# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-25-207147
**Filing Date:** 2025-8
**Character Count:** 267046
**Document Hash:** 47d665f199af622508b99a7734d7b977
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207147.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 251260861

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### AB International Bond Portfolio (Series ID: S000065170)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000210964 | Class B      |  |
| C000210967 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

- **a. Name of Series:** AB International Bond Portfolio

- **b. EDGAR series identifier (if any):** S000065170

- **c. LEI of Series:** 549300OD7OEG1Q12BR56

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $420768545.11

**Total Liabilities:** $12509330.67

**Net Assets:** $408259214.44

**Delayed Delivery Securities:** $1347933.89

**Cash Not Reported:** $3618307.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -257.51000000 | **1-Year:** -8725.62000000 | **5-Year:** -30905.59000000 | **10-Year:** -26991.39000000 | **30-Year:** -18077.75000000

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

- **3-Month:** -357.93000000 | **1-Year:** -9312.23000000 | **5-Year:** -24964.60000000 | **10-Year:** -21345.81000000 | **30-Year:** -7801.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210964 | 0.24%                | 0.61%                | 1.67%                |
| Class ID C000210967 | 0.24%                | 0.60%                | 1.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2610982.12             | $8156826.19                                |
| Month 2  | $-815558.36              | $2663610.93                                |
| Month 3  | $757984.25               | $7297536.92                                |

**Designated Index Information**

- **Index Name:** 60% Bloomberg Global Aggregate ex-USD 40% JPM EMBI Global Index

- **Index Identifier:** 60%LG38TRUU 40% JPEIGLBL

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      420000 | PA      | $426479.75    | 0.10%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      582000 | PA      | $738037.59    | 0.18%             | 2034-02-28      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CNH / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $435.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                     | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      987800 | PA      | $122064.83    | 0.03%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-81.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPVANILLA--NZD-BBR-FRA-20350318                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1626000 | OU      | $7917.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                    | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      394000 | PA      | $316872.35    | 0.08%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   541250000 | PA      | $3333082.18   | 0.82%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                  | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      179000 | PA      | $214842.51    | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $13439.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                         | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      245000 | PA      | $250297.09    | 0.06%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                              | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      306000 | PA      | $306307.77    | 0.08%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      386000 | PA      | $530505.08    | 0.13%             | 2025-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                        | Anadolu Efes Biracilik Ve Malt Sanayii AS                     | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |      431000 | PA      | $388623.09    | 0.10%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      952176 | PA      | $480441.38    | 0.12%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      586503 | PA      | $586551.15    | 0.14%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| SHINHAN FINANCIAL GROUP                                 | Shinhan Financial Group Co Ltd                                | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |      201000 | PA      | $196009.97    | 0.05%             | 2026-05-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2033499 | PA      | $1638738.22   | 0.40%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                    | Heathrow Funding Ltd                                          | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      435000 | PA      | $637933.61    | 0.16%             | 2031-12-10      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                 | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      408000 | PA      | $540540.18    | 0.13%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                           | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      307000 | PA      | $374376.51    | 0.09%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD COP                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-134887.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      107448 | PA      | $50620.71     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                         | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $479268.79    | 0.12%             | 2030-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                          | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      326000 | PA      | $381206.32    | 0.09%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      392041 | PA      | $367538.80    | 0.09%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1411508 | PA      | $1006007.88   | 0.25%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED THB / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $835.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE SEP25                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          15 | NC      | $4636.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                | Port Of Spain Waterfront Development                          | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     1100000 | PA      | $1093070.00   | 0.27%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1908000 | PA      | $1564783.83   | 0.38%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| ANGLIAN WATER SERV FIN                                  | Anglian Water Services Financing PLC                          | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $315959.52    | 0.08%             | 2031-06-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      258234 | PA      | $131592.39    | 0.03%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                      | Cadent Finance PLC                                            | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      105000 | PA      | $124362.14    | 0.03%             | 2033-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1086.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                            | MTR Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |     4650000 | PA      | $668086.67    | 0.16%             | 2054-09-20      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-111057.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA3                       | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |       52854 | PA      | $52838.32     | 0.01%             | 2044-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED HUF / SOLD USD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |           1 | NC      | $1332.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      610000 | PA      | $366622.40    | 0.09%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GREAT WALL INTL V                                       | China Great Wall International Holdings V Ltd                 | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |      270000 | PA      | $262630.73    | 0.06%             | 2026-11-23      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                           | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      990000 | PA      | $988178.40    | 0.24%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                           | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      308000 | PA      | $310629.56    | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                     | Kingdom of Belgium Government Bonds                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1094000 | PA      | $1147603.85   | 0.28%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                 | Wintershall Dea Finance BV                                    | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $517966.10    | 0.13%             | 2031-09-25      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                          | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     1365000 | PA      | $1403001.60   | 0.34%             | 2029-01-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $538883.60    | 0.13%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                              | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      424000 | PA      | $295501.63    | 0.07%             | 2051-02-09      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63805 | PA      | $63681.32     | 0.02%             | 2041-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      335000 | PA      | $421483.37    | 0.10%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                         | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      740000 | PA      | $687870.96    | 0.17%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                       | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |      716548 | PA      | $719257.39    | 0.18%             | 2041-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $106349.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ZAR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $2273.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1539000 | PA      | $1404350.29   | 0.34%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1285000 | PA      | $1328600.05   | 0.33%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $375789.82    | 0.09%             | 2033-09-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                       | Japan Government Forty Year Bonds                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   151800000 | PA      | $645781.16    | 0.16%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                 | Acu Petroleo Luxembourg Sarl                                  | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      369980 | PA      | $369559.70    | 0.09%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 30711X5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      973332 | PA      | $992429.58    | 0.24%             | 2031-03-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      480000 | PA      | $483542.05    | 0.12%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2023-A                               | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99665 | PA      | $99827.03     | 0.02%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      348000 | PA      | $441485.51    | 0.11%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                          | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      154000 | PA      | $212887.49    | 0.05%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                            | Centrica PLC                                                  | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $543497.44    | 0.13%             | 2029-03-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      999000 | PA      | $785798.61    | 0.19%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4483.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      470000 | PA      | $469671.00    | 0.12%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $7305.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                | Empresa de Transporte de Pasajeros Metro SA                   | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $172202.62    | 0.04%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                | Imperial Brands Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      443000 | PA      | $564590.01    | 0.14%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                        | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      714000 | PA      | $503519.16    | 0.12%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                 | Temasek Financial I Ltd                                       | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $144302.56    | 0.04%             | 2034-08-28      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          17 | NC      | $-27700.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1054670 | PA      | $954286.51    | 0.23%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                           | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      197350 | PA      | $194600.72    | 0.05%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-25742.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED COP / SOLD USD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $27327.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                     | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1391000 | PA      | $1430425.09   | 0.35%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                | Turkiye Vakiflar Bankasi TAO                                  | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      375000 | PA      | $397031.25    | 0.10%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      618707 | PA      | $378783.10    | 0.09%             | 2029-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-HQA4                       | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      704606 | PA      | $703287.89    | 0.17%             | 2041-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $23747.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                            | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |      276000 | PA      | $94478.69     | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA3                       | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      208229 | PA      | $219179.16    | 0.05%             | 2042-04-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED IDR / SOLD USD                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $1302.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                             | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      579000 | PA      | $684753.37    | 0.17%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      220000 | PA      | $233647.04    | 0.06%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                 | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     1375000 | PA      | $1043612.10   | 0.26%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1840000 | PA      | $1904768.00   | 0.47%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                    | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      565000 | PA      | $571896.14    | 0.14%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $628187.53    | 0.15%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   270850000 | PA      | $1725875.27   | 0.42%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                    | Sorik Marapi Geothermal Power PT                              | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |      227079 | PA      | $227490.57    | 0.06%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      230000 | PA      | $232041.77    | 0.06%             | 2026-07-28      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $271974.53    | 0.07%             | 2034-01-29      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                      | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      390000 | PA      | $416364.00    | 0.10%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                         | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      419000 | PA      | $383334.72    | 0.09%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Saudi Government International Bonds                    | Saudi Government International Bonds                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      756000 | PA      | $514756.68    | 0.13%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD COP                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-21182.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                     | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     4500000 | PA      | $640569.40    | 0.16%             | 2029-11-28      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      367167 | PA      | $298323.19    | 0.07%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1450000 | PA      | $1634280.90   | 0.40%             | 2041-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $334107.31    | 0.08%             | 2033-06-02      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      285000 | PA      | $295029.15    | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                       | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     2120000 | PA      | $322670.43    | 0.08%             | 2033-06-07      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                     | Bapco Energies BSC Closed                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     1276000 | PA      | $1307325.80   | 0.32%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      360000 | PA      | $357300.00    | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                        | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      198000 | PA      | $234111.68    | 0.06%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                              | Clarus Capital Funding 2024-1 LLC                             | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      102000 | PA      | $102003.72    | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                     | Joy Treasure Assets Holdings Inc                              | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |      340000 | PA      | $337170.63    | 0.08%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                | Caisse de Refinancement de l'Habitat SA                       | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $634644.12    | 0.16%             | 2029-10-08      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                             | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      190000 | PA      | $234574.61    | 0.06%             | 2029-11-17      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-718681.36   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                | BPCE SFH SA                                                   | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207104.56    | 0.05%             | 2030-05-27      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1875000 | PA      | $1912537.28   | 0.47%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                  | Amur Equipment Finance Receivables XI LLC                     | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      148796 | PA      | $149101.03    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1489000 | PA      | $1503944.88   | 0.37%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                             | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     3410000 | PA      | $501827.51    | 0.12%             | 2034-06-05      | Fixed         | 2.93%                 | Yes           |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      365000 | PA      | $365969.81    | 0.09%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6234000 | PA      | $1600546.48   | 0.39%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1215000 | PA      | $1241271.82   | 0.30%             | 2028-01-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2857000 | PA      | $3473064.31   | 0.85%             | 2031-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK PLC                                        | Santander UK PLC                                              | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $383449.16    | 0.09%             | 2029-03-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                           | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      801000 | PA      | $757174.69    | 0.19%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TD Prime Services LLC                                   | TD Prime Services LLC                                         | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |       50000 | PA      | $50000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                         | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1171000 | PA      | $856593.63    | 0.21%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-2                                 | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101000 | PA      | $100625.91    | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                     | HINNT 2024-A LLC                                              | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124738 | PA      | $126817.85    | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                     | M&T Equipment 2024-LEAF1 Notes                                | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157878 | PA      | $158167.47    | 0.04%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2460000 | PA      | $2470553.40   | 0.61%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XIX Ltd                                             | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      272765 | PA      | $272643.35    | 0.07%             | 2034-04-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2023-A LLC                                       | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      164551 | PA      | $165619.30    | 0.04%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      558000 | PA      | $478392.67    | 0.12%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         -70 | NC      | $-38656.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                 | Securitized Term Auto Receivables Trust                       | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      145576 | PA      | $146626.05    | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68327ZBS3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $94151.26     | 0.02%             | 2042-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPL Corp Ltd                                            | UPL Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      325000 | PA      | $309573.68    | 0.08%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                             | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      667000 | PA      | $588622.83    | 0.14%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      240000 | PA      | $238332.62    | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED BRL / SOLD USD                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |           1 | NC      | $8249.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $32209.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                    | Bank Leumi Le-Israel BM                                       | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      341000 | PA      | $348970.88    | 0.09%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                    | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      688000 | PA      | $689075.00    | 0.17%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43453 | PA      | $43559.94     | 0.01%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121730.48    | 0.03%             | 2030-04-04      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                      | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108000 | PA      | $108013.33    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8103.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2353706 | PA      | $1084530.98   | 0.27%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                    | Societe Generale SFH SA                                       | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $687217.43    | 0.17%             | 2028-05-05      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   199550000 | PA      | $1061555.28   | 0.26%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z8L6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $96814.78     | 0.02%             | 2041-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2025-ASHF                                         | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755000 | PA      | $755026.43    | 0.18%             | 2042-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                        | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      790000 | PA      | $789168.68    | 0.19%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                | TAV Havalimanlari Holding AS                                  | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      375000 | PA      | $391050.48    | 0.10%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                          | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1870000 | PA      | $1915129.21   | 0.47%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND                          | STATE STREET INST US GOVT FUND                                | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             | RF                | US        |       50000 | NS      | $50000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAVI ENERGIA SARL                                      | Saavi Energia Sarl                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      330000 | PA      | $344355.00    | 0.08%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1131000 | PA      | $1078137.80   | 0.26%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      555000 | PA      | $373451.01    | 0.09%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                             | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      259000 | PA      | $263817.40    | 0.06%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                        | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      857005 | PA      | $758637.97    | 0.19%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                        | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2889000 | PA      | $1968147.11   | 0.48%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                     | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $189416.65    | 0.05%             | 2035-03-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $7068.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                | Credicorp Capital Sociedad Titulizadora SA                    | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     3100000 | PA      | $923218.07    | 0.23%             | 2043-12-15      | Fixed         | 10.10%                | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     4870000 | PA      | $4648216.60   | 1.14%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                     | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $619309.34    | 0.15%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                               | Auxilior Term Funding 2023-1 LLC                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243263 | PA      | $245223.50    | 0.06%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                         | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40830 | PA      | $19372.79     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $184440.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2840000 | PA      | $1940959.19   | 0.48%             | 2033-04-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $208234.00    | 0.05%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2444000 | PA      | $2355900.94   | 0.58%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                     | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      641000 | PA      | $651499.58    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                           | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1000000 | PA      | $994130.21    | 0.24%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Ghana Government International Bonds                    | Ghana Government International Bonds                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      808000 | PA      | $628952.19    | 0.15%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                         | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      260000 | PA      | $197631.74    | 0.05%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1848000 | PA      | $1878861.60   | 0.46%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                | EDP Servicios Financieros Espana SA                           | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      130000 | PA      | $155247.44    | 0.04%             | 2031-07-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                        | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      619000 | PA      | $471099.05    | 0.12%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                              | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1633000 | PA      | $1688842.28   | 0.41%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      933000 | PA      | $802660.71    | 0.20%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                        | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1715000 | PA      | $1630074.31   | 0.40%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2517.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                       | Q-Park Holding I BV                                           | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      206000 | PA      | $237895.43    | 0.06%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ING Financial Markets LLC                               | ING Financial Markets LLC                                     | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |      520350 | PA      | $520350.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1631000 | PA      | $1394505.00   | 0.34%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                              | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      664000 | PA      | $586136.31    | 0.14%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                   | Indika Energy Tbk PT                                          | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |      355000 | PA      | $341722.86    | 0.08%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                             | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      549000 | PA      | $619577.72    | 0.15%             | 2030-05-04      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1778938 | PA      | $1944940.44   | 0.48%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      539000 | PA      | $357440.81    | 0.09%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                    | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      340000 | PA      | $346166.15    | 0.08%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      465000 | PA      | $411884.70    | 0.10%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                           | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      678000 | PA      | $851645.36    | 0.21%             | 2031-11-13      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                   | Investment Energy Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      245000 | PA      | $240127.33    | 0.06%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $6828.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                       | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11583000 | PA      | $8476535.94   | 2.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                             | Capital Street Master Trust                                   | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189362 | PA      | $189260.48    | 0.05%             | 2028-10-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $503333.60    | 0.12%             | 2033-08-23      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1032000 | PA      | $1033762.51   | 0.25%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                         | Japan Government Two Year Bonds                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2312900000 | PA      | $16064620.74  | 3.93%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      868000 | PA      | $542213.60    | 0.13%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                          | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      365000 | PA      | $366981.95    | 0.09%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                   | Intercorp Financial Services Inc                              | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |      285000 | PA      | $277000.90    | 0.07%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                           | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      368000 | PA      | $431957.37    | 0.11%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      344000 | PA      | $300812.59    | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11670.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                           | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      115128 | PA      | $111583.38    | 0.03%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      265000 | PA      | $259575.45    | 0.06%             | 2034-06-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                          | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      617000 | PA      | $637726.75    | 0.16%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z5R6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $122100.03    | 0.03%             | 2037-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD CNH                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-280877.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7795.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-2190.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          88 | NC      | $57902.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      427722 | PA      | $270629.83    | 0.07%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-47903.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRD ELCT DISTBTION                                  | National Grid Electricity Distribution PLC                    | CUSIP: 000000000<br>LEI: 549300HFCD0G1TPU4N09 | Long             | DBT              | CORP              | GB        |      451000 | PA      | $609996.94    | 0.15%             | 2026-10-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT SEP25                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          49 | NC      | $29563.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                           | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      127000 | PA      | $152166.46    | 0.04%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                            | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      680000 | PA      | $675009.34    | 0.17%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UEP PENNONOME II SA                                     | UEP Penonome II SA                                            | CUSIP: 000000000<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |      468010 | PA      | $414113.19    | 0.10%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      426223 | PA      | $435730.28    | 0.11%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA INS DE BANCA                                 | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332       | CUSIP: 000000000<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              |  | MX        |      280000 | PA      | $218466.00    | 0.05%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      630000 | PA      | $514516.73    | 0.13%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      235000 | PA      | $265632.97    | 0.07%             | 2028-02-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                             | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      576000 | PA      | $585703.30    | 0.14%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3698000 | PA      | $2798131.66   | 0.69%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      857000 | PA      | $541000.28    | 0.13%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade              | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      542000 | PA      | $541247.70    | 0.13%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                          | PEAC Solutions Receivables 2025-1 LLC                         | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      126000 | PA      | $127617.78    | 0.03%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CCPITRAXX--2I668IBQ4-20300620                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3108000 | OU      | $-36478.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                           | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      795000 | PA      | $751578.61    | 0.18%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                                | Sinochem Offshore Capital Co Ltd                              | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |      345000 | PA      | $303104.57    | 0.07%             | 2031-09-23      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z8H5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $104615.65    | 0.03%             | 2040-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $754483.90    | 0.18%             | 2031-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                   | Global Payments, Inc.                                         | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      455000 | PA      | $562712.33    | 0.14%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                  | Hyundai Capital Canada Inc                                    | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      709000 | PA      | $535559.88    | 0.13%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $100301.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1338.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED IDR / SOLD USD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |           1 | NC      | $7921.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-19234.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD BRL                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-91396.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD AUD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-40592.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      639000 | PA      | $660617.84    | 0.16%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      220000 | PA      | $278030.85    | 0.07%             | 2029-06-02      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-101195.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MYR                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3804.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-10492.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                 | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      265000 | PA      | $325783.43    | 0.08%             | 2031-02-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $5891.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10224000 | PA      | $2782322.37   | 0.68%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                        | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      201000 | PA      | $235072.35    | 0.06%             | 2029-03-22      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                              | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      355000 | PA      | $367640.49    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds             | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1739349 | PA      | $1455835.11   | 0.36%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2024-1                                 | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25132 | PA      | $25168.76     | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                           | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      221000 | PA      | $267838.84    | 0.07%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond               | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      905000 | PA      | $886474.65    | 0.22%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                     | American Express Co                                           | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      275000 | PA      | $326739.74    | 0.08%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $107524.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                | Westfield America Management Ltd                              | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      195000 | PA      | $246236.22    | 0.06%             | 2029-03-30      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2443.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                 | Cie de Financement Foncier SA                                 | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $471316.18    | 0.12%             | 2030-03-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1920000 | PA      | $1935552.00   | 0.47%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 46 Ltd                     | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $468718.78    | 0.11%             | 2037-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2024-R05                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100450 | PA      | $100356.62    | 0.02%             | 2044-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $11439.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      697000 | PA      | $572972.29    | 0.14%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1055359 | PA      | $514803.36    | 0.13%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5511000 | PA      | $3837112.01   | 0.94%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                        | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      414000 | PA      | $418855.34    | 0.10%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                | United Utilities Water Finance PLC                            | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $818752.59    | 0.20%             | 2033-02-27      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1594000 | PA      | $1416455.67   | 0.35%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z5V7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $110449.16    | 0.03%             | 2039-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2013215 | PA      | $1458553.83   | 0.36%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                            | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |      866000 | PA      | $296444.00    | 0.07%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                         | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      355000 | PA      | $345407.90    | 0.08%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MS GOVT US LEX                                          | MS GOVT US LEX                                                | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                       | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      440000 | PA      | $430100.00    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                               | Colbun SA                                                     | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $196885.04    | 0.05%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          37 | NC      | $75149.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFAMC II CO LTD                                         | CFAMC II Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      320000 | PA      | $319453.44    | 0.08%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA             | Empresa de Transporte de Pasajeros Metro SA                   | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      665000 | PA      | $535369.36    | 0.13%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Series 2025-R01                 | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198477 | PA      | $198602.62    | 0.05%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                   | Molson Coors Beverage Co                                      | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      390000 | PA      | $468877.08    | 0.11%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                            | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      243000 | PA      | $240561.20    | 0.06%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                        | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      206000 | PA      | $156779.33    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z5S4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      273299 | PA      | $118328.89    | 0.03%             | 2037-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      370000 | PA      | $467232.48    | 0.11%             | 2031-09-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                   | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1465000 | PA      | $1452367.51   | 0.36%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      285000 | PA      | $354990.40    | 0.09%             | 2034-04-16      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 42139000000 | PA      | $2644458.42   | 0.65%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                        | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $380353.00    | 0.09%             | 2027-01-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     4149000 | PA      | $829800.00    | 0.20%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                | Credit Mutuel Home Loan SFH SA                                | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $483742.47    | 0.12%             | 2029-04-20      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1539000 | PA      | $1943827.49   | 0.48%             | 2034-03-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 5YR BOND FUT SEP25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          83 | NC      | $9468.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                        | TotalEnergies SE                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      478000 | PA      | $539864.01    | 0.13%             | 2027-10-25      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPNDF---20300403                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18231000 | OU      | $12987.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                     | Abu Dhabi Crude Oil Pipeline LLC                              | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      890000 | PA      | $795840.35    | 0.19%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208335 | PA      | $210343.05    | 0.05%             | 2043-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                              | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1681000 | PA      | $1738724.80   | 0.43%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      354000 | PA      | $334618.50    | 0.08%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                      | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675231 | PA      | $670235.30    | 0.16%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      197000 | PA      | $214816.51    | 0.05%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                      | Hydro Quebec Interest Strip                                   | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      273299 | PA      | $92270.40     | 0.02%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   219600000 | PA      | $953351.15    | 0.23%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                            | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      492000 | PA      | $341575.31    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $29448.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1055000 | PA      | $1195161.77   | 0.29%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                           | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $216606.33    | 0.05%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| TITULOS DE TESORERIA                                    | Colombian TES                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2260200000 | PA      | $356997.16    | 0.09%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z8K8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      273300 | PA      | $98640.88     | 0.02%             | 2041-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1407000 | PA      | $870081.17    | 0.21%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                   | Gaci First Investment Co                                      | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $330000.00    | 0.08%             | 2122-10-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3434329 | PA      | $2310336.69   | 0.57%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                 | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      330000 | PA      | $319463.37    | 0.08%             | 2027-04-05      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      600000 | PA      | $558945.00    | 0.14%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1755000 | PA      | $1981344.91   | 0.49%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-11582.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                  | Amur Equipment Finance Receivables XII LLC                    | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |      108079 | PA      | $109124.91    | 0.03%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                      | Panama Government International Bond                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      215000 | PA      | $242455.50    | 0.06%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      580000 | PA      | $583967.60    | 0.14%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1364194 | PA      | $1183438.30   | 0.29%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                     | PenFed Auto Receivables Owner Trust                           | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157000 | PA      | $157585.63    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      680710 | PA      | $423911.87    | 0.10%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HONG KONG MORTGAGE CORP                                 | Hong Kong Mortgage Corp Ltd/The                               | CUSIP: 000000000<br>LEI: 254900W04TBDJ4UBOS04 | Long             | DBT              | NUSS              | HK        |     4270000 | PA      | $618597.29    | 0.15%             | 2031-10-18      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                      | Hydro Quebec Interest Strip                                   | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      273299 | PA      | $85448.71     | 0.02%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                           | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1160874 | PA      | $1086782.97   | 0.27%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                              | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      352000 | PA      | $345414.08    | 0.08%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                | BPCE SFH SA                                                   | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $756359.27    | 0.19%             | 2029-01-29      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-DNA1                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |      249694 | PA      | $253361.71    | 0.06%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      534000 | PA      | $638267.51    | 0.16%             | 2032-08-23      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                | EDP Servicios Financieros Espana SA                           | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      107000 | PA      | $128506.96    | 0.03%             | 2030-07-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $684100.14    | 0.17%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1290000 | PA      | $872777.66    | 0.21%             | 2028-06-01      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVT AND AGCY LEX                                     | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-14228.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1568503 | PA      | $1250881.30   | 0.31%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                  | Tesla Auto Lease Trust 2024-B                                 | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      386000 | PA      | $387065.86    | 0.09%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      648000 | PA      | $651204.24    | 0.16%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      913278 | PA      | $901279.75    | 0.22%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      955000 | PA      | $938016.51    | 0.23%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF VII AL Funding Trust I                                    | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163238 | PA      | $165938.66    | 0.04%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-2 Receivables Funding LLC               | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105531 | PA      | $106367.43    | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1350000 | PA      | $723910.50    | 0.18%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-HQA2                       | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |      481312 | PA      | $481461.19    | 0.12%             | 2044-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $734885.01    | 0.18%             | 2033-04-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $621874.90    | 0.15%             | 2031-01-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                | China Cinda 2020 I Management Ltd                             | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |      380000 | PA      | $372166.70    | 0.09%             | 2027-01-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                       | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     2000000 | PA      | $295801.80    | 0.07%             | 2034-07-24      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2024-A LLC                                       | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225891 | PA      | $226879.79    | 0.06%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $267320.49    | 0.07%             | 2031-05-24      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     6836665 | PA      | $6836664.77   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                       | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1701000 | PA      | $1344137.68   | 0.33%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MEDCO CYPRESS TREE PTE                                  | Medco Cypress Tree Pte Ltd                                    | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      310000 | PA      | $317416.16    | 0.08%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $383558.59    | 0.09%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z8J1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      273299 | PA      | $101285.71    | 0.02%             | 2040-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                                   | TransJamaican Highway Ltd                                     | CUSIP: 000000000<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |      510620 | PA      | $472068.44    | 0.12%             | 2036-10-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                | Ford Credit Canada Co/Canada                                  | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      756000 | PA      | $575142.93    | 0.14%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                      | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      400000 | PA      | $400000.00    | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD THB                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-13967.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     4888000 | PA      | $917477.60    | 0.22%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                      | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1006909.39   | 0.25%             | 2026-01-19      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      140000 | PA      | $155886.89    | 0.04%             | 2029-02-19      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      495000 | PA      | $416592.00    | 0.10%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TELUS CORP                                              | TELUS Corp                                                    | CUSIP: 87971MCC5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $360009.91    | 0.09%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                            | TFDXX LEX BLACKROCK FED FUND                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NJ Trust 2023-GSP                                       | NJ Trust 2023-GSP                                             | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301751 | PA      | $317371.29    | 0.08%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26835000 | PA      | $1215929.16   | 0.30%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                | CNAC HK Finbridge Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $202282.13    | 0.05%             | 2028-03-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) SEP25                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -6 | NC      | $-15119.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                           | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      423356 | PA      | $328840.33    | 0.08%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1930000 | PA      | $2034487.52   | 0.50%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      812000 | PA      | $737493.07    | 0.18%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                              | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $307448.77    | 0.08%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1387000 | PA      | $1706030.98   | 0.42%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                               | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      330000 | PA      | $332881.89    | 0.08%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD JPY                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-364023.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                       | National Grid PLC                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      134000 | PA      | $142953.73    | 0.04%             | 2029-09-18      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1549000 | PA      | $1549351.62   | 0.38%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GLOBO COMMUNICACOES PART                                | Globo Comunicacao e Participacoes SA                          | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |      248000 | PA      | $232367.30    | 0.06%             | 2032-01-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                        | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      770000 | PA      | $820620.89    | 0.20%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      286000 | PA      | $221320.94    | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      510000 | PA      | $575828.31    | 0.14%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      163000 | PA      | $207455.65    | 0.05%             | 2033-05-23      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-374.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                   | Prologis International Funding II SA                          | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      191000 | PA      | $198704.60    | 0.05%             | 2032-06-17      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                           | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      990000 | PA      | $990000.00    | 0.24%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                         | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      461089 | PA      | $423125.02    | 0.10%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                   | Bank of East Asia Ltd/The                                     | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |      410000 | PA      | $404011.32    | 0.10%             | 2032-04-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                        | Lenovo Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |      285000 | PA      | $265547.68    | 0.07%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                  | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $336157.13    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      686000 | PA      | $654445.53    | 0.16%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $13090.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2548887 | PA      | $1846642.76   | 0.45%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                  | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      537000 | PA      | $556074.24    | 0.14%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                             | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      592000 | PA      | $545032.38    | 0.13%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2266000 | PA      | $3165786.19   | 0.78%             | 2030-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                       | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198039.56    | 0.05%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      279000 | PA      | $303761.37    | 0.07%             | 2028-09-22      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                            | Dell Equipment Finance Trust 2024-2                           | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $251557.05    | 0.06%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                      | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       91000 | PA      | $67681.25     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5960000 | PA      | $1031305.74   | 0.25%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                        | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      234000 | PA      | $275916.09    | 0.07%             | 2026-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                              | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      227000 | PA      | $235082.79    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    36510000 | PA      | $5268904.87   | 1.29%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPNDF---20300220                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    53440000 | OU      | $30682.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDI                                | China Modern Dairy Holdings Ltd                               | CUSIP: 000000000<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |      310000 | PA      | $301242.52    | 0.07%             | 2026-07-14      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $47277.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14104.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                         | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      789000 | PA      | $783800.49    | 0.19%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                   | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $332560.17    | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                        | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      874000 | PA      | $830829.64    | 0.20%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                         | ZF Finance GmbH                                               | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $222927.16    | 0.05%             | 2027-05-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                              | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      295000 | PA      | $342057.14    | 0.08%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                | American Medical Systems Europe BV                            | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      293000 | PA      | $344582.33    | 0.08%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                  | Pertamina Persero PT                                          | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      995000 | PA      | $864259.33    | 0.21%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1740000 | PA      | $1773372.87   | 0.43%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                | Credit Agricole Home Loan SFH SA                              | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1373562.99   | 0.34%             | 2027-08-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SUEZ                                                    | Suez SACA                                                     | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $683683.93    | 0.17%             | 2030-05-24      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPVANILLA--NZD-BBR-FRA-20350318                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3204000 | OU      | $15206.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $359086.49    | 0.09%             | 2032-06-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CNH                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-751.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                               | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      345000 | PA      | $487182.90    | 0.12%             | 2027-11-16      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                               | DLLAA 2023-1 LLC                                              | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24615 | PA      | $24643.46     | 0.01%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      331000 | PA      | $322023.70    | 0.08%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Australia Government Bonds                              | Australia Government Bonds                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2226000 | PA      | $1442612.55   | 0.35%             | 2054-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                              | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      548158 | PA      | $477894.61    | 0.12%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $255481.95    | 0.06%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                           | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      262213 | PA      | $218898.78    | 0.05%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                       | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      168292 | PA      | $173459.65    | 0.04%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $15434.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11101.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          13 | NC      | $-14561.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $518496.61    | 0.13%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Nomura Securities International Inc                     | Nomura Securities International Inc                           | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |       80000 | PA      | $80000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                     | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1094000 | PA      | $1125061.46   | 0.28%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                        | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      860000 | PA      | $645860.00    | 0.16%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                    | Societe Generale SFH SA                                       | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121447.75    | 0.03%             | 2030-07-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                      | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      390000 | PA      | $363615.06    | 0.09%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          29 | NC      | $-5838.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      499000 | PA      | $630669.02    | 0.15%             | 2032-11-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| HK GOVT INFRA BOND PROG                                 | Hong Kong Government Infrastructure Bond Programme            | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     2350000 | PA      | $345342.27    | 0.08%             | 2034-11-20      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                       | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $281122.42    | 0.07%             | 2028-09-29      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                               | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      340000 | PA      | $313649.99    | 0.08%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-56370.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPNDF---20300403                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16879000 | OU      | $11163.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 17 Ltd                                                | CUSIP: 00120DAL0<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500222.00    | 0.12%             | 2035-01-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                 | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      576606 | PA      | $584799.27    | 0.14%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3557000 | PA      | $3759759.67   | 0.92%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                     | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      390000 | PA      | $381030.04    | 0.09%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-16393.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                 | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57881.56     | 0.01%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                    | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      819000 | PA      | $576721.78    | 0.14%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                | Credit Mutuel Home Loan SFH SA                                | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $362909.16    | 0.09%             | 2029-10-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                           | DTP Commercial Mortgage Trust 2023-STE2                       | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144000 | PA      | $147523.77    | 0.04%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11910.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $3543.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      360000 | PA      | $489904.66    | 0.12%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-310251.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5229000 | PA      | $5116937.82   | 1.25%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -2 | NC      | $-1659.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                          | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      338000 | PA      | $425571.71    | 0.10%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1088000 | PA      | $1033305.04   | 0.25%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2128000 | PA      | $1962760.80   | 0.48%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      248000 | PA      | $250570.44    | 0.06%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                                 | SSE PLC                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      158000 | PA      | $242342.62    | 0.06%             | 2028-11-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE SEP25                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          59 | NC      | $-60528.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      390448 | PA      | $357290.96    | 0.09%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LV Trust                                                | Fashion Show Mall LLC                                         | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $252465.78    | 0.06%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1540000 | PA      | $1598214.77   | 0.39%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      249000 | PA      | $291284.12    | 0.07%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      297218 | PA      | $282361.24    | 0.07%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                               | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      280000 | PA      | $370976.60    | 0.09%             | 2028-01-14      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                          | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1196000 | PA      | $1226840.59   | 0.30%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $870225.00    | 0.21%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                  | Province of Ontario Generic Coupon Strip                      | CUSIP: 68323Z5U9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      274776 | PA      | $113040.03    | 0.03%             | 2038-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      680000 | PA      | $648018.75    | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                 | India Clean Energy Holdings                                   | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      265000 | PA      | $255546.68    | 0.06%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                   | Swire Properties MTN Financing Ltd                            | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |     1810000 | PA      | $258310.53    | 0.06%             | 2029-09-03      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                           | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2100000000 | PA      | $1522890.16   | 0.37%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      206505 | PA      | $245532.20    | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2755811 | PA      | $3759985.71   | 0.92%             | 2031-10-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD BRL                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-25981.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                          | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      575000 | PA      | $585970.13    | 0.14%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AGL CLO 16 LTD                                          | AGL CLO 16 Ltd                                                | CUSIP: 00120LAG3<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      375000 | PA      | $375155.25    | 0.09%             | 2035-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      624642 | PA      | $506350.76    | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      262000 | PA      | $275846.20    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      996000 | PA      | $1003567.89   | 0.25%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                  | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      271000 | PA      | $319134.75    | 0.08%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                    | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112397.69    | 0.03%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                          | EDP Finance BV                                                | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $366269.62    | 0.09%             | 2030-03-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CAD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $103166.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                      | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68205 | PA      | $68205.10     | 0.02%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-27307.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-13240.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                      | Hydro Quebec Interest Strip                                   | CUSIP: 44882ZXJ7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      273300 | PA      | $97123.61     | 0.02%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      738000 | PA      | $698062.27    | 0.17%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD MXN                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-57194.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                 | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      813019 | PA      | $764868.23    | 0.19%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-618579.52   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1136887.29   | 0.28%             | 2028-05-31      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                  | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $204400.00    | 0.05%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                         | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1493000 | PA      | $1498522.16   | 0.37%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVE                                       | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      220000 | PA      | $220563.53    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                 | Caisse Francaise de Financement Local SA                      | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $241309.67    | 0.06%             | 2029-02-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                            | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      325000 | PA      | $306887.03    | 0.08%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WOORI BANK                                              | Woori Bank                                                    | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |      228000 | PA      | $231372.32    | 0.06%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                 | Temasek Financial I Ltd                                       | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     3430000 | PA      | $499026.59    | 0.12%             | 2054-08-28      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CFAMC II CO LTD                                         | CFAMC II Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      220000 | PA      | $219252.00    | 0.05%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    37570000 | PA      | $5669552.40   | 1.39%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      252000 | PA      | $222736.42    | 0.05%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      310000 | PA      | $304757.50    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                  | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      290000 | PA      | $259530.54    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7584.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                 | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      220000 | PA      | $217133.08    | 0.05%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16876000 | PA      | $738822.46    | 0.18%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                 | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      435000 | PA      | $526089.84    | 0.13%             | 2032-04-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $448018.85    | 0.11%             | 2033-11-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      304000 | PA      | $280323.43    | 0.07%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-26482.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                        | Japan Government Five Year Bonds                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1161050000 | PA      | $7946950.06   | 1.95%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CCPCDX--2I65BYEH4-20300620                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3108000 | OU      | $68711.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      790000 | PA      | $531685.64    | 0.13%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                           | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1000000 | PA      | $995863.19    | 0.24%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                        | General Motors Financial of Canada Ltd                        | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      648000 | PA      | $491480.70    | 0.12%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      400000 | PA      | $373404.31    | 0.09%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      486000 | PA      | $644866.03    | 0.16%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                         | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2167000 | PA      | $1232543.98   | 0.30%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds       | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1501000 | PA      | $1447297.39   | 0.35%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                        | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      330000 | PA      | $330848.96    | 0.08%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $2171.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2302000 | PA      | $2470360.16   | 0.61%             | 2054-10-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $4900.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   541450000 | PA      | $3315438.92   | 0.81%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                           | DREYFUS TREASURY & AGENCY LEX                                 | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      192441 | PA      | $171272.49    | 0.04%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                       | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $187250.00    | 0.05%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                | Loblaw Cos Ltd                                                | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      604000 | PA      | $505723.31    | 0.12%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes Series 2024-B              | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      193455 | PA      | $194732.32    | 0.05%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      935000 | PA      | $968696.02    | 0.24%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                         | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      620000 | PA      | $609006.45    | 0.15%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       87000 | PA      | $83943.39     | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                    | Canada Housing Trust No 1                                     | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5230000 | PA      | $3900099.43   | 0.96%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                          | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1734000 | PA      | $1130002.33   | 0.28%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD GBP                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-7211.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-46575.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   175200000 | PA      | $975951.78    | 0.24%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -9 | NC      | $4548.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      388000 | PA      | $422595.10    | 0.10%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                          | Cooperatieve Rabobank UA/Australia                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1260000 | PA      | $830579.50    | 0.20%             | 2029-07-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469531.13    | 0.12%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          15 | NC      | $43805.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                     | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2119000 | PA      | $2203760.00   | 0.54%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                          | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      269000 | PA      | $317083.19    | 0.08%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $10148.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                 | Caisse Francaise de Financement Local SA                      | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $885727.11    | 0.22%             | 2028-02-22      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                            | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      246793 | PA      | $242844.31    | 0.06%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                         | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      517862 | PA      | $355764.59    | 0.09%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                    | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      816000 | PA      | $891587.45    | 0.22%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                     | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     2330000 | PA      | $330697.09    | 0.08%             | 2030-03-12      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                           | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2045230000 | PA      | $1663748.64   | 0.41%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3542000 | PA      | $3207756.48   | 0.79%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                     | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2005965 | PA      | $250330.05    | 0.06%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                               | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119894.29    | 0.03%             | 2031-09-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      445195 | PA      | $209802.56    | 0.05%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN ASST GOV FD                                     | WESTERN ASST GOV FD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |       20000 | NS      | $20000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-16476.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                 | Veolia Environnement SA                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113059.75    | 0.03%             | 2030-01-07      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14460000 | PA      | $2003171.78   | 0.49%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1323000 | PA      | $1305007.20   | 0.32%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3540000 | PA      | $492702.34    | 0.12%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4180000 | PA      | $1213389.52   | 0.30%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bonds                                | Finland Government Bonds                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      429000 | PA      | $465275.38    | 0.11%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1313000 | PA      | $1616087.26   | 0.40%             | 2044-04-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                        | Goldman Sachs Fin Square Govt Fd                              | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      100000 | NS      | $100000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      434000 | PA      | $372236.60    | 0.09%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                        | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256101 | PA      | $256580.24    | 0.06%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $33144.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1131000 | PA      | $1081679.79   | 0.26%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| ORL TRUST                                               | ORL Trust 2024-GLKS                                           | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227270 | PA      | $227198.98    | 0.06%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    60393000 | PA      | $3196585.45   | 0.78%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                          | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      575000 | PA      | $560797.50    | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      495000 | PA      | $484428.87    | 0.12%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         307 | NC      | $462791.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                       | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $260162.50    | 0.06%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $146072.16    | 0.04%             | 2029-11-06      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   264800000 | PA      | $1113721.16   | 0.27%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                   | Banque Federative du Credit Mutuel SA                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $254236.94    | 0.06%             | 2033-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PLN                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-112914.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                              | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $626767.20    | 0.15%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                      | Hydro Quebec Interest Strip                                   | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      273299 | PA      | $83391.57     | 0.02%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CCPNDF---20291011                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38270000 | OU      | $67952.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      169173 | PA      | $80381.25     | 0.02%             | 2030-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Panama                                | Banco Nacional de Panama                                      | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |      506000 | PA      | $422908.73    | 0.10%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD 2021-FPM Mortgage Trust                                  | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $310000.00    | 0.08%             | 2038-06-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds       | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      442000 | PA      | $330773.18    | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      788000 | PA      | $964949.41    | 0.24%             | 2042-07-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $619726.31    | 0.15%             | 2029-07-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1260781.52  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2021-3 LLC                                         | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      456364 | PA      | $456986.94    | 0.11%             | 2035-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $395991.87    | 0.10%             | 2029-06-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                       | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282206.37    | 0.07%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      298989 | PA      | $150741.58    | 0.04%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                       | Japan Government Forty Year Bonds                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   273650000 | PA      | $1731574.27   | 0.42%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                 | Pfizer Netherlands International Finance BV                   | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      184000 | PA      | $218436.55    | 0.05%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $7851.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                           | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      121000 | PA      | $142979.30    | 0.04%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                              | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1144000 | PA      | $1165941.70   | 0.29%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1085203 | PA      | $557351.88    | 0.14%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      710000 | PA      | $849978.68    | 0.21%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD KRW                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-394214.49   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $3930.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                | Empresa de Transporte de Pasajeros Metro SA                   | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $189549.58    | 0.05%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO Ltd                                                   | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $359100.00    | 0.09%             | 2037-01-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      435000 | PA      | $609640.01    | 0.15%             | 2027-12-07      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESEAU                                             | SNCF Reseau                                                   | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     4100000 | PA      | $4466460.21   | 1.09%             | 2030-05-25      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      562000 | PA      | $577455.00    | 0.14%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $280146.15    | 0.07%             | 2028-05-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -11 | NC      | $-20125.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                       | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      598000 | PA      | $587985.28    | 0.14%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                 | Caixa Economica Federal                                       | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |      378000 | PA      | $377244.00    | 0.09%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      190250 | PA      | $91899.46     | 0.02%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                          | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      183000 | PA      | $215901.83    | 0.05%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                      | Hydro Quebec Interest Strip                                   | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      273300 | PA      | $94877.80     | 0.02%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      325000 | PA      | $336436.75    | 0.08%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      552000 | PA      | $556455.84    | 0.14%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5220000 | PA      | $749722.19    | 0.18%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1643000 | PA      | $2089483.40   | 0.51%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                        | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1008000 | PA      | $1011245.76   | 0.25%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                      | Trinidad Generation UnLtd                                     | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      211000 | PA      | $218596.00    | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVT FUND LEX                                   | HSBC US GOVT FUND LEX                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |       20000 | NS      | $20000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $19183.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                | Mersin Uluslararasi Liman Isletmeciligi AS                    | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |      370000 | PA      | $384517.22    | 0.09%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                              | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     1010000 | PA      | $954517.11    | 0.23%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                      | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      361000 | PA      | $422334.95    | 0.10%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                            | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      360000 | PA      | $356316.26    | 0.09%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                  | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      360000 | PA      | $369938.64    | 0.09%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      691000 | PA      | $860366.35    | 0.21%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      243000 | PA      | $265228.18    | 0.06%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-802071.48   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| EREGLI DEMIR VE CELIK                                   | Eregli Demir ve Celik Fabrikalari TAS                         | CUSIP: 000000000<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |      320000 | PA      | $328526.97    | 0.08%             | 2029-07-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                        | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      573000 | PA      | $667481.97    | 0.16%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1940000 | PA      | $1374148.17   | 0.34%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10804000 | PA      | $3317565.87   | 0.81%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240868.76    | 0.06%             | 2033-08-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer