0.07%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.4% 02/12/52                              | UNITED MEXICAN STATES REGD 4.40000000                                                          | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      400000 | NS      | $293303.10    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8042 2.5% 05/20/52                              | GINNIE MAE II POOL P#MA8042 2.50000000                                                         | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      869030 | NS      | $754134.48    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST UNIV 3.424% 03/01/60                              | OREGON ST UNIV GEN REVENUE REGD B/E BAM 3.42400000                                             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |       10000 | NS      | $6920.76      | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3947 3% 01/01/33                                   | FANNIE MAE POOL UMBS P#BM3947 3.00000000                                                       | CUSIP: 3140J8L50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74356 | NS      | $70833.58     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 2.65% 06/01/50                              | HERSHEY COMPANY REGD 2.65000000                                                                | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       10000 | NS      | $6544.74      | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 2.875% 05/30/24/EUR/                              | PHILIP MORRIS INTL INC /EUR/ REGD 2.87500000                                                   | CUSIP: 718172AR0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1584714.49   | 0.02%             | 2024-05-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786283 V/R 07/20/72                               | GINNIE MAE II POOL P#786283 V/R 6.38000000                                                     | CUSIP: 3622AB2Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19556990 | NS      | $20465384.96  | 0.26%             | 2072-07-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 02/12/30/EUR/                              | DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 1.37500000                                           | CUSIP: K2227DAB8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3000000 | NS      | $2934852.71   | 0.04%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| NTT FINAN 0.082% 12/13/25/EUR/                              | NTT FINANCE CORP /EUR/ REGD REG S EMTN 0.08200000                                              | CUSIP: J5939EBU7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     1000000 | NS      | $969495.84    | 0.01%             | 2025-12-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 4.95% 03/17/52                              | BROWN & BROWN INC REGD 4.95000000                                                              | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      238000 | NS      | $193387.63    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 0.75% 06/17/30/EUR/                                | SNAM SPA /EUR/ REGD REG S EMTN 0.75000000                                                      | CUSIP: T8578NQH9<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1500000 | NS      | $1267201.90   | 0.02%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6039 3.5% 07/20/49                              | GINNIE MAE II POOL P#MA6039 3.50000000                                                         | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1059249 | NS      | $984582.30    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | NOK/USD FWD 20230119 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31991.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMA 2.8% 09/15/50                              | REGENERON PHARMACEUTICAL REGD 2.80000000                                                       | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      155000 | NS      | $96932.01     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE  1.125% 03/10/28/EUR/                              | GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 1.12500000                                          | CUSIP: G39146AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3900000 | NS      | $3435823.30   | 0.04%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0382 2.5% 04/01/52                                 | FREDDIE MAC POOL UMBS P#QE0382 2.50000000                                                      | CUSIP: 3133B9M76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      193295 | NS      | $164230.65    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 0.1% 03/08/27/EUR/                              | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.10000000                                       | CUSIP: D4904PS67<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | NS      | $189935.93    | 0.00%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8490 5% 12/20/52                                | GINNIE MAE II POOL P#MA8490 5.00000000                                                         | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1345000 | NS      | $1335768.50   | 0.02%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/13/28                              | MITSUBISHI UFJ FIN GRP REGD V/R 5.35400000                                                     | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     3450000 | NS      | $3420584.30   | 0.04%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 0.125% 06/30/31/EUR/                              | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: F14221DT3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      100000 | NS      | $81907.62     | 0.00%             | 2031-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FI 1.5% 10/15/26/EUR/                              | GLENCORE FINANCE EUROPE /EUR/ REGD REG S EMTN 1.50000000                                       | CUSIP: G39146AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3500000 | NS      | $3357965.19   | 0.04%             | 2026-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO 1% 05/17/24/EUR/                                 | KELLOGG CO /EUR/ REGD 1.00000000                                                               | CUSIP: 487836BR8<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      500000 | NS      | $519776.26    | 0.01%             | 2024-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.125% 01/31/24/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000                                                | CUSIP: G4527HTF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2308000 | NS      | $2683947.71   | 0.03%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KFW 2% 11/15/29/EUR/                                        | KFW /EUR/ REGD 2.00000000                                                                      | CUSIP: D3S996CG1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      500000 | NS      | $501828.02    | 0.01%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 02/10/48                              | UNITED MEXICAN STATES REGD 4.60000000                                                          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      250000 | NS      | $192407.75    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAA FND 6.75% 12/03/26/GBP/                                 | BAA FUNDING LTD /GBP/_________  REGD EMTN 6.75000000                                           | CUSIP: G4R1K3AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      150000 | NS      | $185250.06    | 0.00%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON &  1.15% 11/20/28/EUR/                              | JOHNSON & JOHNSON /EUR/ REGD 1.15000000                                                        | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $956885.94    | 0.01%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CTP NV 0.5% 06/21/25/EUR/                                   | CTP NV /EUR/ REGD REG S EMTN 0.50000000                                                        | CUSIP: N2368RAE7<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |     2865000 | NS      | $2565871.01   | 0.03%             | 2025-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 05/19/31/EUR/                              | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 5.62500000                                          | CUSIP: D1T7F6D70<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4000000 | NS      | $4177452.45   | 0.05%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 5.875% 12/16/36                              | HOME DEPOT INC REGD 5.87500000                                                                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       90000 | NS      | $96726.70     | 0.00%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2639 2.5% 01/01/52                                 | FANNIE MAE POOL UMBS P#FS2639 2.50000000                                                       | CUSIP: 3140XH4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2652796 | NS      | $2257035.11   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 05/31/25/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E8922AME7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1920000 | NS      | $1913582.28   | 0.02%             | 2025-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.125% 08/07/26/EUR/                              | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 1.12500000                                            | CUSIP: X66227BA0<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     1825000 | NS      | $1819325.71   | 0.02%             | 2026-08-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 2.625% 10/20/28/GBP/                              | BLACKSTONE PP EUR HOLD /GBP/ REGD REG S EMTN 2.62500000                                        | CUSIP: L1051PAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1075000 | NS      | $971539.62    | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.09% 06/18/30/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2010 3.09000000                                          | CUSIP: Y1456TJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    11600000 | NS      | $1673351.24   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANCA MON 0.875% 10/08/26/EUR/                              | BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 0.87500000                                           | CUSIP: T1188BJA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     3504000 | NS      | $3323326.57   | 0.04%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTR 3% 10/24/33/EUR/                              | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.00000000                                               | CUSIP: A586GDBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      100000 | NS      | $105382.37    | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 1.6% 12/15/30                              | ENTERGY LOUISIANA LLC REGD 1.60000000                                                          | CUSIP: 29364WBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | NS      | $1772668.83   | 0.02%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MAGNE 2016-18A A V/R 11/15/28                               | MAGNETITE XVIII LTD SER 2016-18A CL AR2 V/R REGD 144A P/P 5.48614000                           | CUSIP: 55953TAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7332158 | NS      | $7241353.30   | 0.09%             | 2028-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0900 3.5% 07/01/43                                 | FANNIE MAE POOL UMBS P#FS0900 3.50000000                                                       | CUSIP: 3140XGAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7494035 | NS      | $7025399.01   | 0.09%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK  1.875% 07/13/32/EUR/                              | BNG BANK NV /EUR/ REGD REG S EMTN 1.87500000                                                   | CUSIP: N14288KF5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      320000 | NS      | $306448.08    | 0.00%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 2.6% 02/01/30                              | WASTE CONNECTIONS INC REGD 2.60000000                                                          | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      200000 | NS      | $171015.54    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 11/13/30/EUR/                              | ING GROEP NV /EUR/ REGD V/R REG S 1.00000000                                                   | CUSIP: N4578EKQ0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $943027.90    | 0.01%             | 2030-11-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MMB SCF 0.01% 09/20/31/EUR/                                 | MMB SCF /EUR/ REGD REG S EMTN 0.01000000                                                       | CUSIP: F62371AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $80175.85     | 0.00%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 09/30/25                                 | UNITED STATES TREASURY NOTE 0.25000000                                                         | CUSIP: 91282CAM3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      500000 | NS      | $449394.53    | 0.01%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP 0.9% 12/03/25                                 | MCKESSON CORP REGD 0.90000000                                                                  | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       70000 | NS      | $62207.24     | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8538 2% 08/01/36                                   | FANNIE MAE POOL UMBS P#FM8538 2.00000000                                                       | CUSIP: 3140XCPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1252833 | NS      | $1118842.12   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/26/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                                | CUSIP: G4527HTY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2697000 | NS      | $2884728.40   | 0.04%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                              | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                  | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1700000 | NS      | $1493042.26   | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                         | EUR/USD FWD 20230110 000006038 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-592135.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 10/16/28/EUR/                              | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.01000000                                           | CUSIP: F1R83CEQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | NS      | $88571.81     | 0.00%             | 2028-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 1.75% 05/04/30                              | TEXAS INSTRUMENTS INC REGD 1.75000000                                                          | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       59000 | NS      | $48681.60     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL  3.125% 03/06/29/EUR/                              | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 3.12500000                                          | CUSIP: N1613NAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2500000 | NS      | $2383190.96   | 0.03%             | 2029-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.35% 05/15/45                              | ENERGY TRANSFER LP REGD 5.35000000                                                             | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | NS      | $8523.28      | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/02/23                                      | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912796YB9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     2503000 | PA      | $2485906.26   | 0.03%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 0.5% 04/09/27/EUR/                              | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.50000000                                        | CUSIP: D1T0VZBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      140000 | NS      | $133539.92    | 0.00%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.7% 05/15/46                              | LOCKHEED MARTIN CORP REGD 4.70000000                                                           | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      360000 | NS      | $334906.87    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RC R/P WELLS   4.200% 01/12/23                              | RC R/P WELLS   4.200% 01/12/23 4.20000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    -5146856 | PA      | $-5146855.88  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDO 1% 01/31/32/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 1.00000000                                                | CUSIP: G4527HWK3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2152000 | NS      | $2059452.43   | 0.03%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS B 5.75% 09/14/26/GBP/                              | BARCLAYS BANK PLC /GBP/ REGD REG S EMTN 5.75000000                                             | CUSIP: G0798GAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       90000 | NS      | $108882.75    | 0.00%             | 2026-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DONG ENER 5.75% 04/09/40 /GBP/                              | DONG ENER 5.75% 04/09/40 /GBP/ 5.75000000                                                      | CUSIP: K3185AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      425000 | NS      | $530802.41    | 0.01%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.75% 02/15/50                              | CONSUMERS ENERGY CO REGD 3.75000000                                                            | CUSIP: 210518DE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | NS      | $19633.42     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.29% 05/22/29/CNH/                              | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.29000000                                              | CUSIP: Y5325PAT1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     3000000 | NS      | $465711.56    | 0.01%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 7.85% 02/01/26                              | TRANSCONT GAS PIPE LINE REGD SER WI 7.85000000                                                 | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | NS      | $457219.86    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TRANSURBA 1.875% 09/16/24/EUR/                              | TRANSURBAN FINANCE CO /EUR/ REGD EMTN 1.87500000                                               | CUSIP: Q9194UAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | NS      | $1043830.97   | 0.01%             | 2024-09-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANTON OF  0.02% 11/27/24/CHF/                              | CANTON OF GENEVA /CHF/ REGD REG S 0.02000000                                                   | CUSIP: H1288PBA4<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      240000 | NS      | $251969.24    | 0.00%             | 2024-11-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC 3.1% 05/01/50                                   | SNAP-ON INC REGD 3.10000000                                                                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |       30000 | NS      | $21509.77     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 06/20/27/JPY/                              | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 96 2.10000000                                             | CUSIP: J2615QY66<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    93350000 | NS      | $770599.84    | 0.01%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IREN SPA 1% 07/01/30/EUR/                                   | IREN SPA /EUR/ REGD REG S EMTN 1.00000000                                                      | CUSIP: T5551YAK2<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      550000 | NS      | $444704.53    | 0.01%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.45% 04/15/30                              | STEEL DYNAMICS INC REGD 3.45000000                                                             | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      155000 | NS      | $136726.03    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38                              | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                    | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $10667.14     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.45% 03/15/35/EUR/                                | AT&T INC /EUR/ REGD 2.45000000                                                                 | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      825000 | NS      | $715209.86    | 0.01%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0035 4.5% 05/20/48                              | GINNIE MAE II POOL P#BH0035 4.50000000                                                         | CUSIP: 3617GWBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2565926 | NS      | $2506273.14   | 0.03%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 09/30/34/EUR/                              | REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 1.50000000                                        | CUSIP: Y7276LDM7<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |      400000 | NS      | $315735.64    | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 4.2% 07/15/48                              | DUKE ENERGY FLORIDA LLC REGD 4.20000000                                                        | CUSIP: 26444HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8442.97      | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AXA SA V/R 10/07/41/EUR/                                    | AXA SA /EUR/ REGD V/R REG S EMTN 1.37500000                                                    | CUSIP: F0609NBD9<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1225000 | NS      | $970153.10    | 0.01%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.125% 03/04/33/EUR/                                | CROATIA /EUR/ REGD REG S 1.12500000                                                            | CUSIP: X7330ZFQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     1000000 | NS      | $819263.54    | 0.01%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | JPY/USD FWD 20230104 000003534 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3403398.56  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#RA6427 3% 12/01/51                                   | FREDDIE MAC POOL UMBS P#RA6427 3.00000000                                                      | CUSIP: 3133KND83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3926928 | NS      | $3457091.17   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR AS 0.75% 11/09/26/EUR/                              | EQUINOR ASA /EUR/ REGD REG S EMTN 0.75000000                                                   | CUSIP: R8413JAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     3000000 | NS      | $2917800.44   | 0.04%             | 2026-11-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 6.3% 03/01/38                                | MCDONALD'S CORP REGD MTN 6.30000000                                                            | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       50000 | NS      | $54662.02     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5748 2% 02/01/52                                   | FREDDIE MAC POOL UMBS P#QD5748 2.00000000                                                      | CUSIP: 3133B3L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2255484 | NS      | $1841153.26   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQU 4.875% 09/21/28/EUR/                              | RCI BANQUE SA /EUR/ REGD REG S EMTN 4.87500000                                                 | CUSIP: F7S48DSA3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3375000 | NS      | $3537435.23   | 0.04%             | 2028-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 3.4% 05/01/30                              | NXP BV/NXP FDG/NXP USA REGD 3.40000000                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1000000 | NS      | $866621.04    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INFORMA P 2.125% 10/06/25/EUR/                              | INFORMA PLC /EUR/ REGD REG S EMTN 2.12500000                                                   | CUSIP: G4770LAY2<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2032570.42   | 0.03%             | 2025-10-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5711 4.5% 01/20/49                              | GINNIE MAE II POOL P#MA5711 4.50000000                                                         | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2009318 | NS      | $1952450.98   | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 7.25% 03/12/24/GBP/                              | BAT INTL FINANCE PLC /GBP/ REGD EMTN 7.25000000                                                | CUSIP: G08820BN4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      235000 | NS      | $288316.49    | 0.00%             | 2024-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE  0% 03/18/24/EUR/                              | RELX FINANCE BV /EUR/ REGD REG S 0.00000000                                                    | CUSIP: N7S84NJS8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | NS      | $102790.26    | 0.00%             | 2024-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MDPK 2017-26A AR V/R 07/29/30                               | MADISON PARK FUNDING XXVI LTD SER 2017-26A CL AR V/R REGD 144A P/P 5.61471000                  | CUSIP: 55819YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2360000 | NS      | $2320371.82   | 0.03%             | 2030-07-29      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 11/30/25                                | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 9128285N6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1300000 | NS      | $1252011.72   | 0.02%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.18% 09/05/26/CNY/                              | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1610 3.18000000                                        | CUSIP: Y23862KM9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    10000000 | NS      | $1459006.82   | 0.02%             | 2026-09-05      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 1.875% 12/14/27/GBP/                              | BNP PARIBAS /GBP/ REGD REG S 1.87500000                                                        | CUSIP: F1233MQH8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2000000 | NS      | $2025025.01   | 0.03%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 1.65% 03/25/26                                  | ORACLE CORP REGD 1.65000000                                                                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      155000 | NS      | $139061.29    | 0.00%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBI 7.25% 09/01/36                              | BRITISH COLUMBIA PROV OF REGD 7.25000000                                                       | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |      300000 | NS      | $367041.53    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95504 4% 11/01/40                                  | FREDDIE MAC GOLD POOL P#A95504 4.00000000                                                      | CUSIP: 312944DH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      568467 | NS      | $547302.29    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 4.65% 12/01/48                              | CON EDISON CO OF NY INC REGD SER E 4.65000000                                                  | CUSIP: 209111FT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $8771.72      | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL 3% 05/19/34/EUR/                              | ILLINOIS TOOL WORKS INC /EUR/ REGD 3.00000000                                                  | CUSIP: U4504QAE2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      500000 | NS      | $491597.73    | 0.01%             | 2034-05-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 0.375% 11/20/24/EUR/                              | DNB BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.37500000                                           | CUSIP: R1815VFN0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      100000 | NS      | $101319.16    | 0.00%             | 2024-11-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN H 4.875% 08/01/52                              | PRESBYTERIAN HEALTHC SER REGD 4.87500000                                                       | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |      100000 | NS      | $94336.87     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDIN 2.5% 03/15/27/EUR/                              | HSBC HOLDINGS PLC /EUR/ REGD REG S EMTN 2.50000000                                             | CUSIP: G4634UBM3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | NS      | $2000037.30   | 0.03%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 5.7% 11/01/24                              | GOLDMAN SACHS GROUP INC REGD 5.70000000                                                        | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      280000 | NS      | $283667.49    | 0.00%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 3.25% 07/20/28/AUD/                              | WESTERN AUST TREAS CORP /AUD/ REGD MTN SER 28 3.25000000                                       | CUSIP: Q96417EE8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      700000 | NS      | $453342.64    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0% 05/24/24/EUR/                                    | SFIL SA /EUR/ REGD REG S EMTN 0.00000000                                                       | CUSIP: F84626JH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $204727.84    | 0.00%             | 2024-05-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0034 4.5% 05/20/48                              | GINNIE MAE II POOL P#BH0034 4.50000000                                                         | CUSIP: 3617GWBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1674486 | NS      | $1634686.79   | 0.02%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 3.1% 08/15/50                              | CONSUMERS ENERGY CO REGD 3.10000000                                                            | CUSIP: 210518DF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | NS      | $20954.68     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/46                                  | UNITED STATES TREASURY BOND 2.50000000                                                         | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | NS      | $754257.81    | 0.01%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.297% 11/15/31                              | OHIOHEALTH CORP REGD 2.29700000                                                                | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      830000 | NS      | $666748.90    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8154 1.5% 07/01/51                                 | FREDDIE MAC POOL UMBS P#SD8154 1.50000000                                                      | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      950616 | NS      | $735018.74    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6234 2% 11/01/51                                   | FREDDIE MAC POOL UMBS P#RA6234 2.00000000                                                      | CUSIP: 3133KM4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1404386 | NS      | $1146628.70   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BSP 2019-17A AR V/R 07/15/32                                | BENEFIT STREET PARTNERS CLO XVII LTD SER 2019-17A CL AR V/R REGD 144A P/P 5.15914000           | CUSIP: 08182BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | NS      | $4193467.07   | 0.05%             | 2032-07-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR 4.4% 03/15/24                              | WESTINGHOUSE AIR BRAKE REGD 4.40000000                                                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1771237.67   | 0.02%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALT 3.447% 11/01/49                              | MEMORIAL HEALTH SERVICES REGD 3.44700000                                                       | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |       10000 | NS      | $7296.05      | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6091 2% 10/01/51                                   | FREDDIE MAC POOL UMBS P#RA6091 2.00000000                                                      | CUSIP: 3133KMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      642858 | NS      | $527860.33    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.48% 01/08/29/CNY/                              | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000                                          | CUSIP: Y1456THC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |   235500000 | NS      | $34871561.63  | 0.44%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/26/EUR/                              | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                   | CUSIP: N82128AE4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |     1630000 | NS      | $1607129.82   | 0.02%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.7% 09/01/51/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 1.70000000                                         | CUSIP: T6052BYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1667000 | NS      | $991110.16    | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| TERNA RETE EL 1% 10/11/28/EUR/                              | TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 1.00000000                                          | CUSIP: T9451NAG8<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $910655.35    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 06/18/25/SEK/                              | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 195 1.00000000                                    | CUSIP: W9T1222T2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     2000000 | NS      | $180275.16    | 0.00%             | 2025-06-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 3.875% 03/19/29                              | TRUIST FINANCIAL CORP REGD MTN 3.87500000                                                      | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1294615.83   | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERP 3.25% 05/15/30                              | COLONIAL ENTERPRISES INC REGD 144A P/P 3.25000000                                              | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | NS      | $1153000.67   | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 4.9% 07/30/40/EUR/                              | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.90000000                                                 | CUSIP: E89228K38<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      999000 | NS      | $1223969.03   | 0.02%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KELLOGG CO 3.25% 04/01/26                                   | KELLOGG CO REGD 3.25000000                                                                     | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      470000 | NS      | $447333.93    | 0.01%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.773% 04/30/28/EUR/                              | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.77300000                                           | CUSIP: E3124CDK6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |      200000 | NS      | $196741.86    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.85% 05/01/49                              | PUBLIC SERVICE ELECTRIC REGD MTN 3.85000000                                                    | CUSIP: 74456QBZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | NS      | $7972.56      | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.15% 10/01/49                              | FLORIDA POWER & LIGHT CO REGD 3.15000000                                                       | CUSIP: 341081FX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | NS      | $14518.81     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 09/15/51                                    | SOUTHERN CO REGD V/R SER 21-A 3.75000000                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       90000 | NS      | $72670.63     | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 3.314% 06/15/25                               | CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST SER 2016-C7 CL ASB REGD 3.31430000                     | CUSIP: 12637UAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262065 | NS      | $252442.36    | 0.00%             | 2049-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL V/R /PERP//EUR/                              | IBERDROLA INTL BV /EUR/ REGD V/R /PERP/ REG S SER NC8 2.25000000                               | CUSIP: N434523S3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | NS      | $1711469.68   | 0.02%             | 2171-04-28      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8426 4% 11/20/52                                | GINNIE MAE II POOL P#MA8426 4.00000000                                                         | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4999997 | NS      | $4737695.51   | 0.06%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/05/24/EUR/                              | BUNDESOBLIGATION /EUR/ REGD REG S SER 179 0.00000000                                           | CUSIP: D2R8H4DX4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     2838000 | NS      | $2946069.82   | 0.04%             | 2024-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.8% 02/14/29                              | ALTRIA GROUP INC REGD 4.80000000                                                               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      200000 | NS      | $192032.66    | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 01/19/63                              | REPUBLIC OF PANAMA REGD 4.50000000                                                             | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      400000 | NS      | $281601.48    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 02/04/41                              | ALTRIA GROUP INC REGD 3.40000000                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      525000 | NS      | $348540.32    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AFFINITY  5.981% 09/17/38/GBP/                              | AFFINITY SUTTON CM PLC /GBP/ REGD EMTN 5.98100000                                              | CUSIP: G0128NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $1249708.49   | 0.02%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 2.6% 09/01/50                                   | CUMMINS INC REGD 2.60000000                                                                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      160000 | NS      | $99962.75     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AQUA + INV ( V/R 10/02/43/EUR/                              | AQUA + INV (ZURICH INS) /EUR/ REGD V/R EMTN 4.25000000                                         | CUSIP: G0504LBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | NS      | $107045.00    | 0.00%             | 2043-10-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 3.625% 09/01/49                              | MCDONALD'S CORP REGD MTN 3.62500000                                                            | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       12000 | NS      | $9082.52      | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOLCIM STERLI 3% 05/12/32/GBP/                              | HOLCIM STERLING FINANCE /GBP/ REGD EMTN 3.00000000                                             | CUSIP: N5132ZAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1422954.64   | 0.02%             | 2032-05-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51                                 | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                       | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      726930 | NS      | $618309.29    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.35% 06/01/40                              | ANHEUSER-BUSCH INBEV WOR REGD 4.35000000                                                       | CUSIP: 035240AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $88299.90     | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 03/29/30/EUR/                              | BPIFRANCE SACA /EUR/ REGD EMTN 0.25000000                                                      | CUSIP: F7053H2L0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $172759.07    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                              | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |     3000000 | NS      | $2258169.89   | 0.03%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                              | WARNERMEDIA HOLDINGS INC REGD 144A P/P 5.14100000                                              | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1140000 | NS      | $832789.52    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 5.25% 11/01/29/EUR/                              | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.25000000                                         | CUSIP: T6247AJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     1777000 | NS      | $2035309.94   | 0.03%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9082 2% 10/01/51                                   | FANNIE MAE POOL UMBS P#FM9082 2.00000000                                                       | CUSIP: 3140XDCU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      854743 | NS      | $702074.79    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 2.875% 10/17/29                              | ITALY GOV'T INT BOND REGD 2.87500000                                                           | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      200000 | NS      | $165580.00    | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORD 1.875% 03/15/24/EUR/                              | LAND NORDRHEIN-WESTFALEN /EUR/ REGD EMTN 1.87500000                                            | CUSIP: D4S26EDZ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      630000 | NS      | $665156.57    | 0.01%             | 2024-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 5.75% 10/15/52                              | ATMOS ENERGY CORP REGD 5.75000000                                                              | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      100000 | NS      | $105161.56    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.7% 03/23/29                                    | HUMANA INC REGD 3.70000000                                                                     | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       80000 | NS      | $73384.04     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFSF 1.45% 09/05/40/EUR/                                    | EFSF /EUR/ REGD REG S EMTN 1.45000000                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      370000 | NS      | $302430.04    | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5166 3% 07/01/42                                   | FREDDIE MAC POOL UMBS P#RB5166 3.00000000                                                      | CUSIP: 3133KYW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      370847 | NS      | $331794.23    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.637% 06/26/29/EUR/                              | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.63700000                                        | CUSIP: G1279MSM9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $938606.94    | 0.01%             | 2029-06-26      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-B1 3.458% 08/15/27                               | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 SER 2017-B1 CL A4 REGD 3.45800000                       | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | NS      | $1008882.49   | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMMUNAUT 1.625% 05/03/32/EUR/                              | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 1.62500000                                            | CUSIP: B2763WF39<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |      200000 | NS      | $182965.16    | 0.00%             | 2032-05-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 0.235% 10/13/27/JPY/                              | DEVELOPMENT BK OF JAPAN /JPY/ REGD SER 86 0.23500000                                           | CUSIP: J1R67PES8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   100000000 | NS      | $755244.62    | 0.01%             | 2027-10-13      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 07/15/25/EUR/                               | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                               | CUSIP: F1233MAN2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $508025.93    | 0.01%             | 2025-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.259% 03/25/28                              | BAT CAPITAL CORP REGD 2.25900000                                                               | CUSIP: 05526DBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $83253.34     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 3.256% 05/15/60                              | UNIV OF CALIFORNIA CA RGTS MED REGD B/E 3.25600000                                             | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | NS      | $32402.26     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FNR 2020-99 IQ 3% 01/25/51                                  | FANNIE MAE REMICS SER 2020-99 CL IQ 3.00000000                                                 | CUSIP: 3136BDFY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      987419 | NS      | $162174.36    | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE 4.75% 07/06/27/EUR/                              | RCI BANQUE SA /EUR/ REGD REG S EMTN 4.75000000                                                 | CUSIP: F7S48DRZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2100000 | NS      | $2238899.23   | 0.03%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 09/07/34/GBP/                              | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                                | CUSIP: G4527HPM7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1799000 | NS      | $2305057.91   | 0.03%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 2.35% 09/15/31                                  | EQUIFAX INC REGD 2.35000000                                                                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      850000 | NS      | $661831.89    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 1.375% 10/15/40/EUR/                              | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.37500000                                                 | CUSIP: 58507LAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1625000 | NS      | $1128415.38   | 0.01%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-LC2 3.184% 03/15/25                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20 SER 2015-LC20 CL A5 REGD 3.18400000            | CUSIP: 94989EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $474366.60    | 0.01%             | 2050-04-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 2.9% 12/15/51                              | MARSH & MCLENNAN COS INC REGD 2.90000000                                                       | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      950000 | NS      | $613534.70    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785423 V/R 02/20/71                               | GINNIE MAE II POOL P#785423 V/R 5.97200000                                                     | CUSIP: 3622AA4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3577365 | NS      | $3689814.46   | 0.05%             | 2071-02-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM V/R 04/21/42/EUR/                                | GROUPE AC /EUR/ REGD V/R REG S 1.85000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     2200000 | NS      | $1690845.11   | 0.02%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK  1.25% 01/11/27/EUR/                              | CAIXABANK SA /EUR/ REGD REG S 1.25000000                                                       | CUSIP: E2R193RG1<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | NS      | $196326.09    | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.625% 05/25/32/EUR/                              | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 1.62500000                                           | CUSIP: F0108UQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      200000 | NS      | $182449.21    | 0.00%             | 2032-05-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 11/13/31/EUR/                              | HSBC HOLDINGS PLC /EUR/ REGD V/R REG S 0.77000000                                              | CUSIP: G4634UM90<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $813606.21    | 0.01%             | 2031-11-13      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKRED 0.5% 01/24/25/EUR/                              | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 0.50000000                                                 | CUSIP: K5813LX77<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |      700000 | NS      | $708735.08    | 0.01%             | 2025-01-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | CNH/USD FWD 20230223 000011343 USD                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-646461.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.35% 09/19/24/CNH/                              | CHINA DEVELOPMENT BANK /CNH/ REGD REG S EMTN 4.35000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     1000000 | NS      | $147831.87    | 0.00%             | 2024-09-19      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 1.625% 01/18/32/EUR/                              | UNICREDIT SPA /EUR/ REGD REG S EMTN 1.62500000                                                 | CUSIP: T9T20L4U9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | NS      | $802730.44    | 0.01%             | 2032-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CO 3.55% 03/30/52                              | BERKLEY (WR) CORPORATION REGD 3.55000000                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |       60000 | NS      | $41870.32     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPE 5.875% 04/23/45                              | SOUTHERN COPPER CORP REGD 5.87500000                                                           | CUSIP: 84265VAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | NS      | $9202.50      | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 11/15/33                              | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 9.01600000                                            | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | NS      | $256724.15    | 0.00%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE 2.375% 07/01/39/SGD/                              | SINGAPORE GOVERNMENT /SGD/ REGD 2.37500000                                                     | CUSIP: Y280CEAP2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      780000 | NS      | $538674.03    | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Six Circles Trust

**Signature:** Gregory McNeil

**Name of Signer:** Gregory McNeil

**Title:** Treasurer/Principal Financial Officer