# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066539
**Filing Date:** 2026-6
**Character Count:** 752416
**Document Hash:** 16c3d36f10665d2de398e7aca8e4ff25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066539.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121303

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD BALANCED INCOME FUND (Series ID: S000012949)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000034969 | Class A      | HBLAX           |
| C000034971 | Class C      | HBLCX           |
| C000034972 | Class Y      | HBLYX           |
| C000085296 | Class I      | HBLIX           |
| C000089747 | Class R3     | HBLRX           |
| C000089748 | Class R4     | HBLSX           |
| C000089749 | Class R5     | HBLTX           |
| C000148299 | Class R6     | HBLVX           |
| C000185737 | Class F      | HBLFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD BALANCED INCOME FUND

- **b. EDGAR series identifier (if any):** S000012949

- **c. LEI of Series:** IH4EBTSDHE8OUKEDLS31

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $11486128613.61

**Total Liabilities:** $179932682.67

**Net Assets:** $11306195930.94

**Delayed Delivery Securities:** $33578813.17

**Cash Not Reported:** $143649710.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7085.54000000 | **1-Year:** -220946.02000000 | **5-Year:** -984304.31000000 | **10-Year:** -1374274.27000000 | **30-Year:** -699025.16000000

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

- **3-Month:** -3285.85000000 | **1-Year:** -82256.16000000 | **5-Year:** -194965.86000000 | **10-Year:** -95215.28000000 | **30-Year:** -26087.32000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148299 | 2.12%                | -3.63%               | 2.66%                |
| Class ID C000034969 | 2.02%                | -3.64%               | 2.63%                |
| Class ID C000085296 | 2.09%                | -3.65%               | 2.70%                |
| Class ID C000034971 | 2.00%                | -3.71%               | 2.61%                |
| Class ID C000089749 | 2.07%                | -3.62%               | 2.68%                |
| Class ID C000034972 | 2.06%                | -3.65%               | 2.72%                |
| Class ID C000089748 | 2.08%                | -3.65%               | 2.68%                |
| Class ID C000185737 | 2.09%                | -3.62%               | 2.70%                |
| Class ID C000089747 | 2.08%                | -3.71%               | 2.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $115687362.88            | $98405776.62                               |
| Month 2  | $105759196.13            | $-580364394.25                             |
| Month 3  | $19453979.20             | $253365913.34                              |

**Designated Index Information**

- **Index Name:** HFLV Blended Benchmark

- **Index Identifier:** 45% RU10VATR / 44% LUACTRUU / 5.5% JPEMCOMP / 5.5% I2987US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                             | Honeywell International Inc                                                                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      319379 | NS      | $68452501.07  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                            | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     3720000 | PA      | $3631391.24   | 0.03%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1026269.82   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                           | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      266000 | PA      | $259808.96    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    35420000 | PA      | $34899810.90  | 0.31%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      440000 | PA      | $436876.00    | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                             | Walmart Inc                                                                                                                      | CUSIP: 931142FS7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      560000 | PA      | $559367.54    | 0.00%             | 2029-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     2024000 | PA      | $1928934.99   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANGOTE FERTLISER LTD                                   | Dangote Fertiliser Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 0292006832A6M7BC0G53 | Long             | DBT              | CORP              | NG        |     2272000 | PA      | $2297560.00   | 0.02%             | 2031-05-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    18295000 | PA      | $18458255.07  | 0.16%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2872635.30   | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $918880.80    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    28220000 | PA      | $26992952.07  | 0.24%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4425000 | PA      | $3428510.75   | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      925000 | PA      | $362970.00    | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14165000 | PA      | $14769222.24  | 0.13%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      955000 | PA      | $810747.25    | 0.01%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283827.60    | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                  | Eastern European Electric Co BV                                                                                                  | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     1415000 | PA      | $1713973.20   | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      695000 | PA      | $670387.27    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                 | Duquesne Light Holdings Inc                                                                                                      | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $6414007.11   | 0.06%             | 2032-01-07      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      281000 | PA      | $288156.51    | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      735000 | PA      | $866647.06    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      541000 | PA      | $517905.20    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1406948 | PA      | $1239315.84   | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6520000 | PA      | $4945094.00   | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      856521 | NS      | $51459781.68  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5894660.64   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      305000 | PA      | $359227.74    | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5165312.75   | 0.05%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $-17092.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $11159600.00  | 0.10%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2830000 | PA      | $1710292.95   | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                          | Ohio Edison Co                                                                                                                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9970000 | PA      | $10226334.48  | 0.09%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      620000 | PA      | $617617.56    | 0.01%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    11910000 | PA      | $12625217.89  | 0.11%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2710000 | PA      | $2773792.51   | 0.02%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     1001804 | NS      | $91665066.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $19644354.00  | 0.17%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2393000 | PA      | $2246859.49   | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: —       |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      485000 | PA      | $182602.50    | 0.00%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      233000 | PA      | $246609.53    | 0.00%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9932736.90   | 0.09%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1228.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      280000 | PA      | $274386.16    | 0.00%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      240000 | PA      | $219271.01    | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1078000 | PA      | $1249373.42   | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                               | L3Harris Technologies Inc                                                                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      196515 | NS      | $62992883.25  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6090000 | PA      | $6204445.17   | 0.05%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                   | Brooklyn Union Gas Co/The                                                                                                        | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     8520000 | PA      | $8344439.27   | 0.07%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -220 | NC      | $530131.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $292410.00    | 0.00%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3064335.91   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      630000 | PA      | $606300.94    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205818.60    | 0.00%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12885000 | PA      | $12914571.59  | 0.11%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                | HPS Corporate Lending Fund                                                                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $7246453.75   | 0.06%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      565000 | PA      | $555433.31    | 0.00%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      910000 | PA      | $914625.83    | 0.01%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2495000 | PA      | $2446597.00   | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      775000 | PA      | $792781.60    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1944000 | PA      | $1447746.22   | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1465177.56   | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1854269.28   | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                 | Duquesne Light Holdings Inc                                                                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $3626016.02   | 0.03%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1709047.12   | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      305000 | PA      | $295850.00    | 0.00%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     4765000 | PA      | $2172840.00   | 0.02%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2526257.16   | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6605000 | PA      | $5084208.00   | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                          | American Electric Power Co Inc                                                                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      550356 | NS      | $75459311.16  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                           | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 14642000000 | PA      | $2393756.41   | 0.02%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      315000 | PA      | $206325.00    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      265000 | PA      | $276306.88    | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1787094.92   | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     9980000 | PA      | $9948704.12   | 0.09%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    10109000 | PA      | $8771073.85   | 0.08%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1476000 | PA      | $1451370.39   | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                            | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      630000 | PA      | $546309.86    | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      550000 | PA      | $554052.27    | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      770000 | PA      | $901870.33    | 0.01%             | 2027-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                                       | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      575000 | PA      | $569229.81    | 0.01%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3349661 | PA      | $2054154.69   | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      403000 | PA      | $401838.63    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      560000 | PA      | $578135.04    | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1481612.31   | 0.01%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     4365000 | PA      | $4395525.36   | 0.04%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13345000 | PA      | $13243589.21  | 0.12%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10205000 | PA      | $10480310.49  | 0.09%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                | Duke Energy Progress LLC                                                                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2294300.90   | 0.02%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2385997.52   | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VELOCITY VEHICLE GROUP                                  | Velocity Vehicle Group LLC                                                                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2494547.23   | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111532.25    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7198.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1245500.00   | 0.01%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   265387000 | PA      | $534927.64    | 0.00%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1160000 | PA      | $1163302.52   | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      635000 | PA      | $627482.07    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      705000 | PA      | $701940.30    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D136FY0 CDS USD R F  5.00000 1 CCPCDX / Short: S9D136FY0 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1580000 | OU      | $121581.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4738272.26   | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      745000 | PA      | $400336.41    | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                                                                            | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     7720000 | PA      | $7666080.35   | 0.07%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                                                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $3413142.81   | 0.03%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     2335000 | PA      | $2357964.44   | 0.02%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      620000 | PA      | $566149.97    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                   | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      400000 | PA      | $500049.61    | 0.00%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     7195000 | PA      | $7076319.19   | 0.06%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      339498 | NS      | $68334157.44  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1140000 | PA      | $1131004.69   | 0.01%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198743.17    | 0.00%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2523350.16   | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    17625000 | PA      | $17285626.92  | 0.15%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     2430000 | PA      | $2477492.99   | 0.02%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                             | American Water Works Co Inc                                                                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      454936 | NS      | $58422881.12  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5040000 | PA      | $5006531.28   | 0.04%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    12784000 | PA      | $12059825.26  | 0.11%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD                                         | Mizuho Bank Ltd                                                                                                                  | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    10150000 | PA      | $10096138.01  | 0.09%             | 2036-04-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1418595.34   | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    11020000 | PA      | $8361985.81   | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      734000 | PA      | $808155.37    | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10460000 | PA      | $9686296.18   | 0.09%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $3636.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     1173485 | NS      | $75689782.50  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     2993000 | PA      | $3105057.44   | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                  | Protective Life Global Funding                                                                                                   | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    19305000 | PA      | $19279329.56  | 0.17%             | 2031-04-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $721329.73    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      625000 | PA      | $669591.43    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      401332 | NS      | $92246160.20  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     5990000 | PA      | $5368086.45   | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9360000 | PA      | $9309810.56   | 0.08%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     6598000 | PA      | $6732205.89   | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3433105.06   | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     5422000 | PA      | $5043775.65   | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4715000 | PA      | $4798100.55   | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6085000 | PA      | $5996259.77   | 0.05%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                | VF Ukraine PAT via VFU Funding PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     1341402 | PA      | $1328833.30   | 0.01%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      390000 | PA      | $472357.82    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6724000 | PA      | $4226575.15   | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     2145000 | PA      | $2207404.49   | 0.02%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      535000 | PA      | $554404.45    | 0.00%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                              | NetApp Inc                                                                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      690269 | NS      | $76461097.13  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     1248053 | NS      | $34712779.52  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-12950.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1528.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4481776.41   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      280000 | PA      | $281526.13    | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3722050.67   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                | Packaging Corp of America                                                                                                        | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    13925000 | PA      | $13884578.51  | 0.12%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13440000 | PA      | $14031505.42  | 0.12%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      140795 | NS      | $52161731.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      150000 | PA      | $144552.41    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                            | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3734000 | PA      | $3253452.24   | 0.03%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13965000 | PA      | $13550677.02  | 0.12%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                                                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    16550000 | PA      | $16377883.81  | 0.14%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    16385000 | PA      | $16965423.88  | 0.15%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1309447.87   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    35625000 | PA      | $34990131.86  | 0.31%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      397971 | NS      | $65693072.97  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3213749.39   | 0.03%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2025000 | PA      | $1929019.05   | 0.02%             | 2037-12-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                       | Cisco Systems Inc                                                                                                                | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4181236.54   | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      595000 | PA      | $546250.10    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $694750.64    | 0.01%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDS LLC                                 | Nationstar Mortgage Holdings LLC                                                                                                 | CUSIP: 63861CAF6<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1347500.00   | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9249432.10   | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     3561479 | PA      | $3129649.79   | 0.03%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                                                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10083746.00  | 0.09%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2330922.48   | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258941.00    | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                             | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3150000 | PA      | $3096630.81   | 0.03%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1398000 | PA      | $1493832.35   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      475000 | PA      | $482215.15    | 0.00%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2276000 | PA      | $2127314.84   | 0.02%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     8138000 | PA      | $8325063.32   | 0.07%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      691000 | PA      | $403748.64    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13925000 | PA      | $13654158.75  | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2153000 | PA      | $2090096.51   | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      230000 | PA      | $237698.10    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1466151.00   | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1165000 | PA      | $1353628.87   | 0.01%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                               | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10400000 | PA      | $10352623.63  | 0.09%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1379296.52   | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      740000 | PA      | $724350.10    | 0.01%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1448869.46   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1190.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                         | QNB Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $986560.00    | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                     | Citadel Finance LLC                                                                                                              | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3162345.57   | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                                                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      122214 | NS      | $30344514.06  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $4004.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D11NDY7 CDS USD R F  1.00000 1 CCPCORPORATE / Short: S9D11NDY7 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1740000 | OU      | $-44421.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      290000 | PA      | $274908.31    | 0.00%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      680000 | PA      | $660725.33    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      950000 | PA      | $960146.95    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1263000 | PA      | $1238434.65   | 0.01%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2723000 | PA      | $2664455.50   | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1240000 | PA      | $1112221.87   | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      410000 | PA      | $418762.23    | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $286758.45    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                              | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      285000 | PA      | $282066.35    | 0.00%             | 2035-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3913754.91   | 0.03%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     1250000 | PA      | $1473889.56   | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1995000 | PA      | $2024595.83   | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    29550000 | PA      | $26813656.41  | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    10420000 | PA      | $7826317.27   | 0.07%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3620000 | PA      | $3801526.60   | 0.03%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2796000 | PA      | $2171440.87   | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5785000 | PA      | $5865622.36   | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1897000 | PA      | $1078444.50   | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1033039.56   | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550908.85    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                                                                           | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76574.73     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      655000 | PA      | $639755.15    | 0.01%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      865000 | PA      | $1013866.91   | 0.01%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                          | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $4934171.47   | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1535000 | PA      | $1789553.93   | 0.02%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    11035000 | PA      | $10929460.38  | 0.10%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      595000 | PA      | $612539.36    | 0.01%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                | Dayton Power & Light Co/The                                                                                                      | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |      715000 | PA      | $703934.29    | 0.01%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                           | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6270000 | PA      | $6373808.69   | 0.06%             | 2032-07-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                                                                        | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11269015.34  | 0.10%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | PA      | $901977.30    | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $9054315.15   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                                                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7994498.87   | 0.07%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                                                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     6395000 | PA      | $5539169.75   | 0.05%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    24845000 | PA      | $20634927.79  | 0.18%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      275000 | PA      | $281506.78    | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49411.92     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     6370000 | PA      | $6187663.91   | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7639894.60   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1745000 | PA      | $1628845.85   | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                    | Wolverine World Wide Inc                                                                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2313555.01   | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9785718.50   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      800000 | PA      | $809129.60    | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      690000 | PA      | $767558.05    | 0.01%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -27 | NC      | $38996.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                          | Salesforce Inc                                                                                                                   | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $11274259.61  | 0.10%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4573873.82   | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     3502000 | PA      | $3294952.58   | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $3937463.23   | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10355000 | PA      | $10372604.33  | 0.09%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                                                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     7491000 | PA      | $5620781.58   | 0.05%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5672078.09   | 0.05%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1540000 | PA      | $1484303.99   | 0.01%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                            | KKR & Co Inc                                                                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       26939 | NS      | $1195552.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1060000 | PA      | $1116955.92   | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      730000 | PA      | $753383.27    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18719000 | PA      | $18237254.37  | 0.16%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1347972.57   | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1872223.68   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                 | Meridian Arc Holdco LLC                                                                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3219267.10   | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      975000 | PA      | $990383.58    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $9098468.40   | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      960000 | PA      | $1087520.68   | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1805000 | PA      | $1739186.27   | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $8471.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                | Cleco Corporate Holdings LLC                                                                                                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     5770000 | PA      | $5405706.09   | 0.05%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4482000 | PA      | $4974869.77   | 0.04%             | 2036-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5508000 | PA      | $4718244.29   | 0.04%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2080000 | PA      | $2286336.00   | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $25229.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6290000 | PA      | $6204085.08   | 0.05%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      690000 | PA      | $747049.50    | 0.01%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1939134.44   | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4665000 | PA      | $4806349.50   | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1275000 | PA      | $1257405.00   | 0.01%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AL Candelaria -spain- SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     2956000 | PA      | $2668038.19   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31415000 | PA      | $18077123.71  | 0.16%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     6715000 | PA      | $6364717.40   | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3853000 | PA      | $3407275.71   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3572653.58   | 0.03%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                 | Astrazeneca Finance LLC                                                                                                          | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13635000 | PA      | $13332426.26  | 0.12%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                      | Republic of Poland Government International Bond                                                                                 | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3725000 | PA      | $3735117.70   | 0.03%             | 2056-04-14      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2397745.40   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      530028 | PA      | $497659.19    | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16895.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     9187000 | PA      | $4349274.17   | 0.04%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2774573.76   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      813000 | PA      | $914625.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5235000 | PA      | $5406592.83   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $5392469.22   | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      175000 | PA      | $152241.25    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1605000 | PA      | $1401462.26   | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $5293043.00   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26720000 | PA      | $26563437.37  | 0.23%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3425000 | PA      | $3232130.51   | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      415000 | PA      | $408193.21    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                    | WEC Energy Group Inc                                                                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      315777 | NS      | $37242739.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3027000 | PA      | $3031734.23   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $5603.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                        | Lseg US Fin Corp                                                                                                                 | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    22940000 | PA      | $22760160.03  | 0.20%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                                                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     7660000 | PA      | $7702479.68   | 0.07%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      200000 | PA      | $124938.82    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                                                                      | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      570000 | PA      | $570302.42    | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1289000 | PA      | $731507.50    | 0.01%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                | NIKE Inc                                                                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      634276 | NS      | $28136483.36  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                | Northwestern Mutual Global Funding                                                                                               | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    12865000 | PA      | $13179717.91  | 0.12%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    13245000 | PA      | $13616017.88  | 0.12%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      575000 | PA      | $568090.89    | 0.01%             | 2031-02-12      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167812.74    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     1294000 | PA      | $1189144.90   | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                       | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     4845000 | PA      | $4829192.70   | 0.04%             | 2056-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6780000 | PA      | $6230987.94   | 0.06%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                         | Tyson Foods Inc                                                                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     8480000 | PA      | $8794519.13   | 0.08%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1079121.34   | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-24857.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio                                                      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   123873737 | NS      | $123873737.30 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $3773.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                                       | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              |  | MX        |      920000 | PA      | $998660.00    | 0.01%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     3945000 | PA      | $3817737.73   | 0.03%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      484821 | NS      | $36846396.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      500000 | PA      | $507246.00    | 0.00%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1050000 | PA      | $1039134.25   | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4400000 | PA      | $3275250.00   | 0.03%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20725000 | PA      | $20469175.78  | 0.18%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $10145.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      863774 | NS      | $65914593.94  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5820000 | PA      | $3363052.66   | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    14641000 | PA      | $14436911.78  | 0.13%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4055258.79   | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3578000 | PA      | $3632450.00   | 0.03%             | 2028-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                              | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     2434000 | PA      | $2193311.82   | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      885000 | PA      | $642731.25    | 0.01%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5372835.60   | 0.05%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     8135000 | PA      | $6053684.00   | 0.05%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $7311857.04   | 0.06%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146784.57    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1294000 | PA      | $1166267.03   | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                                                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     6480000 | PA      | $6444726.31   | 0.06%             | 2032-08-25      | Fixed         | 5.00%                 | 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      | $3932.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3665000 | PA      | $3608252.46   | 0.03%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4723156.11   | 0.04%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      729000 | PA      | $741915.77    | 0.01%             | 2037-07-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    18010000 | PA      | $780720.40    | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     4055000 | PA      | $3965022.39   | 0.04%             | 2034-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $8569824.12   | 0.08%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275507.93    | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    16575000 | PA      | $17139936.00  | 0.15%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2884000 | PA      | $2778950.67   | 0.02%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6618411.82   | 0.06%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $5552369.88   | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6973000 | PA      | $7218330.78   | 0.06%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6425000 | PA      | $4609937.50   | 0.04%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    29025000 | PA      | $21869431.05  | 0.19%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                | Bulgaria Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     2867000 | PA      | $3624516.04   | 0.03%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2995000 | PA      | $2968533.75   | 0.03%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                       | Globe Telecom Inc                                                                                                                | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     1455000 | PA      | $1447707.50   | 0.01%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $2341604.16   | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                                                                               | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     9820000 | PA      | $9572415.71   | 0.08%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11310000 | PA      | $10806351.56  | 0.10%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    10473000 | PA      | $10440132.79  | 0.09%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6908000 | PA      | $5909187.62   | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10135000 | PA      | $8862816.39   | 0.08%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $296200.00    | 0.00%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      714000 | PA      | $705868.11    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6249000 | PA      | $4090334.32   | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D11SV34 CDS USD R F  5.00000 1 CCPCDX / Short: S9D11SV34 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    16963650 | OU      | $1333611.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2199144.20   | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $12330120.95  | 0.11%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                           | EW Scripps Co/The                                                                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     2137000 | PA      | $2143332.70   | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $7915316.13   | 0.07%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    16955000 | PA      | $16597244.07  | 0.15%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $3075744.72   | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-19305.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5161000 | PA      | $5014233.55   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14667000 | PA      | $14322325.50  | 0.13%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     1705000 | PA      | $1722120.57   | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $1783511.20   | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                      | PPG Industries Inc                                                                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      457982 | NS      | $49691047.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      905000 | PA      | $893168.62    | 0.01%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                            | UPL Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $193064.42    | 0.00%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                   | Reynolds American Inc                                                                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6306774.63   | 0.06%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      550000 | PA      | $564736.56    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      250000 | PA      | $258877.00    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                       | Atmos Energy Corp                                                                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      296112 | NS      | $56255357.76  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-113520.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    10590000 | PA      | $11141210.98  | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10614000 | PA      | $10672703.38  | 0.09%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7620276.75   | 0.07%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                 | PPL Capital Funding Inc                                                                                                          | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1582831.39   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      300000 | PA      | $272814.11    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      957000 | PA      | $1006878.57   | 0.01%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1475931.73   | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-6926.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10760000 | PA      | $10790262.50  | 0.10%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1133040.76   | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                                                                      | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      275000 | PA      | $282160.78    | 0.00%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1640884 | PA      | $835779.70    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                   | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      900000 | PA      | $1072510.26   | 0.01%             | 2030-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $198644.96    | 0.00%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                                | PPL Corp                                                                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     1481665 | NS      | $55473537.60  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                     | Sun Communities Inc                                                                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      460563 | NS      | $58878373.92  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $896535.34    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      864000 | PA      | $848860.13    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $8004.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     4750000 | PA      | $4787900.25   | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                         | AstraZeneca PLC                                                                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      287100 | NS      | $53793927.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                | Fedex Freight Holding Co Inc                                                                                                     | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    16695000 | PA      | $16460668.81  | 0.15%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                             | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    34230857 | PA      | $34230857.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                            | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3240000 | PA      | $3444272.64   | 0.03%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      855000 | PA      | $938658.55    | 0.01%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    12015000 | PA      | $12263040.66  | 0.11%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |           1 | NC      | $665.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                | Goldman Sachs Private Credit Corp                                                                                                | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |      550000 | PA      | $545371.29    | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                 | Silk Road Group Holding LLC                                                                                                      | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |      515000 | PA      | $518854.26    | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11435000 | PA      | $11678502.95  | 0.10%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      785000 | PA      | $815037.62    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   995209000 | PA      | $2101777.82   | 0.02%             | 2034-03-12      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12520000 | PA      | $12989716.60  | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1187547.23   | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4756000 | PA      | $4948570.44   | 0.04%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7042350.00   | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | 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        |     5527000 | PA      | $5636294.38   | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1061700.42   | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $5408402.92   | 0.05%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                | Altice France Lux 3 / Altice Holdings 1                                                                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      240000 | PA      | $237390.67    | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1255000 | PA      | $713467.50    | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                            | Huntington Bancshares Inc/OH                                                                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     5041788 | NS      | $84500366.88  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                     | Cardinal Health Inc                                                                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    10210000 | PA      | $10360572.38  | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    11995000 | PA      | $8721012.73   | 0.08%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                           | CME Group Inc                                                                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      212253 | NS      | $61090658.46  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31130000 | PA      | $31056622.23  | 0.27%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1357197.99   | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8068000 | PA      | $7964487.56   | 0.07%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2157057 | PA      | $1020192.34   | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    29430000 | PA      | $17620464.68  | 0.16%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246000 | PA      | $246182.53    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                  | Planet Financial Group LLC                                                                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2585290.97   | 0.02%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1325000 | PA      | $1453540.08   | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12385000 | PA      | $12598256.70  | 0.11%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                | Bulgaria Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      755000 | PA      | $483978.88    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                                                                                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     5917000 | PA      | $3812798.47   | 0.03%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      550000 | PA      | $555571.08    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2380000 | PA      | $1692651.84   | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                                                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      643422 | PA      | $644894.94    | 0.01%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     6585000 | PA      | $5437531.35   | 0.05%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2342000 | PA      | $1846549.90   | 0.02%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    19829000 | PA      | $12795314.62  | 0.11%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $2423901.98   | 0.02%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    20570000 | PA      | $20202945.01  | 0.18%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3925521.56   | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1852 | NC      | $661819.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      985000 | PA      | $997279.01    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7945000 | PA      | $7772713.87   | 0.07%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     7780000 | PA      | $7600905.18   | 0.07%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     4253000 | PA      | $4308604.15   | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    16775000 | PA      | $426924.83    | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      274205 | PA      | $173569.40    | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2320000 | PA      | $1767493.44   | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1899465.20   | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                                                                               | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    20200000 | PA      | $20574190.46  | 0.18%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13885000 | PA      | $14056161.92  | 0.12%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2801921.16   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2582052.33   | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-78156.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     1080000 | PA      | $849087.57    | 0.01%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AGFC CAPITAL TRUST I                                    | AGFC Capital Trust I                                                                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2190000 | PA      | $1357800.00   | 0.01%             | 2067-01-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                                                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7146223.01   | 0.06%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      300000 | PA      | $284667.00    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4620000 | PA      | $4238572.11   | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3314989.33   | 0.03%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4710000 | PA      | $3776713.50   | 0.03%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4535000 | PA      | $3187963.28   | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      452015 | NS      | $51968164.55  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1669770.90   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    12515000 | PA      | $9650373.44   | 0.09%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    12830000 | PA      | $12758001.89  | 0.11%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1492000 | PA      | $1454717.08   | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1555000 | PA      | $1362602.80   | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                        | Lseg US Fin Corp                                                                                                                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    30191000 | PA      | $30085207.41  | 0.27%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1220694.58   | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3105947 | PA      | $3170690.47   | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2916.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co                                                                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      778013 | NS      | $57993089.02  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     2575000 | PA      | $2880982.66   | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $-37829.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1507 | NC      | $-2712599.88  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                              | Pfizer Inc                                                                                                                       | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    23325000 | PA      | $23105391.63  | 0.20%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      205000 | PA      | $193471.25    | 0.00%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                     | Elevance Health Inc                                                                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      266937 | NS      | $100480425.54 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $8736106.90   | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13965000 | PA      | $13694252.17  | 0.12%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $6616.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      105000 | PA      | $109161.99    | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     1100000 | PA      | $1048334.23   | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      278267 | NS      | $81696408.53  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1540000 | PA      | $1381996.00   | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      741000 | PA      | $545098.13    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                  | Daimler Truck Finance North America LLC                                                                                          | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    13285000 | PA      | $13532642.36  | 0.12%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7155000 | PA      | $5008701.84   | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2700000 | PA      | $2810760.56   | 0.02%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                             | Raymond James Financial Inc                                                                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      409787 | NS      | $64877477.84  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1309078.59   | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| IQVIA INC                                               | IQVIA Inc                                                                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1975688.24   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $395689.23    | 0.00%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                        | Zhongsheng Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     3474000 | PA      | $3366020.06   | 0.03%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                       | Gaming and Leisure Properties Inc                                                                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     1964707 | NS      | $95209701.22  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                | City of Ulaanbaatar Mongolia                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1065000 | PA      | $1083911.55   | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      270000 | PA      | $275222.25    | 0.00%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11329309.81  | 0.10%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      850000 | PA      | $848300.00    | 0.01%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $8198389.59   | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      590000 | PA      | $574281.38    | 0.01%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1459000 | PA      | $1497274.87   | 0.01%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3494782.03   | 0.03%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1670000 | PA      | $1427850.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4176003.25   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $4293518.18   | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       78000 | PA      | $73163.10     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11674 | PA      | $12061.21     | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12025000 | PA      | $12022181.58  | 0.11%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2727706.03   | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                                                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      235000 | PA      | $226906.08    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11585000 | PA      | $10070048.67  | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5680727.47   | 0.05%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-5826.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                                                                | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1122000 | PA      | $1112603.36   | 0.01%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1555000 | PA      | $1157970.06   | 0.01%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     1669000 | PA      | $1707835.96   | 0.02%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1102030.76   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $11509.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    15556000 | PA      | $9593500.16   | 0.08%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $458410.05    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance Inc                                                                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      691000 | PA      | $684348.71    | 0.01%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      606000 | PA      | $607604.69    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                                       | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $4386544.67   | 0.04%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216000.00    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                                    | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1107362.98   | 0.01%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290421.85    | 0.00%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2735000 | PA      | $2679567.26   | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    22700000 | PA      | $22700416.09  | 0.20%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-867.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2306000 | PA      | $1785080.37   | 0.02%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                              | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      390000 | PA      | $375256.01    | 0.00%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4156000 | PA      | $4235013.54   | 0.04%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9920000 | PA      | $9944679.08   | 0.09%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                                                                                      | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5124491.71   | 0.05%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1727716.68   | 0.02%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1443199.22   | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      395000 | NS      | $6632050.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231909.23    | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     2185000 | PA      | $2694108.64   | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $32.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3883714.15   | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      178859 | NS      | $72935123.02  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291965.79    | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |           1 | NC      | $3181.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2670393.46   | 0.02%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2120629.07   | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $237806.21    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      701000 | PA      | $635456.50    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      482000 | PA      | $451338.85    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1026000 | PA      | $1083394.80   | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      236413 | NS      | $61486293.04  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     1274421 | NS      | $76274902.22  | 0.67%             |  |  |  | No            |                  2 | On Loan: —       |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8261695.24   | 0.07%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                   | Becton Dickinson & Co                                                                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      356783 | NS      | $53174938.32  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                           | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1074000 | PA      | $1142108.98   | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      800000 | PA      | $797200.00    | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $2578492.41   | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7588000 | PA      | $7721981.32   | 0.07%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      680000 | PA      | $655794.99    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     1255000 | PA      | $1167421.33   | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ENERFLEX INC                                            | Enerflex Inc                                                                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1560757.55   | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14356000 | PA      | $12986349.31  | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $32496.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1124000 | PA      | $1135727.19   | 0.01%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                                                                           | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    19605000 | PA      | $19370355.40  | 0.17%             | 2032-01-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13771000 | PA      | $9861795.38   | 0.09%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      755000 | PA      | $740951.84    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                                                                   | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    16755000 | PA      | $16145463.82  | 0.14%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                           | Intercontinental Exchange Inc                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      356323 | NS      | $56331103.07  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1880000 | PA      | $1946758.80   | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 606822DV3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     6435000 | PA      | $6423975.49   | 0.06%             | 2037-04-21      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1543822.98   | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OTP BANKA DD                                            | OTP Banka dd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |     2000000 | PA      | $2375150.97   | 0.02%             | 2028-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19790000 | PA      | $12234239.74  | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      826000 | PA      | $848102.89    | 0.01%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      484000 | PA      | $491354.32    | 0.00%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26365000 | PA      | $20891172.79  | 0.18%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2607542.11   | 0.02%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                                  | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5464721.25   | 0.05%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2830000 | PA      | $2984302.92   | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      275000 | PA      | $174616.43    | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D10OKF9 CDS USD R F  1.00000 1 CCPCORPORATE / Short: S9D10OKF9 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1614000 | OU      | $-41246.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1825000 | PA      | $1865051.45   | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $2100345.77   | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                      | Bacardi-Martini BV                                                                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     9580000 | PA      | $9744219.59   | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                         | MTR Corp CI Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |      870000 | PA      | $905126.94    | 0.01%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade                                                                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      385000 | PA      | $385499.05    | 0.00%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1491667.22   | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      425000 | PA      | $434598.09    | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    17680000 | PA      | $17924802.23  | 0.16%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1655000 | PA      | $1436497.58   | 0.01%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     8179000 | PA      | $5215741.18   | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7553917.63   | 0.07%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                | Constellation Brands Inc                                                                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      354325 | NS      | $55480208.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1484000 | PA      | $932888.48    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                            | Terawulf Inc                                                                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $2081320.00   | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $14791897.41  | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                               | Olin Corp                                                                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145379.09    | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                | Finance Department Government of Sharjah                                                                                         | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      785000 | PA      | $499307.12    | 0.00%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                       | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      606000 | PA      | $456997.54    | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                                       | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              |  | MX        |      245000 | PA      | $225400.00    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1950000 | PA      | $2025853.05   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     8058000 | PA      | $7080753.40   | 0.06%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1499478.00   | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8350690.48   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1546000 | PA      | $1787198.96   | 0.02%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                      | Ittihad International II Ltd                                                                                                     | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |      220000 | PA      | $221150.03    | 0.00%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      885000 | PA      | $1036520.03   | 0.01%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6580000 | PA      | $6658748.26   | 0.06%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $225672.00    | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $867816.04    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5234.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    16349000 | PA      | $10111118.83  | 0.09%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                                                                            | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8512179.46   | 0.08%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                         | Caterpillar Inc                                                                                                                  | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      600000 | PA      | $564130.88    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7845000 | PA      | $8010795.45   | 0.07%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12485000 | PA      | $12004064.19  | 0.11%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    11818000 | PA      | $11339352.68  | 0.10%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7105000 | PA      | $7404441.22   | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                              | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    22360000 | PA      | $22317133.20  | 0.20%             | 2030-05-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1946144.07   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    11095000 | PA      | $11092777.67  | 0.10%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                                                                      | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5190000 | PA      | $5068912.99   | 0.04%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     9894000 | PA      | $9599277.03   | 0.08%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     7270000 | PA      | $7169666.29   | 0.06%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1404085.20   | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $4446.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    11982000 | PA      | $9116275.84   | 0.08%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     2345000 | PA      | $1566901.92   | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1296000 | PA      | $605880.00    | 0.01%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 26-1A PTT                                  | American Airlines 2026-1 Class A Pass Through Trust                                                                              | CUSIP: 02379VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $699125.00    | 0.01%             | 2038-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      575000 | PA      | $673957.77    | 0.01%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     5404000 | PA      | $5395229.85   | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                                                                           | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565309.74    | 0.00%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2768000 | PA      | $2130666.64   | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1055000 | PA      | $1231384.13   | 0.01%             | 2030-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    18550000 | PA      | $19204128.65  | 0.17%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                                                                           | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      300000 | PA      | $276555.77    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                           | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      155000 | PA      | $136272.13    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      656000 | PA      | $757397.87    | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                                                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      410000 | PA      | $440785.42    | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17703028.88  | 0.16%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                 | TotalEnergies Capital USA LLC                                                                                                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3530335.34   | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      370000 | PA      | $281570.00    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                           | M&T Bank Corp                                                                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      356054 | NS      | $77844086.02  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2435000 | PA      | $2566003.00   | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $28629.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $5182.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      729748 | NS      | $69413629.76  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      603000 | PA      | $605760.32    | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                    | Lamar Advertising Co                                                                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      364352 | NS      | $50222279.68  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $115273.02    | 0.00%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $298815.25    | 0.00%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2891729.70   | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7204.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      709931 | NS      | $59130152.99  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SWORD PURCHASER LLC                                     | Sword Purchaser LLC                                                                                                              | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1642168.86   | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1450000 | PA      | $1526946.95   | 0.01%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8890000 | PA      | $8628856.25   | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     1100253 | NS      | $97680461.34  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      585000 | PA      | $558154.76    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      287000 | PA      | $255573.50    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2391896.23   | 0.02%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4780000 | PA      | $4681231.82   | 0.04%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    13231000 | PA      | $13471532.44  | 0.12%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $2149212.23   | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      626942 | NS      | $65045232.50  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    12000000 | PA      | $12380697.84  | 0.11%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                     | Citadel Finance LLC                                                                                                              | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    13260000 | PA      | $12949389.54  | 0.11%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5090000 | PA      | $5076257.00   | 0.04%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                    | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1090000 | PA      | $1030054.83   | 0.01%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5225000 | PA      | $4700189.19   | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $943770.66    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      890000 | PA      | $946105.60    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7010000 | PA      | $8180943.39   | 0.07%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                               | Dick's Sporting Goods Inc                                                                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      314450 | NS      | $71354994.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| State of Illinois                                       | ILLINOIS ST                                                                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    19972647 | PA      | $20286341.46  | 0.18%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      440690 | NS      | $73908119.90  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $7685145.28   | 0.07%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7476255.27   | 0.07%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                                                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      275000 | PA      | $273103.70    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1118000 | PA      | $902799.79    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1281000 | PA      | $953064.00    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    11090000 | PA      | $10113595.92  | 0.09%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1669368.75   | 0.01%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      575000 | PA      | $565428.32    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | 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      | $9763.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                      | Cornell University                                                                                                               | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $7408040.23   | 0.07%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                         | Tyson Foods Inc                                                                                                                  | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     8745000 | PA      | $8526160.22   | 0.08%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      285000 | PA      | $286866.75    | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    13765000 | PA      | $13591348.19  | 0.12%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $4886342.73   | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1561336.70   | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $6736105.32   | 0.06%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4352000 | PA      | $4351262.34   | 0.04%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                 | Honeywell Aerospace Inc                                                                                                          | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    13950000 | PA      | $13720453.17  | 0.12%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                    | Ares Management Corp                                                                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      683341 | NS      | $80224233.40  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      305000 | PA      | $311894.83    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1548512.75   | 0.01%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5013.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                                                                          | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      965000 | PA      | $842358.89    | 0.01%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4105000 | PA      | $4083677.03   | 0.04%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                     | Ceska sporitelna AS                                                                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      800000 | PA      | $930759.13    | 0.01%             | 2032-09-09      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7290000 | PA      | $7145617.10   | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1952000 | PA      | $1857718.40   | 0.02%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6420000 | PA      | $6407078.79   | 0.06%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     1405000 | PA      | $1686519.30   | 0.01%             | 2030-11-27      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     1610000 | PA      | $1946522.89   | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                              | PACCAR Inc                                                                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      441043 | NS      | $52395908.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                  | Bunge Ltd Finance Corp                                                                                                           | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      570000 | PA      | $566476.04    | 0.01%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                              | Pfizer Inc                                                                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8555046.40   | 0.08%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1591344 | PA      | $1177721.55   | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6340000 | PA      | $6320896.82   | 0.06%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2010000 | PA      | $1891647.30   | 0.02%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                            | Semtech Corp                                                                                                                     | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1529910.00   | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                            | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     1370000 | PA      | $1389663.54   | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4866731.05   | 0.04%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      575000 | PA      | $569372.37    | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      175000 | PA      | $128853.72    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1871000 | PA      | $1723191.00   | 0.02%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   711749000 | PA      | $1420244.10   | 0.01%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      800000 | PA      | $824115.30    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1574951.90   | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                         | CMS Energy Corp                                                                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      666764 | NS      | $51167469.36  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    14575000 | PA      | $14596581.49  | 0.13%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9430000 | PA      | $8135819.35   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $8142440.57   | 0.07%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1134742.74   | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32850000 | PA      | $23829081.87  | 0.21%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   416351000 | PA      | $917762.40    | 0.01%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      625000 | PA      | $569315.26    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1590000 | PA      | $1747728.00   | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125828.19    | 0.00%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      875000 | PA      | $842956.54    | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1785000 | PA      | $1579918.32   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2749629.30   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3630000 | PA      | $3031050.00   | 0.03%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      935000 | PA      | $856796.42    | 0.01%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                  | Darden Restaurants Inc                                                                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      188635 | NS      | $37832635.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DELHI INTL AIRPORT                                      | Delhi International Airport Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |      895000 | PA      | $897848.06    | 0.01%             | 2026-10-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1355000 | PA      | $904462.50    | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1508020.52   | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      640000 | PA      | $655383.20    | 0.01%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     7950000 | PA      | $8047209.66   | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3296000 | PA      | $2909019.74   | 0.03%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      520000 | PA      | $532025.52    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      290000 | PA      | $269773.07    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                           | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      245000 | PA      | $200387.95    | 0.00%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    25513000 | PA      | $25648728.39  | 0.23%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4880000 | PA      | $5079720.49   | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14205000 | PA      | $8733855.47   | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                          | Salesforce Inc                                                                                                                   | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    17020000 | PA      | $16970006.98  | 0.15%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                             | Datadog Inc                                                                                                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2131660.00   | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                                                                              | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7647396.52   | 0.07%             | 2031-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7646282.56   | 0.07%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3856756.82   | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1201027.23   | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1405764.98   | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9D136FY0 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D136FY0 CDS USD P F  5.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7947000 | OU      | $-611525.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12385000 | PA      | $12574515.27  | 0.11%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                        | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2975042.91   | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      655000 | PA      | $567893.15    | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1853752.66   | 0.02%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -569 | NC      | $372332.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     4228000 | PA      | $4151410.37   | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3772000 | PA      | $3623006.00   | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     9292000 | PA      | $6224606.45   | 0.06%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-5694.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2880000 | PA      | $2744640.00   | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      735000 | PA      | $825809.30    | 0.01%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2840000 | PA      | $2895688.59   | 0.03%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      945000 | PA      | $932344.47    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145730.13    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      991000 | PA      | $943527.63    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      855000 | PA      | $798573.16    | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| RXO INC                                                 | RXO Inc                                                                                                                          | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287171.27    | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     9365000 | PA      | $9492115.73   | 0.08%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20975000 | PA      | $16180729.78  | 0.14%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1415360.18   | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                        | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3305000 | PA      | $2549610.19   | 0.02%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2870000 | PA      | $3087630.88   | 0.03%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $692631.17    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMIC SG HOLDINGS PTE LTD                                | SMIC SG Holdings Pte Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900CQKQDZMZH3G563 | Long             | DBT              | CORP              | SG        |      895000 | PA      | $909773.78    | 0.01%             | 2029-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      836000 | PA      | $855646.00    | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     8355000 | PA      | $8255852.89   | 0.07%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       35596 | NS      | $724835.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2903004.45   | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                   | Gohl Capital Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |      915000 | PA      | $905900.54    | 0.01%             | 2036-04-29      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6339206.28   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    13275000 | PA      | $13369153.34  | 0.12%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $2776199.89   | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    12080000 | PA      | $10888977.11  | 0.10%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                | Duke Energy Progress LLC                                                                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    16095000 | PA      | $16131589.89  | 0.14%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                  | GLP China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     1345000 | PA      | $1081499.80   | 0.01%             | 2029-04-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    12670000 | PA      | $12610345.97  | 0.11%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $277795.22    | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     1080000 | PA      | $1330728.14   | 0.01%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    13425000 | PA      | $13339372.80  | 0.12%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1215101.16   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      660000 | PA      | $640473.04    | 0.01%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      861000 | PA      | $871499.90    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      565000 | PA      | $566522.68    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                     | Abu Dhabi Crude Oil Pipeline LLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     1300000 | PA      | $1151758.30   | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6360000 | PA      | $3966760.56   | 0.04%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -126 | NC      | $139824.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1782876.06   | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      202000 | PA      | $126865.12    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1569338.06   | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      556000 | PA      | $550345.24    | 0.00%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1240000 | PA      | $1200659.43   | 0.01%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1433751 | PA      | $1068144.50   | 0.01%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5505162.00   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13385000 | PA      | $13602814.64  | 0.12%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      915000 | PA      | $907357.01    | 0.01%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1125677.25   | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     7270000 | PA      | $7480137.46   | 0.07%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      615000 | PA      | $532034.59    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4895000 | PA      | $3190413.22   | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                             | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7450000 | PA      | $4768878.28   | 0.04%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1694000 | PA      | $1648616.38   | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    10140000 | PA      | $10394529.41  | 0.09%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      805000 | PA      | $810769.72    | 0.01%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12830000 | PA      | $11167357.09  | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      620000 | PA      | $565214.40    | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1447028 | PA      | $1534411.13   | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $259127.29    | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1878494.90   | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      542000 | PA      | $419751.90    | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                           | Energo - Pro as                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     1555000 | PA      | $1905335.74   | 0.02%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          15 | NC      | $-11333.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9345000 | PA      | $9980465.23   | 0.09%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     3052000 | PA      | $3188085.63   | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      930000 | PA      | $892521.00    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                                                                             | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     8915000 | PA      | $9007285.58   | 0.08%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    17620000 | PA      | $16091372.67  | 0.14%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4084.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LTD                                             | Bacardi Ltd                                                                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     4365000 | PA      | $4057228.17   | 0.04%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4245000 | PA      | $4397681.27   | 0.04%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                | Bulgaria Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     2430000 | PA      | $2702398.46   | 0.02%             | 2045-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    13515000 | PA      | $13698648.58  | 0.12%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14160000 | PA      | $13464249.25  | 0.12%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                 | Honeywell Aerospace Inc                                                                                                          | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    15455000 | PA      | $15266394.44  | 0.14%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                 | Public Service Co of Oklahoma                                                                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $11291488.10  | 0.10%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                  | Arizona Public Service Co                                                                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     6218000 | PA      | $6113446.63   | 0.05%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1062352.55   | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                         | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      575000 | PA      | $564989.79    | 0.00%             | 2036-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $593063.70    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      550000 | PA      | $555246.55    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                        | Pernod Ricard SA                                                                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      535192 | NS      | $39787172.87  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA Finance LLC                                                                                                             | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    16170000 | PA      | $16129374.82  | 0.14%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     8630000 | PA      | $7803425.59   | 0.07%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      286368 | NS      | $119538594.24 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4262579.12   | 0.04%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                               | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     5400000 | PA      | $5361071.56   | 0.05%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      590000 | PA      | $584453.54    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4904000 | PA      | $4868805.46   | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2265457.75   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    10242000 | PA      | $10453381.05  | 0.09%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     1450271 | NS      | $77531487.66  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    14305000 | PA      | $14400149.14  | 0.13%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     1005000 | PA      | $1033341.00   | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5999000 | PA      | $6105770.08   | 0.05%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8353000 | PA      | $6167020.90   | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $27004.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178606.60    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $268513.89    | 0.00%             | 2056-06-09      | Fixed         | 6.63%                 | 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      | $420.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                                                                           | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5089592.87   | 0.05%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                                                                      | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      650000 | PA      | $566737.68    | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1925000 | PA      | $1873641.39   | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                             | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      110000 | PA      | $113679.50    | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $13883.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2729.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1390527.72   | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3024489.00   | 0.03%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      160000 | PA      | $98040.87     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      588000 | PA      | $612675.68    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                  | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1023577.33   | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3191350.74   | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      544000 | PA      | $596484.72    | 0.01%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1438499.92   | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      640000 | PA      | $649079.08    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1625000 | PA      | $1610781.25   | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2379219.88   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9450000 | PA      | $9618385.58   | 0.09%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1635000 | PA      | $1586588.66   | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4717230.19   | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                   | TransCanada PipeLines Ltd                                                                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      570000 | PA      | $574374.18    | 0.01%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                             | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4565000 | PA      | $4432155.85   | 0.04%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     4505000 | PA      | $4031547.93   | 0.04%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192973.08    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170646.00    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      899000 | PA      | $875192.23    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                             | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     8890000 | PA      | $8723432.52   | 0.08%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                  | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6990000 | PA      | $6841905.60   | 0.06%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11162000 | PA      | $11009638.70  | 0.10%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     8450000 | PA      | $8582895.35   | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                       | Congolese International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      800000 | PA      | $770844.26    | 0.01%             | 2035-02-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      230000 | PA      | $226823.03    | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      755000 | PA      | $725536.35    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                             | ROBLOX Corp                                                                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142078.49    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2454000 | PA      | $2390822.33   | 0.02%             | 2036-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10465000 | PA      | $10641732.50  | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                                                                               | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    14015000 | PA      | $13840118.87  | 0.12%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $78563.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $3073005.00   | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7197000 | PA      | $4343389.50   | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1706000 | PA      | $1687893.27   | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $10727.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6290000 | PA      | $5544560.34   | 0.05%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      685000 | PA      | $663953.99    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                            | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $195468.21    | 0.00%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2240000 | PA      | $2079203.01   | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                            | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    14538000 | PA      | $10765389.00  | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $62589.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      190000 | PA      | $109021.68    | 0.00%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      730000 | PA      | $608362.02    | 0.01%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      725000 | PA      | $754832.30    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1250000 | PA      | $1303075.11   | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210250.61    | 0.00%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3023054.45   | 0.03%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1810000 | PA      | $1838688.50   | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      575000 | PA      | $576461.08    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                                                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1855000 | PA      | $1800011.53   | 0.02%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10245000 | PA      | $6974837.90   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99020.55     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                                                                            | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7725000 | PA      | $7664972.73   | 0.07%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      340000 | PA      | $271842.82    | 0.00%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     1856000 | PA      | $1608929.37   | 0.01%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc                            | Sunbelt Rentals Holdings Inc                                                                                                     | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |      834629 | NS      | $62734037.36  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      945000 | PA      | $950660.20    | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2927000 | PA      | $2889423.17   | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      875000 | PA      | $885694.25    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-998963.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $4102.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-796.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8115000 | PA      | $7520132.60   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550670.82    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1592472.15   | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9100000 | PA      | $5115550.80   | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      120000 | PA      | $108975.07    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      320000 | PA      | $146350.14    | 0.00%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30157.72     | 0.00%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3122000 | PA      | $2756540.21   | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      775000 | PA      | $680047.55    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1630000 | PA      | $1595617.19   | 0.01%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4362000 | PA      | $4667514.48   | 0.04%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     4470000 | PA      | $4374392.96   | 0.04%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      932000 | PA      | $839665.36    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $6227702.95   | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3178531.08   | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5205000 | PA      | $5488412.25   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      994000 | PA      | $1047477.20   | 0.01%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                  | Emirate of Dubai Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     7425000 | PA      | $5261314.24   | 0.05%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2086651.14   | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2239730.48   | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      805000 | PA      | $837089.25    | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    14650000 | PA      | $12988314.52  | 0.11%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                         | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $3168216.57   | 0.03%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |           1 | NC      | $32995.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $379624.09    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      760000 | PA      | $779950.00    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1115000 | PA      | $966981.71    | 0.01%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    27845000 | PA      | $26798875.60  | 0.24%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      265000 | PA      | $283338.53    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7528000 | PA      | $6599995.66   | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1475687.25   | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                                 | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     9503000 | PA      | $9075094.92   | 0.08%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3616217.24   | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1609849.81   | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    11335000 | PA      | $11609057.40  | 0.10%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8433000 | PA      | $7934655.49   | 0.07%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5581253.75   | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10170000 | PA      | $9486221.27   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4825687.80   | 0.04%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                            | HUT 8 DC LLC                                                                                                                     | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    18200000 | PA      | $18350632.85  | 0.16%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      280000 | PA      | $284176.76    | 0.00%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12125000 | PA      | $12027795.45  | 0.11%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12PTX6 IRS CZK R F  3.58750 99D12PTX6 CCPVANILLA / Short: S9D12PTX6 IRS CZK P V 06MPRIBO 99D12PTW8 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32662000 | OU      | $-58099.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      445000 | PA      | $420444.54    | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $5915.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    25070000 | PA      | $17046236.44  | 0.15%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4845000 | PA      | $3670100.92   | 0.03%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OMGRID FUNDING LTD                                      | OmGrid Funding Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |     7137000 | PA      | $7154660.08   | 0.06%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $523379.22    | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2725000 | PA      | $2811595.05   | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                          | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6340765.25   | 0.06%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6110000 | PA      | $4036084.90   | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $129295.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      399000 | PA      | $427546.06    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2081000 | PA      | $1655371.16   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      730000 | PA      | $734992.47    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  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        |      865000 | PA      | $884149.20    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $5546383.09   | 0.05%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4818997.22   | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | 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      | $2989.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1290000 | PA      | $1375140.00   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D134UZ5 CDS USD R F  1.58000 1 CCPCORPORATE / Short: S9D134UZ5 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      585000 | OU      | $-13718.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    11980000 | PA      | $11941884.43  | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      943000 | PA      | $986882.51    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $4404459.52   | 0.04%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      637873 | NS      | $36856301.94  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6730000 | PA      | $6595053.34   | 0.06%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      295000 | PA      | $251360.36    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    16929000 | PA      | $17283961.35  | 0.15%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                       | Congolese International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      815000 | PA      | $785297.59    | 0.01%             | 2035-02-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3670336.30   | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     2410000 | PA      | $2267030.61   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $7927.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2532872.50   | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                                                                             | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1564500.00   | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $26860.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2845931 | PA      | $3130549.71   | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1046000 | PA      | $1028218.00   | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | RO        |           1 | NC      | $2234.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      410000 | PA      | $425375.69    | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $3099.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      515000 | PA      | $537282.98    | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      688000 | PA      | $691297.83    | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      971000 | PA      | $966349.59    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      370000 | PA      | $355511.00    | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      565000 | PA      | $353698.83    | 0.00%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $6039.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5615000 | PA      | $5181019.79   | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $12118559.49  | 0.11%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2650923.50   | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    11937200 | PA      | $5968600.00   | 0.05%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      822000 | PA      | $830121.36    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $283161.63    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12KP11 IRS BRL R F 12.69000 99D12KP11 CCPNDFPREDISWAP / Short: S9D12KP11 IRS BRL P V 00MBRCDI 99D12KP03 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11917659 | OU      | $-64496.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      985000 | PA      | $1028489.54   | 0.01%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2690742.63   | 0.02%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D132IZ3 CDS USD R F  1.00000 1 CCPCORPORATE / Short: S9D132IZ3 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      520000 | OU      | $-41034.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                                                                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $10252101.02  | 0.09%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $9929.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1926674.93   | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      557000 | PA      | $564603.05    | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2211000 | PA      | $2059255.64   | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1060553.59   | 0.01%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     6725000 | PA      | $6649224.99   | 0.06%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                                                                           | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10053869.80  | 0.09%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1041000 | PA      | $1038397.50   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     1400000 | PA      | $1632624.88   | 0.01%             | 2027-09-21      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     1590000 | PA      | $1479790.10   | 0.01%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CENCOSUD SA                                             | Cencosud SA                                                                                                                      | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     1085000 | PA      | $1083643.75   | 0.01%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     9596000 | PA      | $1702828.30   | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                                       | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     2111000 | PA      | $2047692.00   | 0.02%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1179408.12   | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                           | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206476.80    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      595000 | PA      | $579784.24    | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5064000 | PA      | $4837542.43   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     9423000 | PA      | $8361989.52   | 0.07%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                                                                      | CUSIP: 02665WGY1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      560000 | PA      | $559544.62    | 0.00%             | 2033-04-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11739000 | PA      | $7602339.10   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                       | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14734212.90  | 0.13%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                              | Pfizer Inc                                                                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     2138405 | NS      | $57095413.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      685000 | PA      | $789356.73    | 0.01%             | 2032-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      760000 | PA      | $758533.20    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1002592.19   | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     2005000 | PA      | $2102347.96   | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                      | Stonebriar ABF Issuer LLC                                                                                                        | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $4532652.92   | 0.04%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6444032.99   | 0.06%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                                                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3301071.47   | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON PENNSYLVANIA LLC                                | Verizon Pennsylvania LLC                                                                                                         | CUSIP: 07786DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2159182.15   | 0.02%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3745000 | PA      | $3139773.17   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    17000000 | PA      | $17196898.93  | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1757976.71   | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                | Speedway Motorsports LLC / Speedway Funding II Inc                                                                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2753000 | PA      | $2739233.90   | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $414245.20    | 0.00%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| MARS INC                                                | Mars Inc                                                                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    20215000 | PA      | $19891081.71  | 0.18%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK KB INDONESIA TBK PT                                | Bank KB Indonesia Tbk PT                                                                                                         | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |      870000 | PA      | $874388.28    | 0.01%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -169 | NC      | $229904.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6621623.70   | 0.06%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -153 | NC      | $153861.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER TRUST I                                  | American Tower Trust #1                                                                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    12670000 | PA      | $12800539.01  | 0.11%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                 | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2395000 | PA      | $2419276.25   | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2335000 | PA      | $2389043.58   | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $9772160.90   | 0.09%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $267224.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORP                                             | Apache Corp                                                                                                                      | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      340000 | PA      | $266723.81    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11285000 | PA      | $11104057.10  | 0.10%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $614829.90    | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1801296.75   | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4035000 | PA      | $4019237.19   | 0.04%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     1197000 | PA      | $1204169.59   | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                     | Avery Dennison Corp                                                                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      279510 | NS      | $45820074.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      575000 | PA      | $568253.21    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $1138.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $2039774.15   | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1735000 | PA      | $1695319.67   | 0.01%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      662000 | PA      | $422658.11    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      880000 | PA      | $840839.21    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     5780000 | PA      | $5623545.05   | 0.05%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16745000 | PA      | $12848685.15  | 0.11%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                                                                   | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19726628.40  | 0.17%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                  | CenterPoint Energy Inc                                                                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      266000 | PA      | $274413.85    | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                           | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      834000 | PA      | $835517.12    | 0.01%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $195151.53    | 0.00%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                           | Energo - Pro as                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     1340000 | PA      | $1551907.81   | 0.01%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $421300.00    | 0.00%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1448674.95   | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1225000 | PA      | $1253101.50   | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                   | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5613293.43   | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     5080000 | PA      | $5080740.77   | 0.04%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   831297000 | PA      | $1052388.25   | 0.01%             | 2038-12-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D13C7N0 CDS USD R F  5.00000 1 CCPCORPORATE / Short: S9D13C7N0 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      430000 | OU      | $23747.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1517000 | PA      | $1487418.50   | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1800000 | PA      | $1779499.44   | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                      | Ardagh Holdings SA                                                                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      124544 | NS      | $872641.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    27175000 | PA      | $27174089.91  | 0.24%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                             | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1040000 | PA      | $1035629.85   | 0.01%             | 2030-04-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $13695.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $3270936.00   | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $2517766.30   | 0.02%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      235000 | PA      | $229907.55    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     6733000 | PA      | $5853795.57   | 0.05%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     3052000 | PA      | $3109090.71   | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40185000 | PA      | $23903796.09  | 0.21%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                     | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    15105000 | PA      | $15167096.81  | 0.13%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    10785000 | PA      | $10494349.86  | 0.09%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1015000 | PA      | $444062.50    | 0.00%             | 2018-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $4087209.50   | 0.04%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1634000 | PA      | $1572293.53   | 0.01%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $195990.12    | 0.00%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7648340.99   | 0.07%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1380000 | PA      | $1416835.54   | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                             | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5480000 | PA      | $5508499.23   | 0.05%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    19815000 | PA      | $19473559.81  | 0.17%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4398000 | PA      | $4144895.10   | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4820000 | PA      | $4740283.90   | 0.04%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      715000 | PA      | $552233.62    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-283321.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                 | Guardian Life Global Funding                                                                                                     | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    15090000 | PA      | $14913422.40  | 0.13%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4399241.05   | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      790000 | PA      | $827389.12    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                                       | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5155431.95   | 0.05%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4812000 | PA      | $5243206.30   | 0.05%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     1249035 | PA      | $1174093.07   | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      906000 | PA      | $651906.97    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8640000 | PA      | $8588370.82   | 0.08%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      370000 | PA      | $377969.80    | 0.00%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      815000 | PA      | $826009.02    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                        | Ingram Micro Inc                                                                                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3075731.75   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3167500 | PA      | $3317642.67   | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2808000 | PA      | $2951194.44   | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    11395000 | PA      | $11519458.24  | 0.10%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $422957.83    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     2620000 | PA      | $2555645.99   | 0.02%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3756232.07   | 0.03%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9940000 | PA      | $9587233.77   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      348053 | PA      | $287204.17    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                 | Tongyang Life Insurance Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      885000 | PA      | $914190.40    | 0.01%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      865000 | PA      | $856584.76    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                 | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $5459962.74   | 0.05%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5701000 | PA      | $4992697.10   | 0.04%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9309211.60   | 0.08%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-20027.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                             | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    13215000 | PA      | $13490418.44  | 0.12%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                 | Astrazeneca Finance LLC                                                                                                          | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    14685000 | PA      | $14308055.87  | 0.13%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                     | TE Connectivity PLC                                                                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      365382 | NS      | $77336754.12  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1010000 | PA      | $1014602.57   | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                 | Morgan Stanley Private Bank NA                                                                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    22985000 | PA      | $22680026.52  | 0.20%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $3171113.65   | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7270000 | PA      | $6252057.14   | 0.06%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7731360.96   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7919872.56   | 0.07%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      265000 | PA      | $272473.00    | 0.00%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6380000 | PA      | $5794713.09   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $8008.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9485000 | PA      | $9203101.91   | 0.08%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-83042.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |      200000 | PA      | $238508.36    | 0.00%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                     | Emerson Electric Co                                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      381630 | NS      | $53596117.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $122750.53    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     7306000 | PA      | $7319861.75   | 0.06%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2174800.05   | 0.02%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1687000 | PA      | $1754247.26   | 0.02%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1226342.21   | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19210000 | PA      | $19917075.34  | 0.18%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2053669.54   | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      208000 | PA      | $216003.44    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1210000 | PA      | $1208650.02   | 0.01%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                 | Public Service Co of Colorado                                                                                                    | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       68000 | PA      | $67629.58     | 0.00%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      890000 | PA      | $867671.15    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6967110.00   | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      740000 | PA      | $417191.11    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      410000 | PA      | $396702.43    | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2118000 | PA      | $2095528.25   | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                                                                            | CUSIP: 00929JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      830000 | PA      | $824460.73    | 0.01%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    12090000 | PA      | $12061422.99  | 0.11%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2643537.00   | 0.02%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2801709.00   | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1020000 | PA      | $944775.00    | 0.01%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                       | ONEOK Partners LP                                                                                                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1992000 | PA      | $2039930.33   | 0.02%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1605000 | PA      | $1602993.75   | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                   | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11395000 | PA      | $11461843.07  | 0.10%             | 2036-04-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      455000 | PA      | $469231.49    | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14290000 | PA      | $14255028.80  | 0.13%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1729000 | PA      | $1835489.11   | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    26735000 | PA      | $26369686.54  | 0.23%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2347000 | PA      | $2520652.18   | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2398613.80   | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61045.98     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                      | Ingersoll Rand Inc                                                                                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    18530000 | PA      | $19296787.34  | 0.17%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3544785.03   | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1439567 | PA      | $1354456.03   | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      304000 | PA      | $304075.70    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1544015.30   | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      904000 | PA      | $827982.19    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1817000 | PA      | $1758861.47   | 0.02%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                                                                    | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2797101.24   | 0.02%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      680000 | PA      | $682523.48    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21655000 | PA      | $21776809.38  | 0.19%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                       | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     1050000 | PA      | $1041810.56   | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8590000 | PA      | $6200570.72   | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                | Ferguson Enterprises Inc                                                                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      268593 | NS      | $71905032.03  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                  | Pingan Real Estate Capital Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |      985000 | PA      | $970956.43    | 0.01%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2656520.58   | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      845000 | PA      | $841839.70    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      934833 | PA      | $1001876.70   | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    23634000 | PA      | $11131614.00  | 0.10%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      609757 | PA      | $599793.20    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      310000 | PA      | $236597.74    | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                      | Ittihad International II Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201106.64    | 0.00%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                                                                       | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      575000 | PA      | $562474.11    | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      372000 | PA      | $381217.64    | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                    | Africell Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     1025000 | PA      | $1031438.19   | 0.01%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     3965000 | PA      | $3916197.15   | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      535000 | PA      | $556666.43    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1771000 | PA      | $1831745.30   | 0.02%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3376615.94   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1930000 | PA      | $1988865.00   | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $15687068.50  | 0.14%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17800000 | PA      | $16999000.00  | 0.15%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2727000 | PA      | $2786359.75   | 0.02%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15026096.70  | 0.13%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2509946.59   | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2350000 | PA      | $2450093.60   | 0.02%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164705.15    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                        | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     5365000 | PA      | $5297174.38   | 0.05%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7805000 | PA      | $8040549.67   | 0.07%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      740000 | PA      | $767798.24    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2190000 | PA      | $2134374.00   | 0.02%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $10648771.88  | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1509000 | PA      | $1525205.15   | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     6850000 | PA      | $6277064.70   | 0.06%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1400000 | PA      | $1367981.29   | 0.01%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1114000 | PA      | $1099955.13   | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                  | Blackstone Private Credit Fund                                                                                                   | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    12665000 | PA      | $12456012.43  | 0.11%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3865000 | PA      | $3994662.29   | 0.04%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      390000 | PA      | $278811.92    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2328996.98   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   317540000 | PA      | $519853.05    | 0.00%             | 2036-08-25      | Fixed         | 10.78%                | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                                                                             | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $6317868.43   | 0.06%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $268125.09    | 0.00%             | 2030-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2184472.16   | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                              | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     2290000 | PA      | $1929010.79   | 0.02%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9D131KE9 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D131KE9 CDS USD P F  1.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    26082000 | OU      | $690557.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-35.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                                                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1515114.00   | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6950000 | PA      | $7103891.97   | 0.06%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      885000 | PA      | $836132.59    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3315000 | PA      | $3615760.77   | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | PA      | $763885.35    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       62000 | NS      | $3017540.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $197158.40    | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                   | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      972000 | PA      | $938077.20    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      390000 | PA      | $361982.60    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                 | Oversea-Chinese Banking Corp Ltd                                                                                                 | CUSIP: 69033DAE7<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     1170000 | PA      | $1158650.11   | 0.01%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1545930.09   | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1445000 | PA      | $1423255.12   | 0.01%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1322287 | PA      | $1300517.13   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      405000 | PA      | $381286.71    | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1715000 | PA      | $1841873.52   | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC                                                                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3497014.75   | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                        | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     4215000 | PA      | $4123480.76   | 0.04%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14576100 | PA      | $697653.94    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |           1 | NC      | $273442.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                    | Duke Energy Ohio Inc                                                                                                             | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     7270000 | PA      | $7370260.06   | 0.07%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3369286.36   | 0.03%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    18600000 | PA      | $17061370.99  | 0.15%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8215000 | PA      | $7167074.31   | 0.06%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                            | Unilever PLC                                                                                                                     | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     1670550 | NS      | $98529039.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      825000 | PA      | $860661.45    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                                                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1360000 | PA      | $972750.85    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                                                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     1205000 | PA      | $1297129.23   | 0.01%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                         | QazaqGaz NC JSC                                                                                                                  | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     1160000 | PA      | $1136751.35   | 0.01%             | 2036-05-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     1431000 | PA      | $1446473.40   | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                  | Diamondback Energy Inc                                                                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      507275 | NS      | $104310958.25 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      565000 | PA      | $384364.40    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     2250000 | PA      | $2354836.50   | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7280000 | PA      | $5645572.44   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                         | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2348000 | PA      | $2314848.80   | 0.02%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                               | QIAGEN NV                                                                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $588149.23    | 0.01%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1856000 | PA      | $1563249.19   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      284000 | PA      | $277532.98    | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1634434.50   | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                  | Regions Financial Corp                                                                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     2140455 | NS      | $61109990.25  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     7315000 | PA      | $7342976.95   | 0.06%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    20665000 | PA      | $19128595.69  | 0.17%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      727000 | PA      | $777127.62    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                     | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2645318.80   | 0.02%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     1413000 | PA      | $1392495.56   | 0.01%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      503049 | PA      | $494539.17    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1274000 | PA      | $1354792.21   | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                   | TransCanada PipeLines Ltd                                                                                                        | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      570000 | PA      | $572494.89    | 0.01%             | 2056-10-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53756.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      324000 | PA      | $345628.94    | 0.00%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      815000 | PA      | $543991.21    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1582000 | PA      | $1584950.43   | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                           | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      756000 | PA      | $471857.40    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                                                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      283000 | PA      | $293683.53    | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      470000 | PA      | $476610.45    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $493848.67    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9580000 | PA      | $9658519.69   | 0.09%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       81000 | PA      | $55402.47     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3120000 | PA      | $3122925.00   | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $172503.32    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4392548.30   | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1557000 | PA      | $1549294.56   | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    28720000 | PA      | $28325654.87  | 0.25%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1802692.20   | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GTLK EUROPE CAPITAL DAC                                 | GTLK Europe Capital DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400I6H6CSZ39WIN49 | Long             | DBT              | CORP              | IE        |     1300000 | PA      | $0.00         | 0.00%             | 2028-02-26      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     7452000 | PA      | $2924164.80   | 0.03%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1528139.60   | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                   | Brooklyn Union Gas Co/The                                                                                                        | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10790808.05  | 0.10%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4760173.74   | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     9465000 | PA      | $9367244.72   | 0.08%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      174000 | PA      | $166263.63    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177968.94    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      810000 | PA      | $391299.61    | 0.00%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                     | Guardant Health Inc                                                                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1462125.00   | 0.01%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     7285000 | PA      | $7622912.18   | 0.07%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                          | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4286095.15   | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    12629000 | PA      | $12895249.50  | 0.11%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                   | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     2000000 | PA      | $2356491.89   | 0.02%             | 2030-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      450000 | PA      | $435537.14    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | 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      | $1733.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2971000 | PA      | $1406519.38   | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1650000 | PA      | $1596921.48   | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Sales Tax Securitization Corp                           | SALES TAX SECURITIZATION CORP IL                                                                                                 | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3930000 | PA      | $3799165.98   | 0.03%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         229 | NC      | $-321793.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $4177.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      630000 | PA      | $550555.10    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                       | ALTICE HOLDINGS 1                                                                                                                | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |        1003 | PA      | $158.92       | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10395000 | PA      | $10361873.63  | 0.09%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      900000 | PA      | $931023.90    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6860000 | PA      | $5015534.79   | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      850000 | PA      | $875853.63    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                   | Adnoc Murban Rsc Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      890000 | PA      | $792395.91    | 0.01%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11410000 | PA      | $11095929.25  | 0.10%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1529000 | PA      | $1559580.00   | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1272480.60   | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1595000 | PA      | $1695309.55   | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     9645000 | PA      | $8867358.95   | 0.08%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $3008.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      304660 | NS      | $64569640.40  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1572066.82   | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    30455000 | PA      | $30038259.57  | 0.27%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                 | ADM Elektrik Dagitim AS                                                                                                          | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     1065000 | PA      | $1045624.00   | 0.01%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $2014916.09   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      780000 | PA      | $625469.54    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    12190000 | PA      | $12200186.09  | 0.11%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1693549.22   | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     2782000 | PA      | $2920058.86   | 0.03%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3253.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      295000 | PA      | $280948.68    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4331776.72   | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                              | Nasdaq Inc                                                                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      766066 | NS      | $70409126.06  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22970000 | PA      | $22383187.71  | 0.20%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     8630000 | PA      | $8899690.43   | 0.08%             | 2030-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2922298.10   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4013500000 | PA      | $1041527.35   | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      631000 | PA      | $644896.51    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6075230.25   | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $-72953.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     8121000 | PA      | $3207795.00   | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      425000 | PA      | $401300.26    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      481100 | PA      | $245169.90    | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336739.33    | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1388000 | PA      | $1169589.09   | 0.01%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $6370230.20   | 0.06%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2301000 | PA      | $1717959.89   | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     1480000 | PA      | $1491396.00   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3929979.86   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $5154456.11   | 0.05%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                       | Medco Laurel Tree Pte Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      575000 | PA      | $576782.22    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14475000 | PA      | $14348343.75  | 0.13%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    12585000 | PA      | $12143914.63  | 0.11%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1369737.31   | 0.01%             | 2032-04-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HANWHA TOTALENERGIES                                    | Hanwha Totalenergies Petrochemical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      470000 | PA      | $452750.53    | 0.00%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3654102.89   | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      430000 | PA      | $430108.36    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                                                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      400640 | NS      | $78325120.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                                                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      533745 | NS      | $52536520.35  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-38221.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                | HPS Corporate Lending Fund                                                                                                       | CUSIP: 40440VBD6<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9675.91      | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                                                                       | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $11353102.99  | 0.10%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      740000 | PA      | $605253.40    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TPG Inc                                                 | TPG Inc                                                                                                                          | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     1235253 | NS      | $53881735.86  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D132U89 CDS USD R F  5.00000 1 CCPCORPORATE / Short: S9D132U89 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      295000 | OU      | $45376.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1078000 | PA      | $1254582.14   | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1530000 | PA      | $1533105.24   | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      761000 | PA      | $760657.55    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                             | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     1885000 | PA      | $1943623.50   | 0.02%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1176185.58   | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8205000 | PA      | $8296918.65   | 0.07%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                       | MDGH GMTN RSC Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $383267.12    | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    11720000 | PA      | $11897278.95  | 0.11%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     8310000 | PA      | $8515464.75   | 0.08%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                           | Bank Hapoalim BM                                                                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      500000 | PA      | $494364.26    | 0.00%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12911000 | PA      | $12733462.26  | 0.11%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                         | Weyerhaeuser Co                                                                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     2247185 | NS      | $55100976.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6715725.00   | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                    | Prologis Targeted US Logistics Fund LP                                                                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |     3745000 | PA      | $3672126.31   | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9040000 | PA      | $6594256.20   | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      265569 | PA      | $7967.07      | 0.00%             | 2034-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2534000 | PA      | $2497885.69   | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                                                                                      | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9270568.11   | 0.08%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113114.96    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5065000 | PA      | $5205971.26   | 0.05%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1935000 | PA      | $1925506.33   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      370000 | PA      | $375730.19    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                 | Southwestern Electric Power Co                                                                                                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7300499.60   | 0.06%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-41394.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      737065 | PA      | $740522.02    | 0.01%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7610000 | PA      | $6769015.40   | 0.06%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1805000 | PA      | $1800106.43   | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1759.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      625000 | PA      | $562993.81    | 0.00%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2315000 | PA      | $2222679.26   | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112380.84    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1884482.86   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19740000 | PA      | $18251578.93  | 0.16%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1415000 | PA      | $1333531.38   | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     5115000 | PA      | $4875348.54   | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                                                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1030000 | PA      | $1000655.23   | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2510139.97   | 0.02%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                     | Alfa Desarrollo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     1654720 | PA      | $1312371.72   | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                | Trade & Development Bank of Mongolia LLC                                                                                         | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |      940000 | PA      | $939238.43    | 0.01%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7536527.25   | 0.07%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1435139.18   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1452500 | PA      | $1420496.86   | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1525000 | PA      | $2021779.13   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | Jazz Investments I Ltd                                                                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      925000 | PA      | $1381950.00   | 0.01%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2388358.42   | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    21855000 | PA      | $21306164.56  | 0.19%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     4475000 | PA      | $4547426.58   | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    13250000 | PA      | $12074379.31  | 0.11%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     1650000 | PA      | $1636800.00   | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9400000 | PA      | $9272964.17   | 0.08%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1110000 | PA      | $1113552.00   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     3130438 | NS      | $92034877.20  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6980000 | PA      | $7096307.32   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     1250609 | NS      | $136541490.62 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION MTN LTD                                        | Champion MTN Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |      517000 | PA      | $457886.82    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                           | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      834000 | PA      | $835544.36    | 0.01%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      805000 | PA      | $784511.98    | 0.01%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     4825000 | PA      | $4875544.96   | 0.04%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                               | Olin Corp                                                                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      225000 | PA      | $222895.60    | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    11020000 | PA      | $10749864.10  | 0.10%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $842660.82    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7895000 | PA      | $7686522.66   | 0.07%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6250000 | PA      | $4943750.00   | 0.04%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                                | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3944433.88   | 0.03%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5455000 | PA      | $5260875.10   | 0.05%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10296000 | PA      | $10449453.54  | 0.09%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $558179.61    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1026713.80   | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      815000 | PA      | $822841.12    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1439149.38   | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    12980000 | PA      | $13224049.70  | 0.12%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     4345000 | PA      | $4124438.37   | 0.04%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1535000 | PA      | $1760873.22   | 0.02%             | 2038-05-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-202306.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3073000 | PA      | $1651430.20   | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                     | NEW YORK NY                                                                                                                      | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    15000000 | PA      | $14413470.00  | 0.13%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                       | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      285000 | PA      | $280421.18    | 0.00%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     9790000 | PA      | $9772084.30   | 0.09%             | 2037-03-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141234.38    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                          | CUSIP: 404119DJ5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1144606.04   | 0.01%             | 2031-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       73545 | NS      | $68735157.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                          | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1127977.34   | 0.01%             | 2031-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      584000 | PA      | $559461.97    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      325000 | PA      | $342879.02    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12805000 | PA      | $11089830.31  | 0.10%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      335000 | PA      | $318800.99    | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12805000 | PA      | $12927416.82  | 0.11%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5553837 | PA      | $3353328.03   | 0.03%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      202000 | PA      | $197038.35    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1720000 | PA      | $1712544.25   | 0.02%             | 2031-04-22      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-15498.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                             | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     4020000 | PA      | $3935708.24   | 0.03%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                              | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    15570000 | PA      | $15524200.85  | 0.14%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                   | Gohl Capital Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |     1255000 | PA      | $1245019.40   | 0.01%             | 2031-10-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     5135000 | PA      | $5166183.42   | 0.05%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PROLOGIS TARGETED US                                    | Prologis Targeted US Logistics Fund LP                                                                                           | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |     8000000 | PA      | $7667826.00   | 0.07%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3016107.00   | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                             | Oracle Corp                                                                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11101000 | PA      | $10199506.22  | 0.09%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4959000 | PA      | $4668631.61   | 0.04%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      135002 | NS      | $55013293.40  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $12035973.61  | 0.11%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    11615000 | PA      | $9138780.15   | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      315000 | PA      | $290428.87    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11862238.68  | 0.10%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $559159.15    | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    12835000 | PA      | $11592109.43  | 0.10%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1340000 | PA      | $1505892.00   | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     8265000 | PA      | $8250898.75   | 0.07%             | 2032-04-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      170000 | PA      | $146710.00    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                   | Pinnacle West Capital Corp                                                                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     7388000 | PA      | $7513649.56   | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23065000 | PA      | $22976704.41  | 0.20%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7535000 | PA      | $7803258.58   | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3280772.93   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2304835 | PA      | $1365117.49   | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                      | Canary Wharf Group Investment Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     2950000 | PA      | $3788987.70   | 0.03%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                                                                           | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3161869.97   | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1050000 | PA      | $760019.53    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                | HPS Corporate Lending Fund                                                                                                       | CUSIP: 40440VAZ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      718000 | PA      | $707944.89    | 0.01%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $13314.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    16370000 | PA      | $16608833.06  | 0.15%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1496092.98   | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      620000 | PA      | $570287.47    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      804000 | PA      | $832964.90    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5239089.90   | 0.05%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     8925000 | PA      | $9138601.13   | 0.08%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    11684000 | PA      | $11794764.32  | 0.10%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1250000 | PA      | $1475864.48   | 0.01%             | 2033-04-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     2785000 | PA      | $3154942.79   | 0.03%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1545000 | PA      | $2123555.65   | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1932447.57   | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                     | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     7105000 | PA      | $7058931.25   | 0.06%             | 2032-04-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |           1 | NC      | $135566.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONTE                                                   | Argentina Treasury Bond BONTE                                                                                                    | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   620150000 | PA      | $477485.59    | 0.00%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      295172 | NS      | $56466403.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL F&B INV                                      | Industrial F&B Investments III Inc                                                                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5911461.04   | 0.05%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                        | American International Group Inc                                                                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      912082 | NS      | $68223733.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $15037.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                           | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2325000 | PA      | $2310494.91   | 0.02%             | 2036-04-22      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1445000 | PA      | $1504277.41   | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                   | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     4170000 | PA      | $4141369.74   | 0.04%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                            | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3235000 | PA      | $3129862.50   | 0.03%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                                                                 | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1151984.95   | 0.01%             | 2030-04-18      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                          | Eaton Corp PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      137581 | NS      | $59573948.81  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      497950 | NS      | $65151778.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2585000 | PA      | $2362556.29   | 0.02%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                | GMR Hyderabad International Airport Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      920000 | PA      | $906944.38    | 0.01%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10401000 | PA      | $8688519.35   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                | RD Michigan Property Owner I LLC                                                                                                 | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27315000 | PA      | $27315000.00  | 0.24%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1080000 | PA      | $1084943.85   | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     2928000 | PA      | $2852093.85   | 0.03%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3187000 | PA      | $2825982.03   | 0.02%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                          | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      485000 | PA      | $493882.97    | 0.00%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $280349.22    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | KINGDOM OF MOROCCO                                                                                                               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      855000 | PA      | $1007015.46   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4100000 | PA      | $3053168.65   | 0.03%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4760393.76   | 0.04%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $16229128.25  | 0.14%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1042000 | PA      | $1065511.89   | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5543927.68   | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2852093 | PA      | $2893782.04   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1415211.70   | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14015000 | PA      | $14114873.13  | 0.12%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3875 | PA      | $3902.11      | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                           | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3779000 | PA      | $3808665.15   | 0.03%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     3790000 | PA      | $3641128.80   | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                 | Golomt Bank                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      870000 | PA      | $900436.48    | 0.01%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer