# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-001235
**Filing Date:** 2026-2
**Character Count:** 963507
**Document Hash:** 2f416d535f84daee5b2f63a14ed5b6d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001235.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001235

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26670338

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity International Bond Index Fund (Series ID: S000066711)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000214977 | Fidelity International Bond Index Fund | FBIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity International Bond Index Fund

- **b. EDGAR series identifier (if any):** S000066711

- **c. LEI of Series:** 5493004B076DXESNQD44

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1177376096.27

**Total Liabilities:** $15680998.26

**Net Assets:** $1161695098.01

**Cash Not Reported:** $276803.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8638.33335420 | **1-Year:** 70589.08788651 | **5-Year:** 189254.59601459 | **10-Year:** 264970.16461871 | **30-Year:** 153144.44206112

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

- **3-Month:** 204.56863587 | **1-Year:** 10808.47265498 | **5-Year:** 32408.25009065 | **10-Year:** 43650.74802750 | **30-Year:** 25477.37146748

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214977 | 1.11%                | -0.21%               | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1122461.68              | $8480958.86                                |
| Month 2  | $76814.28                | $-5532804.21                               |
| Month 3  | $-889892.94              | $-8318698.20                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex USD ex EM Float Adjusted RIC Diversified Index

- **Index Identifier:** 87644778

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $336291.92    | 0.03%             | 2032-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #36 2% 3/20/42                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110000000 | PA      | $639367.98    | 0.06%             | 2042-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 3.75%/VAR 07/10/2030 REGS                                                          | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     190000 | PA      | $227959.97    | 0.02%             | 2030-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2042                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     330000 | PA      | $133348.74    | 0.01%             | 2042-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.75% 06/30/2031 REGS                                                               | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $101214.11    | 0.01%             | 2031-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5.07%/VAR 04/29/2028                                                                      | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1165929.03   | 0.10%             | 2028-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FIN GRP INC 3.556%/VAR 09/05/2032 REGS                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     220000 | PA      | $261026.01    | 0.02%             | 2032-09-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                            | TOTAL CAP INTL 3.852% 03/03/2045 REGS                                                                   | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $323056.88    | 0.03%             | 2045-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 4.123% 08/25/2032                                                        | CUSIP: 31430XFZ0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $139948.42    | 0.01%             | 2032-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                                      | GLENCORE FINANCE CANADA LTD 4.045% 10/10/2032                                                           | CUSIP: 37828KAA5<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $108019.02    | 0.01%             | 2032-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      39000 | PA      | $44985.99     | 0.00%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    6630000 | PA      | $589155.74    | 0.05%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 0.125% 10/15/2029 REGS                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     120000 | PA      | $128616.83    | 0.01%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $870277.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 6.25%/VAR 02/23/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $744547.50    | 0.06%             | 2033-02-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1.5% 05/29/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     120000 | PA      | $134255.91    | 0.01%             | 2029-05-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.125% 01/19/2032 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $102047.28    | 0.01%             | 2032-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.934%/VAR 05/03/2032                                                               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     860000 | PA      | $633139.39    | 0.05%             | 2032-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 1.375%/VAR 08/11/2031 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $116880.88    | 0.01%             | 2031-08-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2760000 | PA      | $3402426.38   | 0.29%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 0.05% 09/02/2026 REGS                                                                    | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115549.44    | 0.01%             | 2026-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.75%/VAR 06/01/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $373186.37    | 0.03%             | 2033-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.538%/VAR 07/13/2029                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $853966.70    | 0.07%             | 2029-07-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/DKK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-984.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 5.177%/VAR 04/09/2034 REGS                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $205942.01    | 0.02%             | 2034-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.875% 10/01/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $112971.57    | 0.01%             | 2031-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 3.661% 01/13/2033 REGS                                                             | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     215000 | PA      | $155300.96    | 0.01%             | 2033-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                                                               | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2060000 | PA      | $190280.03    | 0.02%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     870000 | PA      | $1008193.91   | 0.09%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                       | IBERDROLA INTL BV EUSA5+NA PERP REGS                                                                    | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |     100000 | PA      | $109801.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.973% 09/09/2032 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     310000 | PA      | $362728.70    | 0.03%             | 2032-09-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.625% 04/28/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     246000 | PA      | $252296.87    | 0.02%             | 2032-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     170000 | PA      | $184587.72    | 0.02%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.8% 09/20/2047                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10200000 | PA      | $41916.11     | 0.00%             | 2047-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 5.125%/VAR 02/22/2033 REGS                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $244011.54    | 0.02%             | 2033-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 4.875% 02/06/2038                                                                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |     140000 | PA      | $177163.02    | 0.02%             | 2038-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      80000 | PA      | $32128.56     | 0.00%             | 2071-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.375% 05/07/2029 REGS                                                   | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $107643.53    | 0.01%             | 2029-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                   | FAIRFAX FINANCIAL HLDGS LTD 4.7% 12/16/2026                                                             | CUSIP: 303901AY8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     704000 | PA      | $519165.11    | 0.04%             | 2026-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 1.5% 07/31/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     115000 | PA      | $129570.54    | 0.01%             | 2029-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 4.055% 01/24/2036 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $232954.73    | 0.02%             | 2036-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     330000 | PA      | $241955.53    | 0.02%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1110000 | PA      | $1315760.32   | 0.11%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 1.043%/VAR 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $262493.26    | 0.02%             | 2032-09-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2033                                                                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1640000 | PA      | $1193277.05   | 0.10%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.125% 10/10/2031                                                                           | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     210000 | PA      | $211549.40    | 0.02%             | 2031-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.625% 01/21/2031 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     348000 | PA      | $386425.15    | 0.03%             | 2031-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 1.45% 07/09/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113742.01    | 0.01%             | 2028-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 2.75% 01/09/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     860000 | PA      | $1010488.04   | 0.09%             | 2031-01-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUSA5+NA PERP REGS                                                                             | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |     430000 | PA      | $490622.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.625% 11/19/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113196.38    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/CAD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-44165.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.125%/VAR 06/30/2037 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118368.52    | 0.01%             | 2037-06-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2% 09/13/2036 REGS                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $97878.48     | 0.01%             | 2036-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.25% 12/21/2035 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2890000 | PA      | $1852942.33   | 0.16%             | 2035-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  177000000 | PA      | $1110939.42   | 0.10%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     288000 | PA      | $328504.41    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 4.45% 01/16/2030                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     690000 | PA      | $458528.31    | 0.04%             | 2030-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.875%/VAR 09/17/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $541540.61    | 0.05%             | 2032-09-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 4.442%/VAR 11/15/2035                                                               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $193334.45    | 0.02%             | 2035-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 06/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  232000000 | PA      | $945358.53    | 0.08%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     160000 | PA      | $182125.54    | 0.02%             | 2034-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.5% 05/09/2046                                                                    | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     110000 | PA      | $126518.82    | 0.01%             | 2046-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      20000 | PA      | $27781.73     | 0.00%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.75%/VAR 01/23/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $359703.21    | 0.03%             | 2031-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 1.102%/VAR 04/29/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     493000 | PA      | $500903.23    | 0.04%             | 2033-04-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 05/02/2046 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     170000 | PA      | $104449.07    | 0.01%             | 2046-05-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENLANDESBANK NIEDEROESTERREICH WIEN AG                                   | RAIFFEISENLANDESBANK NIEDEROES 2.375% 08/31/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $112246.88    | 0.01%             | 2032-08-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 0.375% 11/08/2026 REGS                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      23000 | PA      | $26592.99     | 0.00%             | 2026-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP 1.875% 02/20/2036                                                                          | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     405000 | PA      | $398918.16    | 0.03%             | 2036-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.3% 08/14/2028                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     210000 | PA      | $136398.87    | 0.01%             | 2028-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     137000 | PA      | $136367.74    | 0.01%             | 2034-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 06/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1986450000 | PA      | $12117801.54  | 1.04%             | 2035-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                                          | ROCHE FINANCE EUROPE BV 3.227% 05/03/2030 REGS                                                          | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     380000 | PA      | $454463.19    | 0.04%             | 2030-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 11/25/2030 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $920562.34    | 0.08%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.65% 05/20/2032                                                                    | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     410000 | PA      | $303379.99    | 0.03%             | 2032-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBANK EG                                                     | MUENCHENER HYPOTHEKENBANK EG 1.875% 08/25/2032 REGS                                                     | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $66006.60     | 0.01%             | 2032-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA 3.25% 02/04/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115314.50    | 0.01%             | 2033-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1.5% 06/14/2041 REGS                                                                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $77416.93     | 0.01%             | 2041-06-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2030                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     390000 | PA      | $231882.14    | 0.02%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.5% 03/25/2036 REGS                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     150000 | PA      | $174929.68    | 0.02%             | 2036-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                                        | AYVENS SA 4% 07/05/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $240091.81    | 0.02%             | 2027-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0% 07/15/2031 REGS                                                        | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     110000 | PA      | $110744.74    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      20000 | PA      | $26461.74     | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    4399076 | PA      | $3546983.36   | 0.31%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.95% 06/03/2035                                                          | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $154021.93    | 0.01%             | 2035-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                         | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                          | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $278793.00    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.875% 12/14/2027 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $257061.90    | 0.02%             | 2027-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.875% 07/22/2027                                                                | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |     310000 | PA      | $418236.62    | 0.04%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                     | ANHEUSER-BUSCH INBEV FIN INC 4.32% 05/15/2047                                                           | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     110000 | PA      | $72327.27     | 0.01%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.776% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     840000 | PA      | $994005.08    | 0.09%             | 2027-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/CAD settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $295414.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.6% 12/02/2055                                                                    | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2250000 | PA      | $1641926.91   | 0.14%             | 2055-12-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.638%/VAR 05/18/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     210000 | PA      | $243706.68    | 0.02%             | 2028-05-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                                                     | AUSTRALIAN CAPITAL TERRITORY 2.5% 10/22/2032 REGS                                                       | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | CORP              | AU        |     440000 | PA      | $251920.35    | 0.02%             | 2032-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 0.01% 11/19/2035 REGS   | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $83556.16     | 0.01%             | 2035-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                      | TELENOR ASA 1.125% 05/31/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |     557000 | PA      | $618140.16    | 0.05%             | 2029-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 0.832% 01/08/2027 REGS                                                            | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     140000 | PA      | $161614.63    | 0.01%             | 2027-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 0.85% 01/19/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $147013.44    | 0.01%             | 2031-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.35% 07/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     292000 | PA      | $328095.80    | 0.03%             | 2033-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT AS                                                      | SPAREBANK 1 BOLIGKREDITT AS 2.375% 02/13/2030 REGS                                                      | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     380000 | PA      | $440910.23    | 0.04%             | 2030-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                                         | JOHN DEERE FINANCIAL LTD 4.45% 06/21/2030                                                               | CUSIP: N/A<br>LEI: C4WFU2AMZQ28CSQ23X49       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $188573.22    | 0.02%             | 2030-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.375% 10/03/2028 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $330589.34    | 0.03%             | 2028-10-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.625% 02/24/2043 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110534.04    | 0.01%             | 2043-02-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 5.789%/VAR 11/18/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     170000 | PA      | $240886.38    | 0.02%             | 2033-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC                            | NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC 2.375% 05/16/2029 REGS                            | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $316323.21    | 0.03%             | 2029-05-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     490000 | PA      | $525478.58    | 0.05%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4.125%/VAR 03/08/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $240771.03    | 0.02%             | 2033-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.625% 09/23/2034 REGS                                                                | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     190000 | PA      | $242966.37    | 0.02%             | 2034-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     430000 | PA      | $303428.40    | 0.03%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #7 2.3% 5/20/32                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $6614.34      | 0.00%             | 2032-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 2.2% 06/15/2027                                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     398000 | PA      | $465380.29    | 0.04%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 3.75% 05/23/2034 REGS                                                | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116948.83    | 0.01%             | 2034-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CVBA                                                     | FLUVIUS SYSTEM OPERATOR CVBA 3.875% 05/09/2033 REGS                                                     | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $119623.57    | 0.01%             | 2033-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 4.225% 04/26/2033 REGS                                                    | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $122055.10    | 0.01%             | 2033-04-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 0.01% 04/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |    3019000 | PA      | $3255627.45   | 0.28%             | 2029-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.85% 12/01/2055 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     186000 | PA      | $142954.28    | 0.01%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     190000 | PA      | $216965.21    | 0.02%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                                                                | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     770000 | PA      | $702739.40    | 0.06%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.3%/VAR 01/23/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $281767.18    | 0.02%             | 2031-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.1% 06/01/2050                                                                    | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     231000 | PA      | $130932.54    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $915571.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $348379.78    | 0.03%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | SUNCOR ENERGY INC 3.95% 03/04/2051                                                                      | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $29931.88     | 0.00%             | 2051-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.45% 02/27/2047 REGS                                    | CUSIP: 07813ZBX1<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $19077.61     | 0.00%             | 2047-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 4.875% 06/01/2044                                                                          | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     290000 | PA      | $335276.26    | 0.03%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 2.625% 01/10/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118182.04    | 0.01%             | 2028-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 3.5% 07/17/2031 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     330000 | PA      | $389963.20    | 0.03%             | 2031-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.5% 11/12/2031 REGS                                                          | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     820000 | PA      | $849103.63    | 0.07%             | 2031-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 06/07/2028 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1880000 | PA      | $2577522.98   | 0.22%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.6% 10/01/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1730000 | PA      | $2055663.37   | 0.18%             | 2035-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2920000 | PA      | $1655992.46   | 0.14%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2630000 | PA      | $1603223.96   | 0.14%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 1.625% 01/16/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      45000 | PA      | $50012.15     | 0.00%             | 2030-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1.5% 01/16/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     335000 | PA      | $374692.03    | 0.03%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                                           | ENBRIDGE PIPELINES INC 4.13% 08/09/2046                                                                 | CUSIP: 29250ZAW8<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     406000 | PA      | $256261.54    | 0.02%             | 2046-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1617000 | PA      | $1599253.13   | 0.14%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                           | DNB NAERINGSKREDITT AS 2.625% 01/28/2030 REGS                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |     460000 | PA      | $539814.42    | 0.05%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  301400000 | PA      | $1744113.90   | 0.15%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   51800000 | PA      | $247081.77    | 0.02%             | 2040-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.01% 05/05/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      38000 | PA      | $43451.48     | 0.00%             | 2027-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.25% 10/31/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1676000 | PA      | $1847872.36   | 0.16%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.45%/VAR 02/16/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     320000 | PA      | $388743.52    | 0.03%             | 2029-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 09/15/2033 REGS                                                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     310000 | PA      | $169143.86    | 0.01%             | 2033-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      70000 | PA      | $45380.80     | 0.00%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                              | SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS                                                | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $106588.76    | 0.01%             | 2027-08-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 1.375% 07/06/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $309485.44    | 0.03%             | 2032-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 09/07/2037 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       7000 | PA      | $6971.83      | 0.00%             | 2037-09-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2699000 | PA      | $2694008.03   | 0.23%             | 2032-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 05/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      32000 | PA      | $37301.04     | 0.00%             | 2028-05-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 1% 04/13/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |     210000 | PA      | $235224.39    | 0.02%             | 2029-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.25% 04/22/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1461000 | PA      | $1521921.75   | 0.13%             | 2033-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 1.375% 12/02/2029 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     567000 | PA      | $610266.03    | 0.05%             | 2029-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVESTMENT TRUST                                              | RIOCAN REAL ESTATE INVT TR 2.361% 03/10/2027                                                            | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $318169.35    | 0.03%             | 2027-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.35% 03/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1808000 | PA      | $2121258.57   | 0.18%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.3% 06/02/2048                                                                   | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $89194.93     | 0.01%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 3.625% 10/28/2050 REGS                                                    | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |      60000 | PA      | $66711.58     | 0.01%             | 2050-10-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116720.30    | 0.01%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.45% 09/13/2038                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     140000 | PA      | $164690.55    | 0.01%             | 2038-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.75% 04/21/2027 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     370000 | PA      | $249201.04    | 0.02%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     452000 | PA      | $386482.45    | 0.03%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     600000 | PA      | $756020.45    | 0.07%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 4.968% 12/07/2026                                                               | CUSIP: 63306AHU3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $297322.24    | 0.03%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 1.7% 05/25/2050 REGS                                                        | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $350996.09    | 0.03%             | 2050-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 4.75% 09/15/2036                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      50000 | PA      | $31405.49     | 0.00%             | 2036-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                           | NYKREDIT REALKREDIT AS 3.5% 01/12/2033 REGS                                                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     120000 | PA      | $139107.20    | 0.01%             | 2033-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 3.713% 03/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $119392.09    | 0.01%             | 2032-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 4.875% 05/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $252148.28    | 0.02%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV                                                   | LONZA FINANCE INTERNATIONAL NV 3.875% 04/24/2036 REGS                                                   | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $117027.67    | 0.01%             | 2036-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.05% 08/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     213000 | PA      | $249986.43    | 0.02%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 2.75% 04/01/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $217903.39    | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS ULC                                                | BROOKFIELD RENEWABLE PARTNERS ULC 5.84% 11/05/2036                                                      | CUSIP: 05573YAB7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $63981.72     | 0.01%             | 2036-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP 5.409%/VAR 03/10/2033                                                           | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $235652.46    | 0.02%             | 2033-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.7% 06/02/2029                                                                    | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1703000 | PA      | $1231938.57   | 0.11%             | 2029-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 0.75% 06/29/2034 REGS                                                                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $560568.90    | 0.05%             | 2034-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.75% 02/14/2033 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    2470000 | PA      | $2881940.02   | 0.25%             | 2033-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   83550000 | PA      | $496590.18    | 0.04%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 1.5% 10/06/2031 REGS                                                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105026.79    | 0.01%             | 2031-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0% 11/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $218718.14    | 0.02%             | 2028-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREE AND HANSEATIC CITY OF HAMBURG                                               | FREE AND HANSEATIC CITY OF HAMBURG 1.2% 06/03/2033 REGS                                                 | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | CORP              | DE        |     390000 | PA      | $403411.14    | 0.03%             | 2033-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 1.625% 10/15/2050                                                         | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     170000 | PA      | $115068.02    | 0.01%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 4.2% 05/02/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |      90000 | PA      | $59765.40     | 0.01%             | 2028-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2038 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     390000 | PA      | $343154.76    | 0.03%             | 2038-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 1.25% 11/02/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      30000 | PA      | $33637.59     | 0.00%             | 2029-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 0.25% 03/04/2026                                                                           | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117126.81    | 0.01%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 2.25% 06/30/2029                                                                            | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     619000 | PA      | $781127.86    | 0.07%             | 2029-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                  | DOW CHEMICAL CO 1.875% 03/15/2040                                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     232000 | PA      | $191285.00    | 0.02%             | 2040-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 4.05% 06/01/2033                                                               | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     370000 | PA      | $278019.60    | 0.02%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 12/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |    1270000 | PA      | $1556150.64   | 0.13%             | 2031-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     550000 | PA      | $637502.28    | 0.05%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      30000 | PA      | $38188.81     | 0.00%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    2110000 | PA      | $2653357.63   | 0.23%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 3.75%/VAR 05/14/2036 REGS                                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116467.02    | 0.01%             | 2036-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JT INTERNATIONAL FINANCIAL SERVICES BV                                           | JT INTL FINL SERVICES BV 2.375%/VAR 04/07/2081 REGS                                                     | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $140781.56    | 0.01%             | 2081-04-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                                                | HANNOVER RUECK SA 1.75%/VAR 10/08/2040 REGS                                                             | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $108991.81    | 0.01%             | 2040-10-08      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 4%/VAR 01/15/2035 REGS                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $118978.66    | 0.01%             | 2035-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.5%/VAR 11/30/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $129194.40    | 0.01%             | 2032-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1326000 | PA      | $1455871.56   | 0.13%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC 0.5% 11/15/2031                                                                               | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     911000 | PA      | $936958.78    | 0.08%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0.5% 01/25/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     330000 | PA      | $334222.17    | 0.03%             | 2032-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 10/31/2027 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $116120.34    | 0.01%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1710000 | PA      | $1961102.56   | 0.17%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.625% 05/19/2027 REGS                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119266.31    | 0.01%             | 2027-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 5.125% 09/13/2034 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     290000 | PA      | $373491.37    | 0.03%             | 2034-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                     | ZURICH FINANCE (IRELAND) DAC 1.625% 06/17/2039 REGS                                                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $91839.07     | 0.01%             | 2039-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                                   | CNP ASSURANCES 1.25% 01/27/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $333178.41    | 0.03%             | 2029-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 4.4% 01/15/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    1010000 | PA      | $671967.73    | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.875% 09/01/2030                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     650000 | PA      | $528712.85    | 0.05%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 2.125% 11/29/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233761.34    | 0.02%             | 2027-11-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 2.237% 11/04/2026                                                               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $261237.88    | 0.02%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/AUD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2361.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                    | P3 GROUP SARL 1.625% 01/26/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |     220000 | PA      | $247283.35    | 0.02%             | 2029-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 3.25% 04/13/2027 REGS                                                            | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $265747.05    | 0.02%             | 2027-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.25% 10/24/2026 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      69000 | PA      | $79785.76     | 0.01%             | 2026-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.637%/VAR 09/09/2032 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $275676.26    | 0.02%             | 2032-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: SEK/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-185.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                                                   | LOBLAW COS LTD 3.564% 12/12/2029                                                                        | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $146426.14    | 0.01%             | 2029-12-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.5% 11/24/2028 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      40000 | PA      | $50701.46     | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 0.05% 12/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $211892.23    | 0.02%             | 2029-12-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 2.75% 03/25/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     490000 | PA      | $577214.44    | 0.05%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     200000 | PA      | $235558.03    | 0.02%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 3.375% 05/06/2037                                                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     340000 | PA      | $387557.05    | 0.03%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.95% 07/16/2032 REGS                                                     | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     360000 | PA      | $239357.09    | 0.02%             | 2032-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 04/30/2030 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     143000 | PA      | $154084.99    | 0.01%             | 2030-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                            | TOTAL CAP INTL 1.491% 04/08/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116191.28    | 0.01%             | 2027-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 3.875%/VAR 06/16/2032 REGS                                                 | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237827.47    | 0.02%             | 2032-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 01/03/2035 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116544.58    | 0.01%             | 2035-01-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 1.575%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | EP               | CORP              | ES        |     300000 | PA      | $342525.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     440000 | PA      | $566967.88    | 0.05%             | 2028-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 0.01% 11/24/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    1850000 | PA      | $2025576.54   | 0.17%             | 2028-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.112%/VAR 09/22/2033 REGS                                                                | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     220000 | PA      | $267282.79    | 0.02%             | 2033-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS (ADP)                                                         | AEROPORTS DE PARIS (ADP) 2.125% 10/02/2026 REGS                                                         | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234740.67    | 0.02%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.625% 01/10/2034 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     420000 | PA      | $481632.77    | 0.04%             | 2034-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 3.004% 01/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233991.37    | 0.02%             | 2032-01-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: HKD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-17.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 3.625% 09/29/2040 REGS                                                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     120000 | PA      | $138328.01    | 0.01%             | 2040-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     768000 | PA      | $598877.49    | 0.05%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1890000 | PA      | $999470.57    | 0.09%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 3.3% 07/17/2028 REGS                                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    1267000 | PA      | $821172.66    | 0.07%             | 2028-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.5% 07/15/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1040000 | PA      | $1167453.09   | 0.10%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 3.7% 06/14/2038 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113793.02    | 0.01%             | 2038-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2% 09/17/2035                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1550000 | PA      | $769401.83    | 0.07%             | 2035-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.2% 05/23/2033 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      37000 | PA      | $38770.09     | 0.00%             | 2033-05-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.125% 01/25/2030 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $137924.16    | 0.01%             | 2030-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 2.125% 09/24/2031 REGS                                                           | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     350000 | PA      | $413570.77    | 0.04%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     200000 | PA      | $235724.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3% 02/10/2032 REGS                                                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $174688.19    | 0.02%             | 2032-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.01% 05/15/2041 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     330000 | PA      | $225265.54    | 0.02%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 3.7% 04/02/2040 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     331000 | PA      | $370447.53    | 0.03%             | 2040-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.4% 04/30/2028 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $115414.04    | 0.01%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 06/01/2030                                                                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      16000 | PA      | $10849.93     | 0.00%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                                                   | VILLE DE PARIS 3.75% 05/25/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $113172.75    | 0.01%             | 2040-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3.375% 11/22/2032 REGS                                                           | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $236606.14    | 0.02%             | 2032-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     170000 | PA      | $340421.08    | 0.03%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                       | MARSH and MCLENNAN COS INC 1.349% 09/21/2026                                                            | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     768000 | PA      | $894771.83    | 0.08%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.75% 06/17/2030 REGS                                                              | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $116773.74    | 0.01%             | 2030-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 1.875% 09/26/2029 REGS                                                       | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     460000 | PA      | $519976.76    | 0.04%             | 2029-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 03/20/2049                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10450000 | PA      | $37671.77     | 0.00%             | 2049-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1% 03/18/2033 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      70000 | PA      | $69714.43     | 0.01%             | 2033-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.5% 06/17/2041 REGS                                                                           | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $36405.35     | 0.00%             | 2041-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 4% 02/06/2043                                                                           | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113027.28    | 0.01%             | 2043-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 4.867% 08/03/2027                                                              | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     320000 | PA      | $387123.62    | 0.03%             | 2027-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE 2.375% 06/09/2040 REGS                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |     166000 | PA      | $162164.73    | 0.01%             | 2040-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 03/20/2063                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   47600000 | PA      | $167697.01    | 0.01%             | 2063-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: AUD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2102.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 06/01/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1241000 | PA      | $1284433.32   | 0.11%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     610000 | PA      | $552093.24    | 0.05%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 3.25% 01/15/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $249324.07    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TREASURY BV                                                    | HEIMSTADEN BOSTAD TREASURY BV 1.375% 07/24/2028 REGS                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |     135000 | PA      | $151884.43    | 0.01%             | 2028-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 04/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114073.60    | 0.01%             | 2028-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.113%/VAR 04/29/2036                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     110000 | PA      | $131386.61    | 0.01%             | 2036-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 0.75%/VAR 08/02/2032 REGS                                                             | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113936.80    | 0.01%             | 2032-08-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 2.5% 06/25/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115213.87    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.68% 01/08/2029                                                                  | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $265260.76    | 0.02%             | 2029-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.75% 07/15/2027                                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     340000 | PA      | $215188.74    | 0.02%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 2.75% 06/19/2035 REGS                                                             | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |     190000 | PA      | $215699.21    | 0.02%             | 2035-06-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 3.75% 02/14/2033 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $129812.30    | 0.01%             | 2033-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.18% 07/03/2048 REGS                                                         | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      33000 | PA      | $20863.17     | 0.00%             | 2048-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     710000 | PA      | $815534.74    | 0.07%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.625% 01/20/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $815185.31    | 0.07%             | 2027-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.6% 02/26/2045                                                                     | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     160000 | PA      | $176842.83    | 0.02%             | 2045-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                                      | INVESTOR AB 1.5% 09/12/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     220000 | PA      | $241398.62    | 0.02%             | 2030-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 07/04/2041 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     162000 | PA      | $119215.11    | 0.01%             | 2041-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.25% 07/22/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $419731.32    | 0.04%             | 2030-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNATIONAL FINANCING DAC                                             | VODAFONE INTERNATIONAL FINANCING DAC 3.75% 12/02/2034 REGS                                              | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |     330000 | PA      | $389579.02    | 0.03%             | 2034-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/18/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $556797.46    | 0.05%             | 2029-02-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.9% 06/02/2033                                                                   | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $52278.32     | 0.00%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     325000 | PA      | $256360.16    | 0.02%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/NZD settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $44088.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 06/03/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $323309.06    | 0.03%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.125% 11/19/2031 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $305705.96    | 0.03%             | 2031-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 2.429% 07/14/2031 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     290000 | PA      | $324147.01    | 0.03%             | 2031-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 4% 01/19/2028                                                            | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     350000 | PA      | $231837.06    | 0.02%             | 2028-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 0.125% 10/07/2026                                                              | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |      41000 | PA      | $47464.87     | 0.00%             | 2026-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                             | VOLKSWAGEN BANK GMBH 2.5% 07/31/2026 REGS                                                               | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117541.20    | 0.01%             | 2026-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2050 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     494000 | PA      | $334802.68    | 0.03%             | 2050-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.14%/VAR 11/03/2031                                                               | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2730000 | PA      | $1975749.07   | 0.17%             | 2031-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     473000 | PA      | $535270.19    | 0.05%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 07/04/2035 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    3297000 | PA      | $2867027.99   | 0.25%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 5.5%/VAR 10/27/2047 REGS                                                                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122526.63    | 0.01%             | 2047-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 0.375% 09/30/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $188774.99    | 0.02%             | 2033-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 1.412% 07/13/2033                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $70736.92     | 0.01%             | 2033-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    1870000 | PA      | $1084167.09   | 0.09%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 1.713% 06/30/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $104306.93    | 0.01%             | 2032-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.125% 12/30/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1064000 | PA      | $1386304.89   | 0.12%             | 2026-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                                                   | VILLE DE PARIS 1.375% 11/20/2034 REGS                                                                   | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $97662.06     | 0.01%             | 2034-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.95% 09/08/2030                                                                   | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1620000 | PA      | $1171420.93   | 0.10%             | 2030-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.6% 01/15/2027 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $346198.98    | 0.03%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 11/28/2027 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113605.53    | 0.01%             | 2027-11-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       6000 | PA      | $6635.66      | 0.00%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                       | PHOENIX GROUP HOLDINGS PLC 5.867% 06/13/2029 REGS                                                       | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138867.18    | 0.01%             | 2029-06-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 0.01% 11/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     180000 | PA      | $185015.90    | 0.02%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                             | SARTORIUS FINANCE BV 4.5% 09/14/2032 REGS                                                               | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123124.58    | 0.01%             | 2032-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 04/01/2029                                                                     | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     700000 | PA      | $567779.92    | 0.05%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1140000 | PA      | $1194734.60   | 0.10%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO FS SPA                                                      | FERROVIE DELLO STATO FS SPA 1.125% 07/09/2026 REGS                                                      | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $268454.94    | 0.02%             | 2026-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 01/31/2030                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5210000 | PA      | $6158365.44   | 0.53%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                    | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS 1% 09/25/2028 REGS                                        | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $789653.64    | 0.07%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 10/10/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   16800000 | PA      | $19522747.75  | 1.68%             | 2030-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 3.625%/VAR 05/19/2032 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     170000 | PA      | $201735.61    | 0.02%             | 2032-05-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 3.19% 03/01/2028                                                                   | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $427223.00    | 0.04%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINNVERA OYJ                                                                     | FINNVERA OYJ 2.875% 08/30/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $236431.12    | 0.02%             | 2029-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.5% 04/20/2032 REGS                                                           | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106909.91    | 0.01%             | 2032-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     501000 | PA      | $511917.66    | 0.04%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2%/VAR 05/24/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $266890.19    | 0.02%             | 2031-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | REALTY INCOME CORP 1.75% 07/13/2033                                                                     | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     413000 | PA      | $443258.73    | 0.04%             | 2033-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2038                                                                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      90000 | PA      | $70376.89     | 0.01%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.75% 11/15/2027 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $114239.14    | 0.01%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 6.178%/VAR 12/07/2027 REGS                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $151033.94    | 0.01%             | 2027-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1.75% 07/01/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $67371.15     | 0.01%             | 2049-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.625% 07/21/2031 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      24000 | PA      | $25054.64     | 0.00%             | 2031-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FD AGNY                                                            | NZ LOCAL GOVT FD AGNY 5.1% 11/28/2030                                                                   | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              | NUSS              | NZ        |      50000 | PA      | $33485.95     | 0.00%             | 2030-11-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.875% 09/28/2034 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $93114.32     | 0.01%             | 2034-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.002%/VAR 10/31/2030                                                             | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $155782.76    | 0.01%             | 2030-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK GMBH                                                                 | LLOYDS BANK GMBH 2.875% 09/09/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $349442.09    | 0.03%             | 2032-09-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     974000 | PA      | $1202747.97   | 0.10%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 0.5% 06/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     982000 | PA      | $1071243.57   | 0.09%             | 2029-06-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 04/13/2042 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      60000 | PA      | $46397.25     | 0.00%             | 2042-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 2.75% 04/12/2028 REGS                                                           | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118190.05    | 0.01%             | 2028-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/CHF settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1595.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 2.125%/VAR 05/26/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $469419.37    | 0.04%             | 2031-05-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     130000 | PA      | $100619.58    | 0.01%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.5% 05/31/2027                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5260000 | PA      | $6210728.94   | 0.53%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.1% 12/03/2031 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     795000 | PA      | $972373.20    | 0.08%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 3.375%/VAR 11/24/2033 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $115855.92    | 0.01%             | 2033-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC BPISDS01+NA 07/31/2032 REGS                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $181125.25    | 0.02%             | 2032-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BOBL FUTURE MAR26 OEH6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         19 | NC      | $-9463.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.875% 07/18/2042 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     266000 | PA      | $211953.20    | 0.02%             | 2042-07-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.55% 02/25/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1820000 | PA      | $2148557.34   | 0.18%             | 2027-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 6.5% 11/01/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      50000 | PA      | $63249.44     | 0.01%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 11/20/2030                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1347000 | PA      | $775157.08    | 0.07%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | ALLIED PPTYS REAL EST INVT TR 3.113% 04/08/2027                                                         | CUSIP: 019456AE2<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $79904.72     | 0.01%             | 2027-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 3.625% 01/12/2032 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     550000 | PA      | $720968.16    | 0.06%             | 2032-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 1.875%/VAR 07/10/2042 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     253000 | PA      | $266049.71    | 0.02%             | 2042-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.875% 01/31/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     630000 | PA      | $711412.12    | 0.06%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 4.165% 11/21/2028                                                              | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     160000 | PA      | $191793.40    | 0.02%             | 2028-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.75% 05/24/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $139836.30    | 0.01%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 0.01% 04/24/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     687000 | PA      | $766633.84    | 0.07%             | 2028-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     620000 | PA      | $723263.15    | 0.06%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 2.47% 06/09/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     510000 | PA      | $362792.35    | 0.03%             | 2028-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 1.625% 10/12/2028 REGS                                               | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     110000 | PA      | $138479.70    | 0.01%             | 2028-10-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 5.75% 02/14/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $175227.32    | 0.02%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    7210000 | PA      | $8198109.85   | 0.71%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 3.625% 01/24/2029 REGS                                                            | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $239361.60    | 0.02%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 1.45% 09/18/2026                                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     430000 | PA      | $500914.31    | 0.04%             | 2026-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.25% 04/22/2036 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     380000 | PA      | $328930.02    | 0.03%             | 2036-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 2.1% 09/15/2029 144A                                                          | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $49524.02     | 0.00%             | 2029-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.15% 03/01/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2770000 | PA      | $1924073.48   | 0.17%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.7% 10/17/2048                                                               | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $43295.40     | 0.00%             | 2048-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.005% 06/20/2027                                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  230000000 | PA      | $1446515.58   | 0.12%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                                   | BRUCE POWER LP 4.7% 12/21/2027                                                                          | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     410000 | PA      | $307216.61    | 0.03%             | 2027-12-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.15% 06/26/2029                                                                | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |     120000 | PA      | $76675.31     | 0.01%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 3.02% 04/05/2029                                                                          | CUSIP: 44810ZBZ2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $21796.24     | 0.00%             | 2029-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PAC RY CO 6.45% 11/17/2039                                                                     | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $76045.55     | 0.01%             | 2039-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | MUNICH RE GROUP 1.25%/VAR 05/26/2041 REGS                                                               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $211049.51    | 0.02%             | 2041-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     560000 | PA      | $768089.08    | 0.07%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1147000 | PA      | $1218456.42   | 0.10%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 01/19/2030 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $326795.29    | 0.03%             | 2030-01-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                                         | ACTION LOGEMENT SERVICES 3.125% 09/28/2037 REGS                                                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $108795.17    | 0.01%             | 2037-09-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 11/25/2027 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     430000 | PA      | $483998.64    | 0.04%             | 2027-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     390000 | PA      | $451760.16    | 0.04%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.25% 01/15/2032 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      39000 | PA      | $39009.67     | 0.00%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                                                     | STATKRAFT AS 3.5% 06/09/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |     140000 | PA      | $165077.52    | 0.01%             | 2033-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      59000 | PA      | $51442.71     | 0.00%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.612% 07/26/2027                                                                  | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $395886.27    | 0.03%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3.25% 01/23/2037 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     290000 | PA      | $329352.79    | 0.03%             | 2037-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NV NEDERLANDSE GASUNIE                                                           | NV NEDERLANDSE GASUNIE 3.5% 04/23/2035 REGS                                                             | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |     140000 | PA      | $162747.81    | 0.01%             | 2035-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     380000 | PA      | $193695.89    | 0.02%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 06/15/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6030000 | PA      | $7132588.85   | 0.61%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-30167.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.75% 01/09/2034 REGS                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $238488.04    | 0.02%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3.5%/VAR 09/03/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $357405.00    | 0.03%             | 2030-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.1% 07/30/2031                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1100000 | PA      | $1315760.15   | 0.11%             | 2031-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.25% 12/13/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     100000 | PA      | $125106.29    | 0.01%             | 2028-12-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4300000 | PA      | $27110.53     | 0.00%             | 2033-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE 1.625% 02/28/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $343878.88    | 0.03%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 5.875% 10/25/2033 REGS                                                    | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $131773.27    | 0.01%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 1% 09/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $457716.31    | 0.04%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.971% 09/22/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $242373.25    | 0.02%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                                              | CLARION FUNDING PLC 1.25% 11/13/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $127665.98    | 0.01%             | 2032-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                       | WESSEX WATER SERVS FIN PLC 1.25% 01/12/2036 REGS                                                        | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $97231.27     | 0.01%             | 2036-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118569.44    | 0.01%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 3.375% 10/27/2036                                                            | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     486000 | PA      | $542943.40    | 0.05%             | 2036-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: SEK/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $326.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1670000 | PA      | $1767457.48   | 0.15%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 3% 03/03/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     320000 | PA      | $375683.26    | 0.03%             | 2030-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.375% 06/27/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $474086.03    | 0.04%             | 2033-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | JOHNSON CONTROLS/TYCO FI 3.125% 12/11/2033                                                              | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $113514.88    | 0.01%             | 2033-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     520000 | PA      | $398569.57    | 0.03%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 4.25% 06/17/2035 REGS                                                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $155674.23    | 0.01%             | 2035-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                     | KLEPIERRE SA 3.875% 09/23/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119409.60    | 0.01%             | 2033-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.125% 03/23/2032 REGS                                                   | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1220595.18   | 0.11%             | 2032-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.5% 02/15/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       7000 | PA      | $7956.54      | 0.00%             | 2028-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                            | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     220000 | PA      | $266910.26    | 0.02%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.75% 02/28/2039 REGS                                              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      23000 | PA      | $21480.91     | 0.00%             | 2039-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 2.907% 11/11/2030 REGS                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $342775.19    | 0.03%             | 2030-11-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 3% 07/09/2032 REGS                                                        | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $817742.31    | 0.07%             | 2032-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.875% 02/28/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $809147.06    | 0.07%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.4% 08/18/2027                                                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     260000 | PA      | $173205.62    | 0.01%             | 2027-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.85% 05/22/2034 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     102000 | PA      | $98869.31     | 0.01%             | 2034-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA 3.5%/VAR 05/27/2031 REGS                                                           | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $236715.61    | 0.02%             | 2031-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1% 06/16/2033 REGS                                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $385741.51    | 0.03%             | 2033-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.125% 05/17/2027 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     104000 | PA      | $135760.82    | 0.01%             | 2027-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.05% 09/29/2034 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1284000 | PA      | $1169676.92   | 0.10%             | 2034-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 3.75% 06/15/2029 REGS                                                        | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     260000 | PA      | $312182.48    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 0.5% 05/25/2029 REGS                                                 | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $108277.36    | 0.01%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.75%/VAR 11/29/2027 REGS                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $683816.50    | 0.06%             | 2027-11-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SGD settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8696.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/DKK settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7586.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AKTIEBOLAG                                                | KOMMUNINVEST I SVERIGE AKTIEBOLAG 1% 11/12/2026 REGS                                                    | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | CORP              | SE        |    6710000 | PA      | $722644.29    | 0.06%             | 2026-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD/AB                                                            | INTER PIPELINE LTD/AB 4.232% 06/01/2027                                                                 | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |    1253683 | PA      | $923336.91    | 0.08%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIE DE FINANCEMENT FONCIER SA                                                    | CIE DE FINANCEMENT FONCIER SA 0.01% 10/29/2035 REGS                                                     | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $581784.61    | 0.05%             | 2035-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   53650000 | PA      | $334593.24    | 0.03%             | 2028-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2176000 | PA      | $2481767.92   | 0.21%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 0.75% 09/18/2031                                                              | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     456000 | PA      | $470068.92    | 0.04%             | 2031-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 12/07/2027 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $382267.80    | 0.03%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 02/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $459101.81    | 0.04%             | 2028-02-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FIN BV                                                      | REPSOL INTERNATIONAL FIN BV 4.247%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | EP               | CORP              | NL        |     200000 | PA      | $240104.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0.7% 01/17/2042 REGS                                                      | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     297000 | PA      | $224328.59    | 0.02%             | 2042-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC 2.735% 06/15/2043 REGS                                                                       | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |     110000 | PA      | $99762.02     | 0.01%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1.9% 3/20/53                                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   42450000 | PA      | $199862.43    | 0.02%             | 2053-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.5% 05/16/2033 REGS                                                                         | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     104000 | PA      | $114777.40    | 0.01%             | 2033-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE BV 0.375% 11/14/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |     590000 | PA      | $649659.02    | 0.06%             | 2028-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.15% 06/22/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      90000 | PA      | $61404.04     | 0.01%             | 2066-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 4.45% 12/01/2054                                                                   | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     280000 | PA      | $199001.86    | 0.02%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.125%/VAR 06/30/2031 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232838.56    | 0.02%             | 2031-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     490000 | PA      | $274017.45    | 0.02%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.125% 05/12/2033                                                                  | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     430000 | PA      | $523810.92    | 0.05%             | 2033-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.375% 01/17/2033 REGS                                                              | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $195240.68    | 0.02%             | 2033-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2040 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      19000 | PA      | $23814.26     | 0.00%             | 2040-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 3% 05/21/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $349521.77    | 0.03%             | 2034-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     228000 | PA      | $229657.78    | 0.02%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 2.625% 07/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $116960.18    | 0.01%             | 2030-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 1% 03/07/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     309000 | PA      | $345822.44    | 0.03%             | 2029-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 09/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  219650000 | PA      | $1096300.86   | 0.09%             | 2042-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE EUSA5+NA PERP REGS                                                                     | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |    1020000 | PA      | $1182509.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 4.125% 01/11/2044 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $114412.77    | 0.01%             | 2044-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2053 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2348000 | PA      | $1167878.85   | 0.10%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.25% 01/09/2034                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      58000 | PA      | $59465.68     | 0.01%             | 2034-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 03/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     600000 | PA      | $752671.17    | 0.06%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.8% 06/02/2048                                                                    | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1868000 | PA      | $1021306.25   | 0.09%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25% 08/27/2031 REGS                                                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $117672.78    | 0.01%             | 2031-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.2% 06/18/2030                                                           | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2280000 | PA      | $1601218.81   | 0.14%             | 2030-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.45% 09/22/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119024.49    | 0.01%             | 2027-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 2% 12/04/2028 REGS                                                           | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $229124.93    | 0.02%             | 2028-12-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                               | CADENT FINANCE PLC 4.25% 07/05/2029 REGS                                                                | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $330526.06    | 0.03%             | 2029-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2240000 | PA      | $1619835.06   | 0.14%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.25% 05/21/2028 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2740000 | PA      | $1752654.64   | 0.15%             | 2028-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/CHF settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $32832.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 03/07/2031 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     410000 | PA      | $554455.09    | 0.05%             | 2031-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.9% 12/02/2051                                                                    | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $91267.51     | 0.01%             | 2051-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                   | FAIRFAX FINANCIAL HLDGS LTD 2.75% 03/29/2028 REGS                                                       | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $443271.14    | 0.04%             | 2028-03-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2680000 | PA      | $2596102.69   | 0.22%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 2.875% 03/25/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $351243.73    | 0.03%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC FINANCE I BV                                            | THERMO FISHER SCIENTIFIC FINANCE I BV 2% 10/18/2051                                                     | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $124451.99    | 0.01%             | 2051-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 2.625% 08/30/2027 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118165.47    | 0.01%             | 2027-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 3.375% 11/11/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117082.72    | 0.01%             | 2031-11-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1630000 | PA      | $2216686.84   | 0.19%             | 2029-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2% 11/20/2037                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     260000 | PA      | $118822.07    | 0.01%             | 2037-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 6.86%/VAR 11/09/2032 REGS                                                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     540000 | PA      | $371331.43    | 0.03%             | 2032-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25%/VAR 06/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     170000 | PA      | $200984.09    | 0.02%             | 2033-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 4.5% 05/24/2033 REGS                                                     | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     720000 | PA      | $466187.75    | 0.04%             | 2033-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.375% 06/17/2027 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $250905.14    | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC 1.875% 10/01/2049                                                          | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     106000 | PA      | $78233.65     | 0.01%             | 2049-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1414791.13  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                             | HEIMSTADEN BOSTAD AB 3.875% 11/05/2029 REGS                                                             | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |     140000 | PA      | $166260.00    | 0.01%             | 2029-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.7% 01/20/2050 REGS                                                     | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     176000 | PA      | $105686.89    | 0.01%             | 2050-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     615000 | PA      | $390683.57    | 0.03%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.75% 12/01/2053                                                                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $32742.92     | 0.00%             | 2053-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.35% 06/06/2046                                                              | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     456000 | PA      | $297560.94    | 0.03%             | 2046-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 8.45% 07/31/2050 REGS                                                                    | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |     130000 | PA      | $186476.78    | 0.02%             | 2050-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.875% 12/15/2026 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      19000 | PA      | $24959.29     | 0.00%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.1% 12/01/2051                                                                     | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $127930.36    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC 1.625% 07/01/2030                                                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     320000 | PA      | $346606.85    | 0.03%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 1.667%/VAR 06/02/2029 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     100000 | PA      | $126787.54    | 0.01%             | 2029-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2045                                                                     | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     880000 | PA      | $546968.13    | 0.05%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.375% 10/05/2054 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     660000 | PA      | $686744.57    | 0.06%             | 2054-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                                                      | KEYERA CORP 3.959% 05/29/2030                                                                           | CUSIP: 49327ZAB1<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |     761000 | PA      | $558584.15    | 0.05%             | 2030-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE STE D'ASSURANCES SUR LA VIE ET DE CAPITALISATIO N A FORME MUTUELLE   | LA MONDIALE STE DSLVED CAF MUT 0.75% 04/20/2026 REGS                                                    | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116745.71    | 0.01%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2056                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  333750000 | PA      | $955142.05    | 0.08%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $143167.54    | 0.01%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 2.625% 03/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     107000 | PA      | $125806.42    | 0.01%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 4.375% 11/06/2064                                                                          | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     190000 | PA      | $212676.02    | 0.02%             | 2064-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 3.875% 02/14/2033 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     220000 | PA      | $267678.36    | 0.02%             | 2033-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3% 07/23/2035                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     660000 | PA      | $764887.95    | 0.07%             | 2035-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.5% 08/28/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114723.68    | 0.01%             | 2028-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.875% 04/12/2034                                                                              | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     387000 | PA      | $381637.86    | 0.03%             | 2034-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.45% 02/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     190000 | PA      | $209953.24    | 0.02%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 0.75% 03/23/2032 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     170000 | PA      | $170891.16    | 0.01%             | 2032-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  362600000 | PA      | $2164835.89   | 0.19%             | 2030-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 01/27/2051 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $24413.60     | 0.00%             | 2051-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 0.495%/VAR 10/26/2029                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109983.75    | 0.01%             | 2029-10-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | MEDTRONIC INC 4.2% 10/15/2045                                                                           | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114232.30    | 0.01%             | 2045-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.925% 10/14/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $265519.85    | 0.02%             | 2030-10-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 2.1% 05/06/2026 REGS                                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     200000 | PA      | $132450.51    | 0.01%             | 2026-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 4% 07/10/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     170000 | PA      | $205590.66    | 0.02%             | 2030-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 1.25% 06/21/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $242688.27    | 0.02%             | 2029-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.755%/VAR 05/20/2029 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $251711.38    | 0.02%             | 2029-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 3.807% 07/09/2029 REGS                                                     | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     190000 | PA      | $229345.44    | 0.02%             | 2029-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 01/31/2031 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     480000 | PA      | $493665.65    | 0.04%             | 2031-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.375% 04/08/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $238175.90    | 0.02%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     355000 | PA      | $326687.42    | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.125%/VAR 01/14/2029 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $223407.82    | 0.02%             | 2029-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0% 09/09/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1352999.57   | 0.12%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1858000 | PA      | $1739939.19   | 0.15%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.625% 07/02/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106450.12    | 0.01%             | 2031-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                                  | WPC EUROBOND BV 2.25% 04/09/2026                                                                        | CUSIP: 92940NAC3<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |     870000 | PA      | $1021147.43   | 0.09%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 2.5% 05/28/2030 REGS                                                      | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     480000 | PA      | $560858.97    | 0.05%             | 2030-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 3.125% 07/01/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $576915.39    | 0.05%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.1% 02/02/2028                                                                     | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $61968.74     | 0.01%             | 2028-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.6% 05/19/2038                                                                            | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210602.42    | 0.02%             | 2038-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.125% 11/16/2038 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $231078.67    | 0.02%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     330000 | PA      | $374630.26    | 0.03%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     976000 | PA      | $1008851.10   | 0.09%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 12/18/2029 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      42000 | PA      | $44755.65     | 0.00%             | 2029-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.3% 08/08/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |      55000 | PA      | $35690.85     | 0.00%             | 2028-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 3.125% 06/22/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     500000 | PA      | $579954.15    | 0.05%             | 2032-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SEK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-377387.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 2.375% 05/22/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115099.82    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.01% 03/04/2030 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      35000 | PA      | $37177.51     | 0.00%             | 2030-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUAMDB05+NA PERP REGS                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |     100000 | PA      | $125273.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 07/22/2057 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1294000 | PA      | $820366.60    | 0.07%             | 2057-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOMES                                                          | PLACES FOR PEOPLE HOMES 3.625% 11/22/2028 REGS                                                          | CUSIP: N/A<br>LEI: 2138006VZYSUOICR2M02       | Long             | DBT              | CORP              | GB        |     190000 | PA      | $249044.05    | 0.02%             | 2028-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.05% 12/01/2048                                                                   | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     724000 | PA      | $411062.52    | 0.04%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA 1.375% 05/22/2032 REGS                                                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     241000 | PA      | $252996.05    | 0.02%             | 2032-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.125% 05/24/2028 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $186024.91    | 0.02%             | 2028-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                    | VATTENFALL AB 0.125% 02/12/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $117301.88    | 0.01%             | 2029-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  190550000 | PA      | $1115612.83   | 0.10%             | 2034-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                      | ABERTIS INFRAESTRUCTURAS SA 1.875% 03/26/2032 REGS                                                      | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $107571.65    | 0.01%             | 2032-03-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                   | SHELL INTL FIN B V 0.5% 11/08/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $314397.37    | 0.03%             | 2031-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 1.75% 01/18/2028 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $196414.64    | 0.02%             | 2028-01-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/AUD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $85.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2029                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   16594000 | PA      | $2453260.99   | 0.21%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.25% 11/18/2030 REGS                                                        | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233838.46    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 3.875%/VAR 11/20/2035 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117246.93    | 0.01%             | 2035-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   27100000 | PA      | $161968.52    | 0.01%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 3.727% 09/02/2037 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     120000 | PA      | $139707.51    | 0.01%             | 2037-09-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.95% 09/26/2078 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     270000 | PA      | $178380.21    | 0.02%             | 2078-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS                                                               | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      50000 | PA      | $54440.45     | 0.00%             | 2030-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                              | NOVO NORDISK FINANCE NETHERLANDS BV 3.375% 05/21/2034 REGS                                              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     240000 | PA      | $280234.43    | 0.02%             | 2034-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 09/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   51950000 | PA      | $271414.21    | 0.02%             | 2043-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $159.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.445%/VAR 09/25/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $237356.52    | 0.02%             | 2030-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                       | HAMBURG COMMERCIAL BANK AG 0.01% 01/19/2027 REGS                                                        | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114712.27    | 0.01%             | 2027-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.125% 07/12/2032 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $406308.06    | 0.03%             | 2032-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                                         | EUROFIMA 0.15% 10/10/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | CH        |     191000 | PA      | $171738.59    | 0.01%             | 2034-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.6% 12/15/2031 144A                                                          | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     320000 | PA      | $212753.59    | 0.02%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1.625% 01/31/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114986.49    | 0.01%             | 2028-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                                         | BHP BILLITON FINANCE LTD 3.18% 09/04/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     200000 | PA      | $233486.39    | 0.02%             | 2031-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  183300000 | PA      | $1125368.85   | 0.10%             | 2029-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5500000 | PA      | $22379.92     | 0.00%             | 2055-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 3.3% 05/02/2029 REGS                                                     | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |      40000 | PA      | $25580.06     | 0.00%             | 2029-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.875%/VAR 07/12/2028 REGS                                                     | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $260443.63    | 0.02%             | 2028-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4%/VAR 08/17/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $134703.77    | 0.01%             | 2027-08-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2048                                                                     | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     270000 | PA      | $163902.28    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $139859.95    | 0.01%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     580000 | PA      | $491631.90    | 0.04%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/EUR settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4686.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.5% 08/20/2032 144A REGS                                                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    2840000 | PA      | $1529239.74   | 0.13%             | 2032-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 0.25% 11/01/2028 REGS                                                               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     140000 | PA      | $153327.26    | 0.01%             | 2028-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2039 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      20000 | PA      | $26515.18     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 2% 12/09/2049 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $276592.05    | 0.02%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    1080000 | PA      | $1210299.00   | 0.10%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 3.875% 01/16/2029 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $265809.65    | 0.02%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/NOK settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $8552.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 12/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    6700000 | PA      | $35274.66     | 0.00%             | 2037-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 2% 02/18/2045 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     750000 | PA      | $694807.62    | 0.06%             | 2045-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CVBA                                                     | FLUVIUS SYSTEM OPERATOR CVBA 0.25% 06/14/2028 REGS                                                      | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     500000 | PA      | $553765.62    | 0.05%             | 2028-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0% 10/12/2035 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      80000 | PA      | $68899.93     | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     400000 | PA      | $339015.82    | 0.03%             | 2036-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | ILLINOIS TOOL WORKS INC 1% 06/05/2031                                                                   | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105677.37    | 0.01%             | 2031-06-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.5% 12/01/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     260000 | PA      | $294552.13    | 0.03%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  169000000 | PA      | $1059475.93   | 0.09%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.45% 12/18/2055                                                          | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     650000 | PA      | $459027.72    | 0.04%             | 2055-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                            | OP CORPORATE BANK PLC 1.375% 09/04/2026 REGS                                                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     160000 | PA      | $211972.90    | 0.02%             | 2026-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0% 01/20/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $122876.44    | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 11/17/2029                                                                             | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     240000 | PA      | $255149.37    | 0.02%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $757904.35    | 0.07%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 1.75% 05/24/2032 REGS                                                    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     490000 | PA      | $271731.71    | 0.02%             | 2032-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.5% 06/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1681250000 | PA      | $10066784.90  | 0.87%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     200000 | PA      | $291742.71    | 0.03%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                                             | AGENCE FRANCE LOCALE 3% 08/20/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $230821.30    | 0.02%             | 2032-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 0.625% 09/27/2026 REGS                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $127488.41    | 0.01%             | 2026-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 3.125% 06/03/2036 REGS                                                          | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112741.58    | 0.01%             | 2036-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 0.664% 01/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103599.07    | 0.01%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: JPY/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1790.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                                                 | RAIFFEISEN BANK INTERNATL AG 6%/VAR 09/15/2028 REGS                                                     | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $370275.39    | 0.03%             | 2028-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     360000 | PA      | $354470.88    | 0.03%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 5.25% 07/14/2031 REGS                                                            | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $813079.72    | 0.07%             | 2031-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 5.774%/VAR 07/30/2040 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $65715.29     | 0.01%             | 2040-07-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LA POSTE                                                                         | LA POSTE 1.375% 04/21/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $419553.77    | 0.04%             | 2032-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS SFH                                                             | ARKEA HOME LOANS SFH 3.072% 02/07/2034 REGS                                                             | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115314.43    | 0.01%             | 2034-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.875% 03/11/2037 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     100000 | PA      | $90258.00     | 0.01%             | 2037-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                | BLACKSTONE PROP PARTNERS EUR HOLD 1.25% 04/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     313000 | PA      | $361529.97    | 0.03%             | 2027-04-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      90000 | PA      | $109144.11    | 0.01%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.75%/VAR 05/26/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $343941.07    | 0.03%             | 2028-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  406450000 | PA      | $2559721.63   | 0.22%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.125% 08/08/2034 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     267000 | PA      | $259019.28    | 0.02%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                            | OP CORPORATE BANK PLC 0.1% 11/16/2027 REGS                                                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     130000 | PA      | $146298.38    | 0.01%             | 2027-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP CAPITAL MARKETS PLC 4.25%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | EP               | CORP              | GB        |     210000 | PA      | $280196.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 10/26/2029 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      50000 | PA      | $62060.54     | 0.01%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     960000 | PA      | $736483.74    | 0.06%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6070000 | PA      | $7246044.35   | 0.62%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.45% 06/01/2045                                                               | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $92745.08     | 0.01%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     189000 | PA      | $181347.99    | 0.02%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUXEMBOURG SA                                                     | TRATON FINANCE LUXEMBOURG SA 2.875% 08/26/2028 REGS                                                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $468454.07    | 0.04%             | 2028-08-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                                                | ENEXIS HOLDING NV 3.375% 11/13/2035 REGS                                                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115046.20    | 0.01%             | 2035-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.01% 09/11/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     400000 | PA      | $426938.69    | 0.04%             | 2029-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    2500000 | PA      | $254879.70    | 0.02%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    1040000 | PA      | $71028.66     | 0.01%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2% 07/09/2039 REGS                                                              | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     163000 | PA      | $150899.50    | 0.01%             | 2039-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.625% 11/25/2035 REGS                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     150000 | PA      | $142732.15    | 0.01%             | 2035-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                                                               | NATURGY FINANCE BV 1.5% 01/29/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $689060.12    | 0.06%             | 2028-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                                          | INVESTITIONSBANK BERLIN 0.01% 07/15/2027                                                                | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $567521.71    | 0.05%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $248156.76    | 0.02%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                                         | CCEP FINANCE IRELAND DAC 0.875% 05/06/2033 REGS                                                         | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |     210000 | PA      | $206866.10    | 0.02%             | 2033-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/GBP settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2374866.59  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS                                   | MICHELIN COMP GEN DES ESTBMTS 0.25% 11/02/2032 REGS                                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $192044.56    | 0.02%             | 2032-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 0.375% 06/23/2029 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     120000 | PA      | $129587.40    | 0.01%             | 2029-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                                               | JUNTA DE ANDALUCIA 0.5% 04/30/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     180000 | PA      | $186465.41    | 0.02%             | 2031-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.625% 11/21/2047 REGS                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $103537.31    | 0.01%             | 2047-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 3.598% 02/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $719310.53    | 0.06%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 07/22/2028                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $145426.89    | 0.01%             | 2028-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 09/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     309000 | PA      | $322633.62    | 0.03%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/CHF settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-282490.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 03/28/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    1900000 | PA      | $209142.66    | 0.02%             | 2029-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREAT WEST LIFECO INC                                                            | GREAT WEST LIFECO INC 5.998% 11/16/2039                                                                 | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $40500.42     | 0.00%             | 2039-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.875% 11/28/2034 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119086.46    | 0.01%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS                                                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     320000 | PA      | $241038.44    | 0.02%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.162% 09/15/2028 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $262539.30    | 0.02%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.5% 11/25/2039 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      72000 | PA      | $57205.68     | 0.00%             | 2039-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     440000 | PA      | $524882.12    | 0.05%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.083%/VAR 04/26/2028                                                            | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1173253.55   | 0.10%             | 2028-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LTD LONDON BRANCH                                          | WESTPAC SECURITIES NZ LTD LONDON BRH 0.01% 06/08/2028 REGS                                              | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | GB        |     998000 | PA      | $1104950.33   | 0.10%             | 2028-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                         | NORDEA MORTGAGE BANK PLC 3% 08/28/2035 REGS                                                             | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     900000 | PA      | $1037852.73   | 0.09%             | 2035-08-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    1050000 | PA      | $1079080.32   | 0.09%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 0.75% 02/18/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     108000 | PA      | $124283.59    | 0.01%             | 2027-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.5%/VAR 09/15/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $695714.15    | 0.06%             | 2027-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                               | CADENT FINANCE PLC 3.125% 03/21/2040 REGS                                                               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $98331.28     | 0.01%             | 2040-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     110000 | PA      | $119479.65    | 0.01%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0% 11/15/2031                                                                        | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     610000 | PA      | $83855.62     | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: GBP/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-20810.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.5% 01/22/2045 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    8230000 | PA      | $8930348.75   | 0.77%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3.5% 05/16/2035 REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $116983.38    | 0.01%             | 2035-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP 3.8% 03/16/2027                                                                         | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $191024.43    | 0.02%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |     216000 | PA      | $290417.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.375% 12/03/2026 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     214000 | PA      | $280136.63    | 0.02%             | 2026-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.85% 06/01/2035                                                               | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     490000 | PA      | $356744.53    | 0.03%             | 2035-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 4% 02/20/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     410000 | PA      | $499827.30    | 0.04%             | 2031-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    5110000 | PA      | $453309.72    | 0.04%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                      | BERKSHIRE HATHAWAY FIN CORP 2.375% 06/19/2039                                                           | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114857.20    | 0.01%             | 2039-06-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC 1.75% 09/19/2029 REGS                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $124167.04    | 0.01%             | 2029-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    1028000 | PA      | $1099550.06   | 0.09%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.25% 03/29/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105276.77    | 0.01%             | 2030-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 0.875% 05/24/2028                                                              | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |      87000 | PA      | $98775.85     | 0.01%             | 2028-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 3.5% 06/13/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239314.17    | 0.02%             | 2030-06-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL OF CANADA LTD                                           | GENERAL MTRS FINL CDA LTD 3.15% 02/08/2027                                                              | CUSIP: 37045YAJ3<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $145902.15    | 0.01%             | 2027-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     290000 | PA      | $290192.56    | 0.02%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTAL HOME LOAN SFH                                                   | LA BANQUE POSTAL HOME LOAN SFH 2.75% 06/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $462191.89    | 0.04%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.55% 06/03/2043                                                          | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $64021.99     | 0.01%             | 2043-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                                               | CAPITAL PWR CORP 5.378% 01/25/2027                                                                      | CUSIP: 14046ZAQ2<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $179239.97    | 0.02%             | 2027-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3.875%/VAR 08/20/2037 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116886.29    | 0.01%             | 2037-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 07/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     250000 | PA      | $306281.29    | 0.03%             | 2029-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 3.375% 08/30/2038 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      50000 | PA      | $58393.87     | 0.01%             | 2038-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD                              | ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS                           | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $139223.04    | 0.01%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.35% 11/04/2027                                                       | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000 | PA      | $202995.86    | 0.02%             | 2027-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.75% 03/27/2028 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1153753.10   | 0.10%             | 2028-03-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH EASTERN POWER NETWORKS PLC                                                 | SOUTH EASTERN POWER NETWKS PLC 1.75% 09/30/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $103712.55    | 0.01%             | 2034-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    5842000 | PA      | $3328947.71   | 0.29%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: GBP/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-532.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1% 02/27/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $693930.44    | 0.06%             | 2027-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.375% 01/15/2120 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $30598.09     | 0.00%             | 2120-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 10/18/2034 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     117000 | PA      | $111590.95    | 0.01%             | 2034-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0.6% 11/25/2029 REGS                                                     | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1518939.19   | 0.13%             | 2029-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                           | DNB NAERINGSKREDITT AS 0.01% 01/21/2031 REGS                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |     200000 | PA      | $205400.28    | 0.02%             | 2031-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   14830000 | PA      | $1427684.49   | 0.12%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | KOMMUNALBANKEN AS 0.6% 06/01/2026                                                                       | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | CORP              | NO        |     500000 | PA      | $328979.38    | 0.03%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 03/20/2057                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  184150000 | PA      | $629241.87    | 0.05%             | 2057-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.75% 06/22/2045 REGS                                                                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1370000 | PA      | $1554059.57   | 0.13%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2.85% 05/25/2037 REGS                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $216706.07    | 0.02%             | 2037-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     447000 | PA      | $511611.32    | 0.04%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GECINA SA                                                                        | GECINA SA 3.375% 08/04/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113385.48    | 0.01%             | 2035-08-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 12/01/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $760747.39    | 0.07%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 12/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   15550000 | PA      | $78339.68     | 0.01%             | 2038-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 2% 09/01/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $1073571.28   | 0.09%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | NESTLE HOLDINGS INC 1.375% 06/23/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     120000 | PA      | $129912.29    | 0.01%             | 2033-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 1.875% 07/21/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     130000 | PA      | $133323.09    | 0.01%             | 2035-07-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.55% 10/31/2032 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2490000 | PA      | $2861870.55   | 0.25%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     130000 | PA      | $122266.63    | 0.01%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 4.9% 08/06/2039                                                                    | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      90000 | PA      | $66726.09     | 0.01%             | 2039-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.875%/VAR 07/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108582.82    | 0.01%             | 2030-07-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 2.875% 02/13/2034 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1400000 | PA      | $1622032.20   | 0.14%             | 2034-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.125% 04/04/2036 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |      94000 | PA      | $90023.79     | 0.01%             | 2036-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 5.15% 10/31/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1660000 | PA      | $2100655.37   | 0.18%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     600000 | PA      | $662244.48    | 0.06%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5%/VAR 07/19/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123555.36    | 0.01%             | 2029-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1020000 | PA      | $1160671.52   | 0.10%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     458000 | PA      | $532557.77    | 0.05%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 3.2%/VAR 09/22/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     330000 | PA      | $384730.92    | 0.03%             | 2031-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 2.1% 05/25/2027 REGS                                                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $126438.91    | 0.01%             | 2027-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1% 10/01/2027                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  172950000 | PA      | $1101937.94   | 0.09%             | 2027-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 3.125% 04/07/2028 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118759.74    | 0.01%             | 2028-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                              | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 0.5% 01/27/2028 REGS                                                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $223780.72    | 0.02%             | 2028-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.5% 01/31/2029 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     500000 | PA      | $611592.55    | 0.05%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 09/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1948000 | PA      | $2244259.28   | 0.19%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 08/21/2031 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    2631000 | PA      | $1496168.03   | 0.13%             | 2031-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0.625% 07/08/2032 REGS                                                             | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $495866.77    | 0.04%             | 2032-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 2.375% 09/15/2032 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     370000 | PA      | $420504.32    | 0.04%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     520000 | PA      | $609550.58    | 0.05%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1% 12/21/2029                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     248000 | PA      | $298783.15    | 0.03%             | 2029-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NETHERLANDS BV                                             | COMPASS GROUP FINANCE NETHERLANDS BV 3% 03/08/2030 REGS                                                 | CUSIP: N/A<br>LEI: 213800YZZX39WY5G7M06       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $258828.66    | 0.02%             | 2030-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 2.75% 05/02/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     260000 | PA      | $303225.32    | 0.03%             | 2030-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 2.75% 02/02/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     330000 | PA      | $376835.54    | 0.03%             | 2034-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 01/22/2049 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     742000 | PA      | $543311.18    | 0.05%             | 2049-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 5.815%/VAR 06/04/2040 REGS                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      90000 | PA      | $59287.31     | 0.01%             | 2040-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 0.75% 03/16/2028 REGS                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     360000 | PA      | $406278.90    | 0.03%             | 2028-03-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 3.5% 03/18/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $154166.02    | 0.01%             | 2032-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2316000 | PA      | $1190225.75   | 0.10%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     840000 | PA      | $978966.61    | 0.08%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 1.35% 09/18/2039                                                              | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |     192000 | PA      | $165701.56    | 0.01%             | 2039-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                        | PROLOGIS EURO FINL LLC 4% 05/05/2034                                                                    | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     140000 | PA      | $167309.88    | 0.01%             | 2034-05-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.625% 06/12/2054 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     270000 | PA      | $296644.97    | 0.03%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 06/28/2028                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      72000 | PA      | $81498.13     | 0.01%             | 2028-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.25% 09/09/2029 REGS                                                      | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $331419.96    | 0.03%             | 2029-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | SANTANDER UK PLC 3% 03/12/2029 REGS                                                                     | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     390000 | PA      | $462922.03    | 0.04%             | 2029-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW FINANCE DAC 4% 07/11/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |     120000 | PA      | $146301.12    | 0.01%             | 2031-07-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                                               | BALDER FINLAND OYJ 1% 01/20/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |     130000 | PA      | $143122.21    | 0.01%             | 2029-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2% 08/22/2033                                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $537196.73    | 0.05%             | 2033-08-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.1% 04/30/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1410000 | PA      | $1446340.39   | 0.12%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 3.5% 11/13/2034 REGS                                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115803.74    | 0.01%             | 2034-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO 0.875% 01/24/2032                                                           | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248863.49    | 0.02%             | 2032-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.5% 01/15/2030 REGS                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $124912.45    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3% 06/01/2034                                                                      | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3210000 | PA      | $2285566.07   | 0.20%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1.125% 04/13/2033 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     265000 | PA      | $276296.89    | 0.02%             | 2033-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                     | GE AEROSPACE 2.125% 05/17/2037                                                                          | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $229235.43    | 0.02%             | 2037-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2055                                                                              | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |     220000 | PA      | $142296.24    | 0.01%             | 2055-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     690000 | PA      | $434786.21    | 0.04%             | 2044-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $128428.67    | 0.01%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 0.75% 10/25/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $556226.25    | 0.05%             | 2028-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1203000 | PA      | $1385247.12   | 0.12%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 1%/VAR 02/09/2028 REGS                                                                | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $461867.77    | 0.04%             | 2028-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.423%/VAR 10/31/2035                                                             | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $74188.46     | 0.01%             | 2035-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV 1.75% 05/07/2040 REGS                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     160000 | PA      | $140618.39    | 0.01%             | 2040-05-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.1% 03/04/2033                                                                    | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     840000 | PA      | $636044.11    | 0.05%             | 2033-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      20000 | PA      | $25453.84     | 0.00%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 2.25% 06/29/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $577942.11    | 0.05%             | 2029-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.625% 07/04/2042 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      20000 | PA      | $20673.20     | 0.00%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1666000 | PA      | $1919449.17   | 0.17%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 2.84% 03/07/2050                                                                  | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $38058.47     | 0.00%             | 2050-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                              | BOSCH (ROBERT) GMBH 4% 06/02/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119101.82    | 0.01%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                           | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC 0.125% 09/29/2031 REGS                                           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $196812.19    | 0.02%             | 2031-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.25% 02/20/2036 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     470000 | PA      | $286777.45    | 0.02%             | 2036-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   16670000 | PA      | $1755097.14   | 0.15%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.25% 07/21/2028 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     154000 | PA      | $100182.05    | 0.01%             | 2028-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.75% 06/15/2030 144A                                                         | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     730000 | PA      | $503561.98    | 0.04%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA 3.071% 09/07/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232308.61    | 0.02%             | 2032-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.25%/VAR 04/02/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $355715.91    | 0.03%             | 2029-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      23000 | PA      | $16808.90     | 0.00%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 3.125% 09/17/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118739.67    | 0.01%             | 2029-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  453900000 | PA      | $2643393.75   | 0.23%             | 2031-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS                                             | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $115654.64    | 0.01%             | 2081-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.608%/VAR 12/01/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     170000 | PA      | $198539.35    | 0.02%             | 2033-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 07/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4590000 | PA      | $5446081.49   | 0.47%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1% 09/30/2051 REGS                                                                            | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $56748.08     | 0.00%             | 2051-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1450000 | PA      | $1752664.79   | 0.15%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $468933.10    | 0.04%             | 2032-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $193146.74    | 0.02%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $129366.02    | 0.01%             | 2035-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 2.375% 05/08/2030 REGS                                                    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     630000 | PA      | $730542.34    | 0.06%             | 2030-05-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1722000 | PA      | $1392841.47   | 0.12%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2054 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     359000 | PA      | $227115.38    | 0.02%             | 2054-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 3.25% 01/17/2033                                                                           | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     399000 | PA      | $476416.99    | 0.04%             | 2033-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                             | DUKE ENERGY CORP NEW 3.1% 06/15/2028                                                                    | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     220000 | PA      | $260264.58    | 0.02%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1098000 | PA      | $970990.22    | 0.08%             | 2037-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     932000 | PA      | $590157.84    | 0.05%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON and QUADRANT HOUSING TRUST                                                | LONDON and QUADRANT HSG TRUST 2% 03/31/2032 REGS                                                        | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |     112000 | PA      | $126705.74    | 0.01%             | 2032-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/HKD settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $9.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.75% 02/07/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     160000 | PA      | $192140.52    | 0.02%             | 2028-02-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS                                               | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     220000 | PA      | $136462.37    | 0.01%             | 2052-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.55% 06/16/2048 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     178000 | PA      | $138573.57    | 0.01%             | 2048-06-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 6.034%/VAR 09/07/2033                                                              | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $46508.09     | 0.00%             | 2033-09-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3% 03/21/2047 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1798000 | PA      | $865268.50    | 0.07%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     350000 | PA      | $401535.63    | 0.03%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/GBP settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $20565.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     142000 | PA      | $154284.59    | 0.01%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 3.125% 11/02/2027 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $595273.46    | 0.05%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CAP MKTS PLC                                                     | LAND SECURITIES CAP MKTS PLC 4.75% 09/18/2033 REGS                                                      | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $189402.76    | 0.02%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  438650000 | PA      | $2364716.67   | 0.20%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2060000 | PA      | $2329374.44   | 0.20%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIE DE FINANCEMENT FONCIER SA                                                    | CIE DE FINANCEMENT FONCIER SA 0.01% 04/16/2029 REGS                                                     | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1078728.11   | 0.09%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREE AND HANSEATIC CITY OF HAMBURG                                               | FREE AND HANSEATIC CITY OF HAMBURG 0.25% 02/18/2041 REGS                                                | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $136074.45    | 0.01%             | 2041-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.875% 05/27/2030                                                                     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     100000 | PA      | $111937.80    | 0.01%             | 2030-05-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 3.5% 04/30/2033 REGS                                                               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117772.22    | 0.01%             | 2033-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.875% 12/16/2030 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     100000 | PA      | $119542.91    | 0.01%             | 2030-12-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 1.75% 07/02/2049                                                          | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     227000 | PA      | $161875.74    | 0.01%             | 2049-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 0.694%/VAR 03/22/2031 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     486000 | PA      | $515421.22    | 0.04%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     390000 | PA      | $323536.49    | 0.03%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 12/07/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     320000 | PA      | $407795.17    | 0.04%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.875% 11/29/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243081.08    | 0.02%             | 2030-11-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.05% 08/14/2050                                                          | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     227000 | PA      | $125651.31    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.7% 06/02/2035                                                                   | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     690000 | PA      | $496400.69    | 0.04%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 4.768%/VAR 08/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $175429.43    | 0.02%             | 2031-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.5% 09/01/2031                                                                     | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1966000 | PA      | $1300672.54   | 0.11%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     110000 | PA      | $108209.97    | 0.01%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BASQUE COUNTRY                                                                   | BASQUE COUNTRY 1.45% 04/30/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     370000 | PA      | $426475.98    | 0.04%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.125% 01/09/2032 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     200000 | PA      | $199643.29    | 0.02%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    2410000 | PA      | $2786604.75   | 0.24%             | 2035-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.75% 03/21/2031                                                                     | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     170000 | PA      | $180264.41    | 0.02%             | 2031-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 12/08/2050 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     144000 | PA      | $77192.60     | 0.01%             | 2050-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 2.5% 10/15/2036 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    4460000 | PA      | $469529.27    | 0.04%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   13020000 | PA      | $14976552.33  | 1.29%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 0.933% 12/04/2040 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     290000 | PA      | $215519.94    | 0.02%             | 2040-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    2800000 | PA      | $306635.74    | 0.03%             | 2030-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 09/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   83150000 | PA      | $491165.73    | 0.04%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3% 03/04/2053 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1120000 | PA      | $1096550.50   | 0.09%             | 2053-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 3.5% 01/12/2028 REGS                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     140000 | PA      | $167429.87    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                   | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 07/03/2031 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $363504.57    | 0.03%             | 2031-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 2.05% 10/07/2030                                                                      | CUSIP: 87971MBS1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $506302.44    | 0.04%             | 2030-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.25% 01/29/2040                                                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     114000 | PA      | $94115.89     | 0.01%             | 2040-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | MUNICH RE GROUP 1%/VAR 05/26/2042 REGS                                                                  | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $201945.40    | 0.02%             | 2042-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   14280000 | PA      | $6185077.63   | 0.53%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                                              | GATWICK FUNDING LTD 3.875% 06/24/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     120000 | PA      | $139200.57    | 0.01%             | 2035-06-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARREFOUR BANQUE SA                                                              | CARREFOUR BANQUE SA 4.079% 05/05/2027 REGS                                                              | CUSIP: N/A<br>LEI: 969500GVS02SJYG9S632       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119300.53    | 0.01%             | 2027-05-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3% 02/18/2026 REGS                                                                         | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $134622.73    | 0.01%             | 2026-02-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC 0.875% 02/13/2030                                                                            | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     100000 | PA      | $107582.19    | 0.01%             | 2030-02-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5.375%/VAR 11/14/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $254431.69    | 0.02%             | 2030-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                    | CASSA DEPOSITI E PRESTITI SPA 1% 02/11/2030 REGS                                                        | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $108718.53    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                                                      | ITALGAS SPA 1% 12/11/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |     210000 | PA      | $216522.57    | 0.02%             | 2031-12-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 0.625% 04/17/2030 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $534233.75    | 0.05%             | 2030-04-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                            | INTACT FINL CORP 4.653%/VAR 05/16/2034                                                                  | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $196389.68    | 0.02%             | 2034-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                      | M and G PLC 5.625%/VAR 10/20/2051 REGS                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |     104000 | PA      | $140797.95    | 0.01%             | 2051-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 3% 01/11/2033 REGS                                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    1290000 | PA      | $1517496.97   | 0.13%             | 2033-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 08/20/2031 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $207857.64    | 0.02%             | 2031-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 3.875%/VAR 02/26/2036 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116463.32    | 0.01%             | 2036-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                                | SELP FINANCE SARL 1.5% 12/20/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     260000 | PA      | $302389.24    | 0.03%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3.25% 11/09/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1308791.64   | 0.11%             | 2027-11-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE SARL                                                       | REPSOL EUROPE FINANCE SARL 3.625% 09/05/2034 REGS                                                       | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116164.56    | 0.01%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 5.625%/VAR 09/21/2028 REGS                                                            | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $137087.12    | 0.01%             | 2028-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.2% 03/05/2050                                                                   | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     256000 | PA      | $146606.46    | 0.01%             | 2050-03-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    7400000 | PA      | $8230626.98   | 0.71%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 10/04/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    2889000 | PA      | $3010748.52   | 0.26%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1373000 | PA      | $1530801.86   | 0.13%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.45% 03/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1347000 | PA      | $1306445.28   | 0.11%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREE STATE OF SAXONY                                                             | FREE STATE OF SAXONY 0.01% 12/17/2035 REGS                                                              | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     490000 | PA      | $419469.74    | 0.04%             | 2035-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                                                  | LCR FINANCE PLC 5.1% 03/07/2051                                                                         | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |      93000 | PA      | $120502.21    | 0.01%             | 2051-03-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5.25% 09/15/2038                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     410000 | PA      | $263344.79    | 0.02%             | 2038-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 6.625%/VAR 06/02/2033 REGS                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $224061.07    | 0.02%             | 2033-06-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 0.01% 03/14/2030 REGS                                                         | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     620000 | PA      | $652030.22    | 0.06%             | 2030-03-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC 5.75% 06/02/2031                                                                  | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     110000 | PA      | $149392.19    | 0.01%             | 2031-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO ARPTS AUTH                                                       | GREATER TORONTO ARPTS AUTH 2.75% 10/17/2039                                                             | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |     516000 | PA      | $306739.08    | 0.03%             | 2039-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 09/07/2039 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      13000 | PA      | $16500.67     | 0.00%             | 2039-09-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.06%/VAR 10/01/2035                                                                  | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $136626.76    | 0.01%             | 2035-10-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 12/01/2055                                                                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     680000 | PA      | $398998.07    | 0.03%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4383.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14180.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP INC 3.573% 05/28/2032 REGS                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     120000 | PA      | $141879.22    | 0.01%             | 2032-05-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     320000 | PA      | $403214.79    | 0.03%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 2.625% 08/05/2030 REGS                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     210000 | PA      | $244110.75    | 0.02%             | 2030-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.875%/VAR 02/23/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232939.45    | 0.02%             | 2028-02-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.125% 12/01/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $100411.43    | 0.01%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.875% 06/23/2039 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     198000 | PA      | $162979.66    | 0.01%             | 2039-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3520000 | PA      | $4147612.50   | 0.36%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                                               | JUNTA DE ANDALUCIA 3.25% 10/31/2033 REGS                                                                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     160000 | PA      | $188351.51    | 0.02%             | 2033-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     310000 | PA      | $262877.78    | 0.02%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 3.125% 06/15/2031                                                                      | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     174000 | PA      | $201687.45    | 0.02%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 4.375%/VAR 04/19/2030 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $245003.37    | 0.02%             | 2030-04-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 3.375% 09/20/2027 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1310823.71   | 0.11%             | 2027-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                 | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     639000 | PA      | $734328.90    | 0.06%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.5% 09/23/2029 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $322055.35    | 0.03%             | 2029-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.5% 05/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $348938.97    | 0.03%             | 2028-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 4.973%/VAR 05/31/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $160201.51    | 0.01%             | 2036-05-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.75% 01/17/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $213851.12    | 0.02%             | 2030-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     470000 | PA      | $437815.47    | 0.04%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2% 10/04/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     860000 | PA      | $1007661.21   | 0.09%             | 2027-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 4.875% 10/02/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     270000 | PA      | $335141.39    | 0.03%             | 2029-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.8% 06/02/2035                                                                   | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     570000 | PA      | $414704.23    | 0.04%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 6.625% 05/31/2033 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $205791.20    | 0.02%             | 2033-05-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 2.375% 11/14/2030 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     230000 | PA      | $261212.05    | 0.02%             | 2030-11-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK PLC                                                       | DWR CYMRU FING UK PLC 2.5% 03/31/2036 REGS                                                              | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $111738.44    | 0.01%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUXEMBOURG SA                                                     | TRATON FINANCE LUXEMBOURG SA 4.5% 11/23/2026 REGS                                                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $238725.25    | 0.02%             | 2026-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 0.75% 06/20/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     420000 | PA      | $459642.83    | 0.04%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS                                                        | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    1040000 | PA      | $1180188.49   | 0.10%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.375% 11/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $415427.55    | 0.04%             | 2028-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    2860000 | PA      | $3240638.08   | 0.28%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0.75% 01/24/2029 REGS                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    2384000 | PA      | $2662147.73   | 0.23%             | 2029-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2034                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     350000 | PA      | $183331.06    | 0.02%             | 2034-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                                                | IGM FINANCIAL INC 3.44% 01/26/2027                                                                      | CUSIP: 449586AC0<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |    1090000 | PA      | $797767.79    | 0.07%             | 2027-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 4.95% 05/10/2027                                                            | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     530000 | PA      | $355881.34    | 0.03%             | 2027-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.125% 06/20/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     578000 | PA      | $628197.70    | 0.05%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 0.75% 05/25/2036 REGS                                                                       | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $260073.29    | 0.02%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110150000 | PA      | $539941.74    | 0.05%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1990000 | PA      | $1296871.00   | 0.11%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 2.125% 11/17/2028 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |    2440000 | PA      | $2852797.79   | 0.25%             | 2028-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1630000 | PA      | $1980560.01   | 0.17%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875% 09/24/2029 REGS                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108273.79    | 0.01%             | 2029-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.25% 05/12/2036 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     226000 | PA      | $218281.38    | 0.02%             | 2036-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.06%/VAR 01/26/2032 REGS                                                         | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $247898.36    | 0.02%             | 2032-01-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 1.625% 05/26/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      37000 | PA      | $43316.72     | 0.00%             | 2026-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 4% 04/11/2031 REGS                                                              | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     290000 | PA      | $350108.64    | 0.03%             | 2031-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 2.5% 09/02/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $464796.97    | 0.04%             | 2030-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19650000 | PA      | $117105.92    | 0.01%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.25% 10/21/2027 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115321.02    | 0.01%             | 2027-10-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                               | CAISSE DES DEPOTS ET CONSIGNS 3% 05/25/2029 REGS                                                        | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $594038.21    | 0.05%             | 2029-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 3% 05/17/2027 REGS      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $118597.26    | 0.01%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227376.12    | 0.02%             | 2030-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2036                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  192500000 | PA      | $1038730.69   | 0.09%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 2.05% 06/01/2030                                                                   | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    1100000 | PA      | $768133.79    | 0.07%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 5.9% 09/21/2033                                                               | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $280269.41    | 0.02%             | 2033-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3% 06/02/2028                                                                     | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     320000 | PA      | $234253.52    | 0.02%             | 2028-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 12/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10800000 | PA      | $41543.18     | 0.00%             | 2048-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 3% 10/21/2026 REGS                                                         | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |    1842000 | PA      | $1220395.75   | 0.11%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/CAD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4072.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                       | HAMBURG COMMERCIAL BANK AG 4.875% 03/30/2027 REGS                                                       | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     270000 | PA      | $326009.81    | 0.03%             | 2027-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 3.125% 08/18/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $138895.38    | 0.01%             | 2032-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                                | TELSTRA GROUP LTD 4.9% 03/08/2028                                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |     220000 | PA      | $147446.85    | 0.01%             | 2028-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC 3.375% 02/02/2034 REGS                                                               | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     100000 | PA      | $115602.07    | 0.01%             | 2034-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                                                     | AUSTRALIAN CAPITAL TERRITORY 5.25% 10/23/2036 REGS                                                      | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | CORP              | AU        |     110000 | PA      | $71292.13     | 0.01%             | 2036-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     244000 | PA      | $123759.90    | 0.01%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 02/02/2028 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     310000 | PA      | $33005.36     | 0.00%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 0.65%/VAR 01/14/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     100000 | PA      | $115266.98    | 0.01%             | 2028-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4.625%/VAR 03/02/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $245955.70    | 0.02%             | 2030-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 3.749%/VAR 11/07/2036                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     240000 | PA      | $277478.00    | 0.02%             | 2036-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     760000 | PA      | $944516.28    | 0.08%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.5% 11/21/2034 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $124660.90    | 0.01%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.65% 02/22/2038 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     607000 | PA      | $589394.34    | 0.05%             | 2038-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 4.091% 07/16/2037 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     180000 | PA      | $214105.06    | 0.02%             | 2037-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/SGD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-52228.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.625% 10/07/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $227478.02    | 0.02%             | 2027-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     575000 | PA      | $625748.76    | 0.05%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP INC 0.632% 10/23/2029 REGS                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $226111.72    | 0.02%             | 2029-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP CAPITAL MARKETS PLC 1.637% 06/26/2029 REGS                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113267.09    | 0.01%             | 2029-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 11/15/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    2750000 | PA      | $2946231.12   | 0.25%             | 2029-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.25% 11/15/2052                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    2571000 | PA      | $196493.31    | 0.02%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                                                      | NN GROUP NV 4.625%/VAR 01/13/2048 REGS                                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     180000 | PA      | $217532.29    | 0.02%             | 2048-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    1243000 | PA      | $873321.02    | 0.08%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.35% 04/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1900000 | PA      | $2117725.92   | 0.18%             | 2030-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.125% 05/03/2032 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      47000 | PA      | $50290.03     | 0.00%             | 2032-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.9% 09/01/2030                                                                     | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     131000 | PA      | $90414.91     | 0.01%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FINANCIEROS ESPANA SAU                                             | EDP SERVICIOS FINANCIEROS ESPANA SAU 4.375% 04/04/2032 REGS                                             | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |     120000 | PA      | $148779.86    | 0.01%             | 2032-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.7% 07/06/2051 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1070000 | PA      | $614208.66    | 0.05%             | 2051-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                              | UBS AG LON BRANCH 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | GB        |     390000 | PA      | $429531.52    | 0.04%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.625%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     300000 | PA      | $357362.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.375% 06/15/2034 144A REGS                                                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     200000 | PA      | $235902.72    | 0.02%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                                | TELSTRA GROUP LTD 1.375% 03/26/2029 REGS                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |     370000 | PA      | $415958.35    | 0.04%             | 2029-03-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 3.41% 02/25/2030 REGS                                                             | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     150000 | PA      | $176180.78    | 0.02%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                                                 | ENBRIDGE GAS INC 3.65% 04/01/2050                                                                       | CUSIP: 29260ZAD8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $173972.47    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                                                 | ICCREA BANCA SPA 4% 11/08/2027 REGS                                                                     | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $169148.75    | 0.01%             | 2027-11-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC 0.4% 10/09/2032                                                                             | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     440000 | PA      | $429791.18    | 0.04%             | 2032-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 03/01/2030                                                                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $217281.33    | 0.02%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 3.6% 12/15/2027 144A                                                          | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    1910000 | PA      | $1416632.62   | 0.12%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 1.625% 03/30/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $193122.41    | 0.02%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.6% 10/22/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     180000 | PA      | $210491.40    | 0.02%             | 2030-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                                               | GRENKE FINANCE PLC 5.75% 07/06/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400ILKD2MBMANBG03       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $125103.05    | 0.01%             | 2029-07-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/DKK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $464.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/EUR settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5567.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.25% 11/20/2030                                                          | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     670000 | PA      | $382237.79    | 0.03%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: SGD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9116.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.625%/VAR 01/27/2031 REGS                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $556852.39    | 0.05%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.2% 10/31/2035 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    3640000 | PA      | $4249751.67   | 0.37%             | 2035-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 0.625% 03/25/2027 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     903000 | PA      | $1040620.92   | 0.09%             | 2027-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 4% 02/23/2043 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     150000 | PA      | $172754.40    | 0.01%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   62950000 | PA      | $330073.57    | 0.03%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3690000 | PA      | $2204424.63   | 0.19%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     460000 | PA      | $353577.44    | 0.03%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  232050000 | PA      | $1137302.77   | 0.10%             | 2045-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     580000 | PA      | $35076.71     | 0.00%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.125% 02/06/2034 REGS                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $72208.67     | 0.01%             | 2034-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     130000 | PA      | $113435.42    | 0.01%             | 2040-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 3.625%/VAR 10/01/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116361.25    | 0.01%             | 2033-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 4.125% 11/13/2045 REGS                                                                           | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $226227.18    | 0.02%             | 2045-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 5.03% 02/28/2031                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $45900.35     | 0.00%             | 2031-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 1.75% 12/09/2049 REGS                                                               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $36494.30     | 0.00%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     510000 | PA      | $605702.74    | 0.05%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                                                 | ESSILORLUXOTTICA 0.5% 06/05/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $672624.56    | 0.06%             | 2028-06-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV AMSTERDAM                                                         | EDP FINANCE BV AMSTERDAM 1.875% 09/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113408.32    | 0.01%             | 2029-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                                                     | CAPGEMINI SA 2% 04/15/2029 REGS                                                                         | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $571949.90    | 0.05%             | 2029-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     240000 | PA      | $157870.73    | 0.01%             | 2068-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP TELECOM FINANCE SA                                            | CK HUTCHISON GRP TELECOM FIN SA 1.125% 10/17/2028 REGS                                                  | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $111802.18    | 0.01%             | 2028-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.05% 09/26/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $637192.91    | 0.05%             | 2029-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 1.25% 12/07/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     544000 | PA      | $698061.30    | 0.06%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.45% 12/02/2056                                                                   | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     240000 | PA      | $171016.37    | 0.01%             | 2056-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 0.25% 12/01/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198218.33    | 0.02%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     433000 | PA      | $318252.22    | 0.03%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5250000 | PA      | $5875352.48   | 0.51%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     788000 | PA      | $553775.96    | 0.05%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.5%/VAR 07/31/2032 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $692457.28    | 0.06%             | 2032-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE PLC 5.25% 04/28/2030 REGS                                                       | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $148984.38    | 0.01%             | 2030-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 0.25% 12/15/2026 REGS                                                              | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     638000 | PA      | $832412.01    | 0.07%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMN SVCS INC 1.5% 05/21/2027                                                          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     758000 | PA      | $877258.21    | 0.08%             | 2027-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2% 12/20/2044                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  184950000 | PA      | $1027343.88   | 0.09%             | 2044-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1% 04/14/2032 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     736000 | PA      | $778700.72    | 0.07%             | 2032-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 3.838% 06/22/2048                                                          | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $73868.14     | 0.01%             | 2048-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     230000 | PA      | $234727.96    | 0.02%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/JPY settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $343795.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 0.01% 01/14/2027 REGS                                                               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     500000 | PA      | $574556.80    | 0.05%             | 2027-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.266%/VAR 06/04/2034                                                       | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     180000 | PA      | $217905.41    | 0.02%             | 2034-06-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                     | CANADIAN NATIONAL RAILWAY CO 3.6% 08/01/2047                                                            | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $138872.69    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2046                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   17900000 | PA      | $67746.65     | 0.01%             | 2046-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.25% 05/04/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     250000 | PA      | $299559.10    | 0.03%             | 2028-05-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.4% 12/01/2041                                                                            | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     260000 | PA      | $142216.69    | 0.01%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 07/16/2035 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $347817.28    | 0.03%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 0.823% 07/07/2032 REGS                                                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $139984.58    | 0.01%             | 2032-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     690000 | PA      | $548940.25    | 0.05%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY SE 0.375% 02/11/2031 REGS                                                            | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $519196.32    | 0.04%             | 2031-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.75%/VAR 05/23/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $251680.83    | 0.02%             | 2034-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 1.6% 03/15/2031 REGS                                                                     | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     200000 | PA      | $217648.78    | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/17/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     261000 | PA      | $272280.21    | 0.02%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.05% 05/19/2032                                                                           | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     370000 | PA      | $400724.60    | 0.03%             | 2032-05-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                                            | TESCO CORPORATE TREASURY SERVICES PLC 1.875% 11/02/2028 REGS                                            | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     380000 | PA      | $480461.40    | 0.04%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.75% 03/03/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206083.06    | 0.02%             | 2031-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV                                 | RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV 0.75% 05/19/2030 REGS                                  | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $428305.24    | 0.04%             | 2030-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 1% 11/29/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $95971.16     | 0.01%             | 2033-11-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625% 09/17/2030 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219902.65    | 0.02%             | 2030-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1913000 | PA      | $2094808.39   | 0.18%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 4.252%/VAR 07/05/2052 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $241186.30    | 0.02%             | 2052-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                                                | FORTISALBERTA INC 2.632% 06/08/2051                                                                     | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $24117.52     | 0.00%             | 2051-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1.75% 11/12/2026 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     240000 | PA      | $25988.73     | 0.00%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     560000 | PA      | $637759.89    | 0.05%             | 2029-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2063                                                                              | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $673372.41    | 0.06%             | 2063-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/JPY settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $70761.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 09/01/2049 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     679000 | PA      | $759259.70    | 0.07%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                          | GLAXOSMITHKLINE CAP PLC 1.625% 05/12/2035 REGS                                                          | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $141566.28    | 0.01%             | 2035-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  994000000 | PA      | $6155705.44   | 0.53%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5% 11/20/2040                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     300000 | PA      | $182492.86    | 0.02%             | 2040-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 1.75% 02/10/2038 REGS                                                | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $96922.28     | 0.01%             | 2038-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     285000 | PA      | $134104.09    | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                   | NORTHUMBRIAN WATER FINANCE PLC 5.5% 10/02/2037 REGS                                                     | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129696.54    | 0.01%             | 2037-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.5%/VAR 03/31/2032 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116789.78    | 0.01%             | 2032-03-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 08/01/2032                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    1220000 | PA      | $986212.85    | 0.08%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                           | DIGITAL DUTCH FINCO BV 1.5% 03/15/2030 REGS                                                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109496.48    | 0.01%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 3% 06/15/2028 REGS                                                                        | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    1310000 | PA      | $958961.42    | 0.08%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.75% 03/20/2034 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     840000 | PA      | $434069.27    | 0.04%             | 2034-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 3.375% 06/26/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115325.26    | 0.01%             | 2035-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 3% 11/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $234473.05    | 0.02%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.9% 04/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      82000 | PA      | $87385.05     | 0.01%             | 2031-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 04/04/2033 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1418000 | PA      | $1474187.16   | 0.13%             | 2033-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     220000 | PA      | $119051.24    | 0.01%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.75% 11/20/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237367.44    | 0.02%             | 2034-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 06/02/2049                                                                    | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1735000 | PA      | $956851.46    | 0.08%             | 2049-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING BV                                                      | DIGITAL INTREPID HOLDING BV 0.625% 07/15/2031 REGS                                                      | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |     280000 | PA      | $279290.98    | 0.02%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.875% 05/25/2037 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    5000000 | PA      | $5028851.51   | 0.43%             | 2037-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1280000 | PA      | $1561246.09   | 0.13%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2.15% 03/21/2119 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $45186.24     | 0.00%             | 2119-03-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI 0.875% 03/21/2029 REGS                                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $777565.08    | 0.07%             | 2029-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     470000 | PA      | $700177.29    | 0.06%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 3.307% 05/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116821.85    | 0.01%             | 2032-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 1.375% 07/05/2034 REGS                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     240000 | PA      | $240737.50    | 0.02%             | 2034-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     294000 | PA      | $135166.50    | 0.01%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.375% 04/19/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     400000 | PA      | $479850.54    | 0.04%             | 2028-04-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CU INC                                                                           | CU INC 3.548% 11/22/2047                                                                                | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $169137.40    | 0.01%             | 2047-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 1.5% 02/06/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      86000 | PA      | $97637.54     | 0.01%             | 2029-02-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                    | KONINKLIJKE AHOLD DELHAIZE NV 0.375% 03/18/2030 REGS                                                    | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $127589.51    | 0.01%             | 2030-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 5.426%/VAR 08/16/2032                                                           | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $180966.49    | 0.02%             | 2032-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243517.67    | 0.02%             | 2032-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC                                                                      | PSP CAP INC 1.5% 03/15/2028 REGS                                                                        | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $241075.37    | 0.02%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DAC                                                     | GLENCORE CAP FIN DAC 0.75% 03/01/2029 REGS                                                              | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     240000 | PA      | $263617.76    | 0.02%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 8.125% 01/28/2033                                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      70000 | PA      | $106439.47    | 0.01%             | 2033-01-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.125% 09/19/2035                                                            | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     220000 | PA      | $202281.30    | 0.02%             | 2035-09-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                                                 | ICCREA BANCA SPA 3.5% 06/05/2034 REGS                                                                   | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     120000 | PA      | $141828.17    | 0.01%             | 2034-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.001%/VAR 07/25/2031 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     100000 | PA      | $106904.14    | 0.01%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     809000 | PA      | $276043.79    | 0.02%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 06/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  345000000 | PA      | $1673857.89   | 0.14%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT AS                                                      | SPAREBANK 1 BOLIGKREDITT AS 0.01% 09/22/2027 REGS                                                       | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |    1151000 | PA      | $1301557.38   | 0.11%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.5% 08/21/2030 144A REGS                                                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      58000 | PA      | $36943.62     | 0.00%             | 2030-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.3% 12/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   64800000 | PA      | $332182.74    | 0.03%             | 2054-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 3.625% 01/09/2030 REGS                                                         | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     190000 | PA      | $227885.15    | 0.02%             | 2030-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1220000 | PA      | $1492384.13   | 0.13%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 0.25% 02/25/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     140000 | PA      | $140243.20    | 0.01%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.313%/VAR 05/13/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $272340.80    | 0.02%             | 2030-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 0.827% 07/30/2027 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $57513.45     | 0.00%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1336000 | PA      | $1458338.08   | 0.13%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 5.039% 05/29/2028                                                                  | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $242845.27    | 0.02%             | 2028-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                                          | SCHLUMBERGER FINANCE BV 2% 05/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |     230000 | PA      | $250231.92    | 0.02%             | 2032-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEGAL AND GENERAL GROUP PLC                                                      | LEGAL AND GENERAL GROUP PLC 5.125%/VAR 11/14/2048 REGS                                                  | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |     340000 | PA      | $462104.81    | 0.04%             | 2048-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1% 07/16/2026 REGS                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $132735.86    | 0.01%             | 2026-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 03/20/2064                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  454450000 | PA      | $2109954.72   | 0.18%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    1280000 | PA      | $1572725.22   | 0.14%             | 2033-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 06/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  136750000 | PA      | $729897.89    | 0.06%             | 2037-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.3% 05/18/2033                                                              | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120561.41    | 0.01%             | 2033-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/NZD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1950.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.802%/VAR 03/17/2029                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $67690.65     | 0.01%             | 2029-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUBORDINATED FINANCE PLC                                                | SWISS RE SUBORDINATED FINANCE PLC 3.89%/VAR 03/26/2033 REGS                                             | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118373.83    | 0.01%             | 2033-03-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.875% 07/14/2033 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     500000 | PA      | $578393.37    | 0.05%             | 2033-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 09/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1110350000 | PA      | $6401808.55   | 0.55%             | 2032-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.3% 11/04/2050 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     982000 | PA      | $504649.48    | 0.04%             | 2050-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3920000 | PA      | $1140916.13   | 0.10%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 2.25% 03/03/2032 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     230000 | PA      | $262683.80    | 0.02%             | 2032-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1% 01/14/2032 REGS                                                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202824.01    | 0.02%             | 2032-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    9020000 | PA      | $9229642.32   | 0.79%             | 2046-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 1.45% 08/01/2039                                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82996.50     | 0.01%             | 2039-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.906%/VAR 08/12/2032                                                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     620000 | PA      | $419715.10    | 0.04%             | 2032-08-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 1.5% 09/15/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    1180000 | PA      | $1273281.58   | 0.11%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2049                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5450000 | PA      | $18720.46     | 0.00%             | 2049-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.625% 10/09/2028                                                              | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     280000 | PA      | $381159.75    | 0.03%             | 2028-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS                                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     880000 | PA      | $1075094.52   | 0.09%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 0.125% 07/23/2030 REGS                                                         | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     215000 | PA      | $261592.46    | 0.02%             | 2030-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4.125%/VAR 04/04/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $241707.70    | 0.02%             | 2030-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                              | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115597.66    | 0.01%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 0.3%/VAR 05/20/2027 REGS                                                                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     240000 | PA      | $279825.18    | 0.02%             | 2027-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 1.301%/VAR 09/25/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $437625.74    | 0.04%             | 2049-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HALEON NETHERLANDS CAPITAL BV                                                    | HALEON NETHERLANDS CAPITAL BV 1.75% 03/29/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |     190000 | PA      | $212547.85    | 0.02%             | 2030-03-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 09/05/2028 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      48000 | PA      | $54195.90     | 0.00%             | 2028-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.375% 05/02/2030 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122491.38    | 0.01%             | 2030-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/SEK settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $21045.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 3.25% 09/15/2027 REGS                                            | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |     410000 | PA      | $488240.61    | 0.04%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.7% 02/25/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    4570000 | PA      | $5332639.71   | 0.46%             | 2031-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: CAD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $5326.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.625%/VAR 03/21/2028 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $361195.61    | 0.03%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  598400000 | PA      | $3501388.76   | 0.30%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 5.125% 07/22/2027 REGS                                                                | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     120000 | PA      | $164693.39    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118395.89    | 0.01%             | 2028-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 3.625% 03/10/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $140846.31    | 0.01%             | 2031-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2183000 | PA      | $2116788.03   | 0.18%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                | SYDNEY ARPT FIN CO PTY LTD 5.9% 04/19/2034 REGS                                                         | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $107690.00    | 0.01%             | 2034-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.25% 06/22/2057 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     124000 | PA      | $93537.91     | 0.01%             | 2057-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.45% 09/05/2040 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1125000 | PA      | $1000409.28   | 0.09%             | 2040-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 0.75%/VAR 02/17/2027 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117282.00    | 0.01%             | 2027-02-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                              | NOVO NORDISK FINANCE NETHERLANDS BV 4% 11/20/2045 REGS                                                  | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $147421.10    | 0.01%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    3028000 | PA      | $3182190.08   | 0.27%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.125% 05/22/2032 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235232.70    | 0.02%             | 2032-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.247% 11/25/2029 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     470000 | PA      | $557036.47    | 0.05%             | 2029-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      42000 | PA      | $54561.03     | 0.00%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2055 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      30000 | PA      | $34733.60     | 0.00%             | 2055-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE NETH BV                                                     | TOYOTA MOTOR FINANCE NETH BV 3.125% 07/11/2029 REGS                                                     | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     280000 | PA      | $331233.47    | 0.03%             | 2029-07-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     225000 | PA      | $258021.04    | 0.02%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                         | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 11/02/2033 REGS                                         | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115505.12    | 0.01%             | 2033-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD 0.943% 01/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     120000 | PA      | $132907.09    | 0.01%             | 2029-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 01/10/2031 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $133338.66    | 0.01%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     124000 | PA      | $98356.94     | 0.01%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 4.6% 02/16/2026                                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     300000 | PA      | $200323.29    | 0.02%             | 2026-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                     | NEXTERA ENERGY CAP HLDGS INC 4.67% 06/12/2035                                                           | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74072.78     | 0.01%             | 2035-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 0.05% 04/21/2028 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     550000 | PA      | $612394.54    | 0.05%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GECINA SA                                                                        | GECINA SA 1.375% 01/26/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $229531.58    | 0.02%             | 2028-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.5%/VAR 02/09/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $449279.73    | 0.04%             | 2029-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/15/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     442000 | PA      | $488476.76    | 0.04%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.35% 02/28/2030 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $201698.32    | 0.02%             | 2030-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 4.5% 11/12/2040 REGS                                                                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115666.71    | 0.01%             | 2040-11-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.5% 06/12/2040 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     160000 | PA      | $143873.11    | 0.01%             | 2040-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.25% 10/24/2041 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $227381.45    | 0.02%             | 2041-10-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2035 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1160000 | PA      | $1311184.51   | 0.11%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 04/15/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     260000 | PA      | $231256.96    | 0.02%             | 2036-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.875% 02/15/2029                                                               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |     130000 | PA      | $175104.37    | 0.02%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1190000 | PA      | $1413446.23   | 0.12%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA 3.25%/VAR 03/12/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     260000 | PA      | $306257.00    | 0.03%             | 2030-03-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 7.199%/VAR 11/15/2038                                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $72225.96     | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 1.375% 09/04/2028 REGS                                                          | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $796813.03    | 0.07%             | 2028-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 4.125% 05/29/2028                                                                   | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     260000 | PA      | $314642.31    | 0.03%             | 2028-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NOK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33576.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 3.1% 03/20/2065                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1252850000 | PA      | $7332099.87   | 0.63%             | 2065-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.1% 10/04/2040 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     946000 | PA      | $671835.12    | 0.06%             | 2040-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.58%/VAR 05/10/2032 REGS                                                             | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $36174.03     | 0.00%             | 2032-05-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.4% 05/31/2028                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $58940.98     | 0.01%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP 1% 12/03/2031                                                                              | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206806.94    | 0.02%             | 2031-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.375%/VAR 12/29/2031 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $348819.96    | 0.03%             | 2031-12-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 04/20/2029 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    2690000 | PA      | $1718733.10   | 0.15%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  193650000 | PA      | $1010975.64   | 0.09%             | 2042-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.375% 10/20/2028 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $489838.64    | 0.04%             | 2028-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     190000 | PA      | $130581.38    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 2% 03/08/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      17000 | PA      | $13388.13     | 0.00%             | 2049-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     172000 | PA      | $134416.97    | 0.01%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | KOMMUNALBANKEN AS 0.05% 10/24/2029 REGS                                                                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | CORP              | NO        |     500000 | PA      | $531648.38    | 0.05%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     110000 | PA      | $135314.50    | 0.01%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     730000 | PA      | $898163.07    | 0.08%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                    | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS 3.25% 05/28/2027 REGS                                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $238226.60    | 0.02%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.75% 02/23/2032                                                                   | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $134493.54    | 0.01%             | 2032-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                         | GRAND CITY PROPERTIES SA 1.375% 08/03/2026 REGS                                                         | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $467544.87    | 0.04%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                                              | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                                                              | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     380000 | PA      | $393987.21    | 0.03%             | 2030-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 1.5% 09/25/2028 REGS                                                            | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113561.67    | 0.01%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 4.506%/VAR 01/31/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     170000 | PA      | $209362.57    | 0.02%             | 2033-01-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     390000 | PA      | $469814.64    | 0.04%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC 3.907% 04/13/2029                                                                     | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     210000 | PA      | $254144.83    | 0.02%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.5% 12/01/2057                                                                    | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     570000 | PA      | $388696.69    | 0.03%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1950000 | PA      | $2043812.16   | 0.18%             | 2056-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.75% 11/25/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $536302.60    | 0.05%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                     | NEXTERA ENERGY CAP HLDGS INC 0%/VAR 05/15/2056                                                          | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     120000 | PA      | $140474.01    | 0.01%             | 2056-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE BV 3.5% 08/29/2028 REGS                                                                | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |     680000 | PA      | $815804.57    | 0.07%             | 2028-08-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4.875% 10/23/2029 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $136450.54    | 0.01%             | 2029-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 2.4% 01/25/2027                                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $326948.11    | 0.03%             | 2027-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 1.375% 07/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $173526.67    | 0.01%             | 2027-07-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     550000 | PA      | $698108.22    | 0.06%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1750000 | PA      | $585265.17    | 0.05%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      89000 | PA      | $83105.51     | 0.01%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 3% 08/05/2031 REGS                                                                       | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     280000 | PA      | $328571.07    | 0.03%             | 2031-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 5% 10/19/2046                                                                             | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $209528.25    | 0.02%             | 2046-10-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 0.75%/VAR 06/09/2029 REGS                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     270000 | PA      | $302196.15    | 0.03%             | 2029-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     116000 | PA      | $108980.72    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 5.95% 09/08/2053                                                                      | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $135131.76    | 0.01%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 0% 01/15/2027                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |    1828000 | PA      | $2102576.30   | 0.18%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1510000 | PA      | $531229.05    | 0.05%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                                                     | CAPGEMINI SA 1.125% 06/23/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107897.02    | 0.01%             | 2030-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                                                | UPJOHN FINANCE BV 1.362% 06/23/2027 REGS                                                                | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |     460000 | PA      | $530899.83    | 0.05%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 0.5%/VAR 03/24/2027 REGS                                                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $117048.59    | 0.01%             | 2027-03-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/01/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $216249.58    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 0.375% 04/15/2027 REGS                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $227979.76    | 0.02%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                                         | HERA SPA 0.875% 07/05/2027 REGS                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |     190000 | PA      | $217933.74    | 0.02%             | 2027-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4% 01/18/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121271.86    | 0.01%             | 2033-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 0.75% 10/04/2041 REGS                                                    | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |     748000 | PA      | $565897.23    | 0.05%             | 2041-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 3.375% 04/06/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      32000 | PA      | $37964.42     | 0.00%             | 2028-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    7240000 | PA      | $7916810.54   | 0.68%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                                          | ROYAL SCHIPHOL GROUP NV 2% 04/06/2029 REGS                                                              | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |     117000 | PA      | $134079.13    | 0.01%             | 2029-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 0.577%/VAR 08/09/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $332266.14    | 0.03%             | 2029-08-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS                                                               | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     584000 | PA      | $686766.34    | 0.06%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     350000 | PA      | $440361.07    | 0.04%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 2.516% 06/18/2029 REGS                                                              | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     270000 | PA      | $316059.88    | 0.03%             | 2029-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 4.5% 07/11/2035 REGS                                                               | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     160000 | PA      | $197780.74    | 0.02%             | 2035-07-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.15% 08/24/2034                                         | CUSIP: 07813ZCR3<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     590000 | PA      | $451865.98    | 0.04%             | 2034-08-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     273000 | PA      | $324962.02    | 0.03%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2% 06/01/2032                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5230000 | PA      | $3556105.45   | 0.31%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.3% 09/01/2029                                                                            | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $99298.97     | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.631% 12/13/2029 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     520000 | PA      | $623822.37    | 0.05%             | 2029-12-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/DKK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-72713.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.347% 08/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     130000 | PA      | $151344.61    | 0.01%             | 2029-08-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2430000 | PA      | $222484.82    | 0.02%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 2.25% 12/19/2039 REGS                                                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $90703.76     | 0.01%             | 2039-12-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                      | INFORMA PLC 1.25% 04/22/2028 REGS                                                                       | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $283788.37    | 0.02%             | 2028-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA 1.875% 01/06/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221405.33    | 0.02%             | 2031-01-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 5.754%/VAR 04/03/2034 REGS                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $270546.36    | 0.02%             | 2034-04-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 07/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     340000 | PA      | $415013.94    | 0.04%             | 2031-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 03/01/2048 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       1000 | PA      | $1054.52      | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 3.55% 06/18/2033                                                          | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     970000 | PA      | $707152.37    | 0.06%             | 2033-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/SGD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1723.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   73150000 | PA      | $343184.83    | 0.03%             | 2040-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP 0.835% 06/26/2032                                                                      | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     160000 | PA      | $161960.95    | 0.01%             | 2032-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3.125% 07/05/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     390000 | PA      | $465963.30    | 0.04%             | 2028-07-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     515000 | PA      | $504381.89    | 0.04%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 4.25% 01/11/2043 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113678.20    | 0.01%             | 2043-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $400533.75    | 0.03%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG HOLSTEIN                                                          | LAND SCHLESWIG HOLSTEIN 2.875% 04/10/2035 REGS                                                          | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     230000 | PA      | $264116.19    | 0.02%             | 2035-04-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 0.2% 02/11/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $335499.65    | 0.03%             | 2028-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                                                | ENEXIS HOLDING NV 0.75% 07/02/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $103558.62    | 0.01%             | 2031-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                            | TENNET NETHERLANDS BV 0.875% 06/16/2035 REGS                                                            | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |     574000 | PA      | $544482.44    | 0.05%             | 2035-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 3.732% 10/18/2035 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115835.94    | 0.01%             | 2035-10-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                                                | STEDIN HOLDING NV 0% 11/16/2026 REGS                                                                    | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |     117000 | PA      | $134739.22    | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 3.064% 02/01/2034 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $469671.43    | 0.04%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                                             | AGENCE FRANCE LOCALE 3.125% 03/20/2034 REGS                                                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $114111.97    | 0.01%             | 2034-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.25% 07/15/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    5450000 | PA      | $6477214.71   | 0.56%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 2.75% 02/14/2033                                                                            | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     340000 | PA      | $393547.04    | 0.03%             | 2033-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 2.25% 06/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $307859.20    | 0.03%             | 2028-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4.625%/VAR 11/01/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     200000 | PA      | $246265.95    | 0.02%             | 2029-11-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.01% 06/18/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     540000 | PA      | $546211.68    | 0.05%             | 2031-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     530000 | PA      | $618661.69    | 0.05%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 0.375% 01/20/2032 REGS                                                       | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $200111.49    | 0.02%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                                               | BALDER FINLAND OYJ 1% 01/18/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |     260000 | PA      | $300655.64    | 0.03%             | 2027-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.875% 06/06/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $141048.28    | 0.01%             | 2031-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     530000 | PA      | $652412.39    | 0.06%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX CANADA FINANCING LTD                                                     | EQUINIX CANADA FINANCING LTD 4% 11/15/2032                                                              | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $150775.27    | 0.01%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE MAR26 G H6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          7 | NC      | $5232.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 4% 03/13/2032 REGS                                                          | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     330000 | PA      | $401916.99    | 0.03%             | 2032-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 4.9%/VAR 04/02/2027                                                        | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $615190.22    | 0.05%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 3.875% 02/19/2034 REGS                                                                         | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118892.63    | 0.01%             | 2034-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4520000 | PA      | $3497272.61   | 0.30%             | 2045-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 2.375% 06/30/2027 REGS                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     160000 | PA      | $187987.72    | 0.02%             | 2027-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 1.25% 12/17/2026 REGS                                                          | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     290000 | PA      | $382011.09    | 0.03%             | 2026-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     930000 | PA      | $560055.43    | 0.05%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 0.25% 06/14/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     120000 | PA      | $130913.63    | 0.01%             | 2029-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 3.6% 09/15/2035                                                               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    1560000 | PA      | $1136400.13   | 0.10%             | 2035-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.75% 03/22/2029 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $225782.28    | 0.02%             | 2029-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE CORP PLC                                                       | PENSION INSURANCE CORP PLC 5.625% 09/20/2030 REGS                                                       | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136485.36    | 0.01%             | 2030-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 4.125% 03/25/2044 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     110000 | PA      | $127199.05    | 0.01%             | 2044-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.75% 02/20/2037 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    1910000 | PA      | $1197561.11   | 0.10%             | 2037-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CAP MKTS PLC                                                     | LAND SECURITIES CAP MKTS PLC 2.375% 03/29/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $210845.35    | 0.02%             | 2029-03-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 06/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19800000 | PA      | $77387.36     | 0.01%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 3.215% 04/08/2030                                                          | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $72154.58     | 0.01%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.25% 11/19/2027                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     952000 | PA      | $601550.09    | 0.05%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 6.124%/VAR 07/25/2039                                                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $107633.41    | 0.01%             | 2039-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.95% 06/18/2050                                                          | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     924000 | PA      | $506251.42    | 0.04%             | 2050-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 0.664% 02/03/2030 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $320996.15    | 0.03%             | 2030-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.375%/VAR 02/13/2031 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $234983.87    | 0.02%             | 2031-02-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25% 11/16/2032 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123556.81    | 0.01%             | 2032-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 0% 04/09/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |      33000 | PA      | $37773.55     | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     540000 | PA      | $621955.46    | 0.05%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    5270000 | PA      | $563806.71    | 0.05%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  144250000 | PA      | $694571.49    | 0.06%             | 2039-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2% 06/15/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     590000 | PA      | $656339.77    | 0.06%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 3.202% 05/06/2036 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $467229.08    | 0.04%             | 2036-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 1.75% 11/25/2027 REGS                                                    | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $581147.04    | 0.05%             | 2027-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.7% 04/30/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     140000 | PA      | $144381.71    | 0.01%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.625% 04/08/2034 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117605.74    | 0.01%             | 2034-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1910000 | PA      | $1196069.79   | 0.10%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 4.75% 10/14/2031 REGS                                                     | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     230000 | PA      | $318860.59    | 0.03%             | 2031-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.75%/VAR 08/23/2033 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $124276.40    | 0.01%             | 2033-08-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 06/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1740000 | PA      | $2063589.04   | 0.18%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 0.875% 03/31/2028 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $226561.38    | 0.02%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     260000 | PA      | $369060.83    | 0.03%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                                               | JOHN DEERE BANK SA 3.3% 10/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: RUOKPID0PZ0UWJYU9J61       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $238613.95    | 0.02%             | 2029-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 3.25%/VAR 02/12/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     250000 | PA      | $286805.70    | 0.02%             | 2034-02-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.125%/VAR 01/25/2035 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123470.98    | 0.01%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 03/20/2037                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   22050000 | PA      | $119908.14    | 0.01%             | 2037-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 4.416% 05/20/2033 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $123391.30    | 0.01%             | 2033-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: CAD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-298840.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3% 01/10/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $352785.65    | 0.03%             | 2031-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 1.2% 02/11/2040                                                                         | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     272000 | PA      | $220042.09    | 0.02%             | 2040-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.25% 04/05/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $352683.40    | 0.03%             | 2033-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 09/01/2030                                                                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    8150000 | PA      | $5883205.06   | 0.51%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 1.75% 11/11/2026 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     210000 | PA      | $245662.26    | 0.02%             | 2026-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.6% 06/18/2057                                                           | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $50724.40     | 0.00%             | 2057-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.1% 03/01/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1208000 | PA      | $1307347.95   | 0.11%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG 2.375% 04/09/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $86193.05     | 0.01%             | 2032-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 2.125% 03/10/2028                                                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     200000 | PA      | $231004.36    | 0.02%             | 2028-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $423915.99    | 0.04%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-947876.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 12/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  163750000 | PA      | $979531.09    | 0.08%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.26% 01/07/2027                                                                  | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4540000 | PA      | $3292334.04   | 0.28%             | 2027-01-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 3.95% 03/22/2044 REGS                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     130000 | PA      | $144917.61    | 0.01%             | 2044-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    3250000 | PA      | $4328171.07   | 0.37%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 3.15% 10/18/2055 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     120000 | PA      | $125625.17    | 0.01%             | 2055-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.75% 02/20/2028 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      99000 | PA      | $112245.75    | 0.01%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KERING SA                                                                        | KERING SA 5% 11/23/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $135269.26    | 0.01%             | 2032-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    4448090 | NS      | $4448979.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 3% 03/20/2054 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     510000 | PA      | $506418.87    | 0.04%             | 2054-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2033                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3120000 | PA      | $479461.82    | 0.04%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     380000 | PA      | $382018.53    | 0.03%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 05/13/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $325387.23    | 0.03%             | 2031-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   11950000 | PA      | $1226138.92   | 0.11%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.75% 06/18/2052                                                          | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $72781.77     | 0.01%             | 2052-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.3% 05/15/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     570000 | PA      | $602174.24    | 0.05%             | 2033-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2035                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    4640000 | PA      | $698600.84    | 0.06%             | 2035-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 1.125% 01/17/2030                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $106531.88    | 0.01%             | 2030-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 4.196%/VAR 03/04/2032 REGS                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $146085.92    | 0.01%             | 2032-03-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 02/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $670294.02    | 0.06%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.25% 09/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     639000 | PA      | $665490.35    | 0.06%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 0.4% 05/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $305856.51    | 0.03%             | 2031-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 3.625% 04/10/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     120000 | PA      | $148722.52    | 0.01%             | 2031-04-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | SMURFIT KAPPA TREASURY 1% 09/22/2033 REGS                                                               | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $96877.00     | 0.01%             | 2033-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.5% 11/15/2031                                                                    | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     150000 | PA      | $186709.97    | 0.02%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW CDA INC                                                                      | BMW CDA INC 3.7% 09/05/2029                                                                             | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $263890.71    | 0.02%             | 2029-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                                                | DIAGEO CAPITAL BV 1.5% 06/08/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |     240000 | PA      | $270231.07    | 0.02%             | 2029-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA 0.875% 11/04/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |     330000 | PA      | $371493.33    | 0.03%             | 2027-11-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS (ADP)                                                         | AEROPORTS DE PARIS (ADP) 1% 01/05/2029 REGS                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $669486.33    | 0.06%             | 2029-01-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                            | PROCTER and GAMBLE CO 3.25% 08/02/2031                                                                  | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     240000 | PA      | $286533.79    | 0.02%             | 2031-08-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2131798.90  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                                              | NOVARTIS FINANCE SA 1.375% 08/14/2030 REGS                                                              | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |     340000 | PA      | $376041.30    | 0.03%             | 2030-08-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 5.36% 05/20/2036                                                                          | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $39638.04     | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 1.69% 01/16/2031                                                                          | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     417000 | PA      | $283726.52    | 0.02%             | 2031-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                      | PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032                                            | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $258843.49    | 0.02%             | 2032-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 0.05% 06/04/2029 REGS                                                                           | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $429526.18    | 0.04%             | 2029-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 3% 12/11/2032 REGS                                                        | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232636.92    | 0.02%             | 2032-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                                             | WOOLWORTHS GROUP LTD 5.91% 11/29/2034 REGS                                                              | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $100740.15    | 0.01%             | 2034-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC FINANCE I BV                                            | THERMO FISHER SCIENTIFIC FINANCE I BV 1.625% 10/18/2041                                                 | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     150000 | PA      | $125904.28    | 0.01%             | 2041-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 0.625% 07/19/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $53950.81     | 0.00%             | 2029-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.375% 04/20/2028 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111526.48    | 0.01%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 3.375%/VAR 07/06/2047 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118045.08    | 0.01%             | 2047-07-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 3.25% 09/24/2029 REGS                                                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     230000 | PA      | $272348.02    | 0.02%             | 2029-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     166000 | PA      | $168100.90    | 0.01%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 3% 05/31/2034 REGS                                                                       | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     130000 | PA      | $145785.26    | 0.01%             | 2034-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COENTREPRISE DE TRANSPORT D'ELECTRICITE SA                                       | COENTREPRISE DE TRANSPORT D'ELECTRICITE SA 1.5% 07/29/2028 REGS                                         | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113811.05    | 0.01%             | 2028-07-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/NZD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-86.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  171100000 | PA      | $741975.85    | 0.06%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 09/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   56150000 | PA      | $268071.08    | 0.02%             | 2039-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.2% 10/18/2030 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      86000 | PA      | $90507.70     | 0.01%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 3% 04/25/2033 REGS                                                              | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115634.56    | 0.01%             | 2033-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.189%/VAR 05/28/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     370000 | PA      | $244783.65    | 0.02%             | 2031-05-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2% 03/17/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      23000 | PA      | $26665.28     | 0.00%             | 2028-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                                              | CLARION FUNDING PLC 1.875% 01/22/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $162493.65    | 0.01%             | 2035-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                        | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     310000 | PA      | $356505.61    | 0.03%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     720000 | PA      | $791749.64    | 0.07%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                   | AIR PRODUCTS and CHEMICALS INC 0.5% 05/05/2028                                                          | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1369169.17   | 0.12%             | 2028-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 7.375% 07/31/2050 REGS                                                                   | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |     120000 | PA      | $171841.98    | 0.01%             | 2050-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                        | EXPORT DEVELOPMENT CANADA 0.5% 02/25/2027 REGS                                                          | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     330000 | PA      | $380502.41    | 0.03%             | 2027-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                          | CARLSBERG BREWERIES A/S 3.5% 02/28/2035 REGS                                                            | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |     160000 | PA      | $184330.10    | 0.02%             | 2035-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.75% 02/26/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $118254.50    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 4.625% 06/07/2032 REGS                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125472.47    | 0.01%             | 2032-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 0.01% 02/01/2028 REGS                                                                    | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111761.44    | 0.01%             | 2028-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE NETH BV                                                     | TOYOTA MOTOR FINANCE NETH BV 3.5% 01/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $358482.41    | 0.03%             | 2028-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA 2.875% 06/12/2029 REGS                                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234392.94    | 0.02%             | 2029-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 06/17/2027                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     215000 | PA      | $245232.80    | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.375% 04/11/2028 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    2010000 | PA      | $2368116.44   | 0.20%             | 2028-04-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                                              | NESTLE CAPITAL CORP 4.55% 03/13/2030 REGS                                                               | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1148578.49   | 0.10%             | 2030-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.25% 05/03/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     400000 | PA      | $393426.50    | 0.03%             | 2034-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                     | CARREFOUR SA 3.75% 10/10/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241280.28    | 0.02%             | 2030-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 4.25% 03/19/2029                                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    1060000 | PA      | $703953.08    | 0.06%             | 2029-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.25% 03/20/2036 REGS                                                               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     180000 | PA      | $205589.84    | 0.02%             | 2036-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.25% 07/13/2031 REGS                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111477.22    | 0.01%             | 2031-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HOLDINGS PLC 7.098%/VAR 11/16/2027 REGS                                              | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $151922.36    | 0.01%             | 2027-11-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 1.5% 01/20/2041 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     340000 | PA      | $261719.87    | 0.02%             | 2041-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 10/10/2027 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     150000 | PA      | $173459.52    | 0.01%             | 2027-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 0.375%/VAR 05/10/2027 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     140000 | PA      | $163398.66    | 0.01%             | 2027-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 2% 07/17/2030 REGS                                                        | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220777.51    | 0.02%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  277200000 | PA      | $1678507.58   | 0.14%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                                               | SEGRO CAPITAL SARL 1.25% 03/23/2026 REGS                                                                | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |     160000 | PA      | $187443.34    | 0.02%             | 2026-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.625% 10/16/2026 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     466000 | PA      | $541713.68    | 0.05%             | 2026-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.1% 02/01/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     130000 | PA      | $160092.44    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.5% 10/22/2029                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     424000 | PA      | $262993.83    | 0.02%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE NETHERLANDS BV                                                  | UNILEVER FIN NETHERLANDS BV 3.5% 02/15/2037 REGS                                                        | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     270000 | PA      | $311944.71    | 0.03%             | 2037-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  149000000 | PA      | $714884.19    | 0.06%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0% 10/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      85000 | PA      | $96080.12     | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    1602000 | PA      | $2021491.01   | 0.17%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2541000 | PA      | $2266214.44   | 0.20%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 04/09/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     725000 | PA      | $769058.83    | 0.07%             | 2030-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.625%/VAR 02/07/2029 REGS                                                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $243461.53    | 0.02%             | 2029-02-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS SFH                                                             | ARKEA HOME LOANS SFH 3.25% 08/01/2033 REGS                                                              | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117127.40    | 0.01%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                                                 | RAIFFEISEN BANK INTERNATL AG 4.75%/VAR 01/26/2027 REGS                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     200000 | PA      | $235344.46    | 0.02%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875%/VAR 09/22/2028 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $570178.23    | 0.05%             | 2028-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2530000 | PA      | $2914252.28   | 0.25%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    1129000 | PA      | $1273960.30   | 0.11%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 4.771%/VAR 02/16/2029 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $146896.42    | 0.01%             | 2029-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 2.9% 12/09/2030                                                               | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     968000 | PA      | $683026.95    | 0.06%             | 2030-12-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.104% 09/15/2039 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     160000 | PA      | $131336.03    | 0.01%             | 2039-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 3% 04/20/2032 REGS                                                          | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $353363.57    | 0.03%             | 2032-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1430000 | PA      | $1641945.86   | 0.14%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL BV                                                       | MSD NETHERLANDS CAPITAL BV 3.25% 05/30/2032                                                             | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $200108.77    | 0.02%             | 2032-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    5780000 | PA      | $6921040.15   | 0.60%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 4.4% 12/01/2055                                                                     | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     260000 | PA      | $180683.28    | 0.02%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      57000 | PA      | $58558.84     | 0.01%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     962000 | PA      | $366640.18    | 0.03%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN ANHALT                                                              | LAND SACHSEN ANHALT 3.15% 02/06/2054                                                                    | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $50586.48     | 0.00%             | 2054-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 4% 10/12/2055 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1870000 | PA      | $2167373.71   | 0.19%             | 2055-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2043 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    9170000 | PA      | $8649474.18   | 0.74%             | 2043-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                                         | ACTION LOGEMENT SERVICES 0.375% 10/05/2031 REGS                                                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $602187.77    | 0.05%             | 2031-10-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD                           | NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD 4.35% 01/10/2039                                 | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     591000 | PA      | $415906.75    | 0.04%             | 2039-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUXEMBOURG                                                        | HOLCIM FINANCE LUXEMBOURG 0.5% 04/23/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     130000 | PA      | $132659.97    | 0.01%             | 2031-04-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 1.375% 09/16/2026 REGS                                                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $264819.38    | 0.02%             | 2026-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG AUSTRALIA BRANCH                                                          | UBS AG AUSTRALIA BRH 5.808% 11/24/2028 REGS                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | AU        |      90000 | PA      | $61653.13     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1209000 | PA      | $1240987.15   | 0.11%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.05% 03/09/2035 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     510000 | PA      | $452115.41    | 0.04%             | 2035-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    2032000 | PA      | $1034963.30   | 0.09%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS                                               | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     890000 | PA      | $1033696.92   | 0.09%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                       | BERKSHIRE HATHAWAY INC DEL 2.15% 03/15/2028                                                             | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     797000 | PA      | $926280.90    | 0.08%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 3.625% 06/15/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     100000 | PA      | $120157.58    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 1.106%/VAR 05/12/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $114399.16    | 0.01%             | 2032-05-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.25% 08/12/2036                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     130000 | PA      | $122209.34    | 0.01%             | 2036-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 1.467% 09/21/2041 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $79314.84     | 0.01%             | 2041-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4% 01/26/2033 REGS                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119598.46    | 0.01%             | 2033-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.2% 08/08/2034                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     403000 | PA      | $407939.89    | 0.04%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.75%/VAR 11/13/2032 REGS                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $373636.01    | 0.03%             | 2032-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3% 01/23/2031 REGS                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $236376.04    | 0.02%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                                            | NOVA SCOTIA POWER INC 5.67% 11/14/2035                                                                  | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $71146.26     | 0.01%             | 2035-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.631% 09/03/2031 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     130000 | PA      | $155094.74    | 0.01%             | 2031-09-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 4.5% 05/20/2030 REGS                                                                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |     860000 | PA      | $571780.28    | 0.05%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $140606.89    | 0.01%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 02/04/2043 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     172000 | PA      | $139872.15    | 0.01%             | 2043-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 3% 04/26/2027 REGS                                                       | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $237321.10    | 0.02%             | 2027-04-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 0.75% 06/26/2027                                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $114291.73    | 0.01%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.279%/VAR 05/15/2034                                                    | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $38220.68     | 0.00%             | 2034-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                  | LLOYDS BANK PLC 0.125% 09/23/2029 REGS                                                                  | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $106832.94    | 0.01%             | 2029-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: NOK/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-8676.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                              | EQUINIX EUROPE 2 FINANCING CORP LLC 3.25% 03/15/2031                                                    | CUSIP: 29390XAC8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     210000 | PA      | $243665.12    | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                     | DEXIA CR LOC SOCIETE ANONYME 1% 10/18/2027 REGS                                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114737.95    | 0.01%             | 2027-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 2% 11/01/2028 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      51000 | PA      | $58961.52     | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.874%/VAR 12/09/2031 REGS                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $263257.36    | 0.02%             | 2031-12-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 12/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  439850000 | PA      | $2752039.01   | 0.24%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 3.5% 05/29/2040 REGS                                                      | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     340000 | PA      | $384554.64    | 0.03%             | 2040-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                          | A2A SPA 0.625% 07/15/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $142695.10    | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 1% 07/14/2031 REGS                                                                      | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $103963.90    | 0.01%             | 2031-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 7% 04/30/2040                                                                              | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $73920.28     | 0.01%             | 2040-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4%/VAR 01/20/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118880.91    | 0.01%             | 2034-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.125% 07/25/2029 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      27000 | PA      | $34872.68     | 0.00%             | 2029-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.375%/VAR PERP REGS                                                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EP               | CORP              | IT        |     220000 | PA      | $254967.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 0.875% 10/28/2029 REGS                                               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $237329.63    | 0.02%             | 2029-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.625% 02/25/2033 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $97147.99     | 0.01%             | 2033-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | KONINKLIJKE PHILIPS NV 3.25% 05/23/2030 REGS                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $260213.67    | 0.02%             | 2030-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                                        | SEGRO PLC 2.375% 10/11/2029 REGS                                                                        | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $314047.39    | 0.03%             | 2029-10-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 3.75% 02/28/2036                                                             | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     160000 | PA      | $185768.96    | 0.02%             | 2036-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 05/20/2027 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     620000 | PA      | $407600.30    | 0.04%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 4.375% 10/14/2029 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $371871.19    | 0.03%             | 2029-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   32000000 | PA      | $146365.68    | 0.01%             | 2053-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.75% 05/03/2027 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      43000 | PA      | $49629.41     | 0.00%             | 2027-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3197000 | PA      | $2346045.56   | 0.20%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 02/22/2027                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     283000 | PA      | $327286.47    | 0.03%             | 2027-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2370000 | PA      | $2468446.56   | 0.21%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                        | ARKEMA 0.75% 12/03/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108205.04    | 0.01%             | 2029-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1562000 | PA      | $1480624.03   | 0.13%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110700000 | PA      | $458771.78    | 0.04%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 3.65% 09/08/2044 REGS                                                             | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |     295000 | PA      | $184831.76    | 0.02%             | 2044-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.05% 06/22/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     100000 | PA      | $77854.65     | 0.01%             | 2040-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  170150000 | PA      | $745677.16    | 0.06%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 03/11/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      10000 | PA      | $11773.85     | 0.00%             | 2027-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 08/27/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     130000 | PA      | $134879.20    | 0.01%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP 0.95% 05/04/2033                                                                             | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     371000 | PA      | $357478.26    | 0.03%             | 2033-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     636000 | PA      | $818606.50    | 0.07%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                                     | BANKINTER SA 4.375%/VAR 05/03/2030 REGS                                                                 | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $245370.04    | 0.02%             | 2030-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.7% 09/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  863100000 | PA      | $4500969.52   | 0.39%             | 2038-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 07/20/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     450000 | PA      | $228518.99    | 0.02%             | 2034-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 3.5% 05/22/2032 REGS                                                              | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $116650.35    | 0.01%             | 2032-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.75% 09/01/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $97567.44     | 0.01%             | 2032-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 5.75%/VAR 09/15/2033 REGS                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $373998.35    | 0.03%             | 2033-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 03/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   45600000 | PA      | $225068.49    | 0.02%             | 2043-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1% 12/20/35                                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  647550000 | PA      | $3740031.19   | 0.32%             | 2035-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                               | BELFIUS BANK SA/NV 5.25%/VAR 04/19/2033 REGS                                                            | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $245593.30    | 0.02%             | 2033-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.125% 04/26/2029 REGS                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     110000 | PA      | $126219.43    | 0.01%             | 2029-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.375% 03/07/2030 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    7930000 | PA      | $10870212.39  | 0.94%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     288000 | PA      | $296137.71    | 0.03%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     180000 | PA      | $216930.17    | 0.02%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.1% 06/02/2050                                                                   | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     293000 | PA      | $165901.23    | 0.01%             | 2050-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROPERTY FINANCING BV                                        | AKELIUS RESIDENTIAL PROPERTY FINANCING BV 1% 01/17/2028 REGS                                            | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112934.13    | 0.01%             | 2028-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 0.75% 02/18/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111421.02    | 0.01%             | 2029-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 0.654%/VAR 10/26/2031 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     200000 | PA      | $208050.11    | 0.02%             | 2031-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 1.5% 06/28/2038 REGS                                                            | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $91063.71     | 0.01%             | 2038-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.5%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |     300000 | PA      | $338799.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC 6.375% 11/08/2027 REGS                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     280000 | PA      | $391448.35    | 0.03%             | 2027-11-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.875% 04/10/2035 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     610000 | PA      | $584585.90    | 0.05%             | 2035-04-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 5.252%/VAR 09/12/2035 REGS                                                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     180000 | PA      | $119062.31    | 0.01%             | 2035-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 3.15% 02/11/2032                                                                       | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     350000 | PA      | $406817.74    | 0.04%             | 2032-02-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 2.75% 01/10/2034 REGS                                                                       | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     520000 | PA      | $597161.99    | 0.05%             | 2034-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                      | ABERTIS INFRAESTRUCTURAS SA 2.375% 09/27/2027 REGS                                                      | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $468135.50    | 0.04%             | 2027-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.625% 11/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115395.29    | 0.01%             | 2029-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  780800000 | PA      | $4853282.12   | 0.42%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 4.107% 08/21/2032                                                                        | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     370000 | PA      | $271611.89    | 0.02%             | 2032-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                                                   | WPP FINANCE SA 4.125% 05/30/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |     170000 | PA      | $205063.99    | 0.02%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD 2% 07/09/2040                                                              | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     157000 | PA      | $140356.02    | 0.01%             | 2040-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.7% 09/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  662000000 | PA      | $4099928.63   | 0.35%             | 2035-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   11450000 | PA      | $15459864.06  | 1.33%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 09/08/2033 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115582.64    | 0.01%             | 2033-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  302750000 | PA      | $1881731.18   | 0.16%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                                                   | ABB FINANCE BV 0% 01/19/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $136168.12    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 2%/VAR 04/12/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $183619.10    | 0.02%             | 2028-04-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 11/25/2029 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $641859.82    | 0.06%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.625% 11/17/2036 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     218000 | PA      | $221459.15    | 0.02%             | 2036-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                      | AMERICAN HONDA FINANCE CORP 3.95% 03/19/2032                                                            | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $179809.22    | 0.02%             | 2032-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                                                   | GSK CAPITAL BV 3.25% 11/19/2036 REGS                                                                    | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $124461.68    | 0.01%             | 2036-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.7% 06/02/2037                                                                    | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     190000 | PA      | $146421.93    | 0.01%             | 2037-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.15% 10/24/2031                                                                | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $50328.39     | 0.00%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    5300000 | PA      | $509218.97    | 0.04%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 3.375% 01/23/2026 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     550000 | PA      | $741008.96    | 0.06%             | 2026-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.25% 05/19/2033 REGS                                                    | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |    1020000 | PA      | $979840.65    | 0.08%             | 2033-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4% 11/15/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2510000 | PA      | $3111840.88   | 0.27%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                                         | ACEA SPA 1.5% 06/08/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     217000 | PA      | $251576.18    | 0.02%             | 2027-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.1454%/VAR 08/18/2036 REGS                                            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     140000 | PA      | $188685.26    | 0.02%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.1% 01/31/2034 REGS                                                               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     280000 | PA      | $325129.92    | 0.03%             | 2034-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE CORPORATION                                                       | TOYOTA FINANCE CORPORATION 0.37% 10/13/2026                                                             | CUSIP: N/A<br>LEI: NV4VOPP7EGAR4BW0SB02       | Long             | DBT              | CORP              | JP        |  100000000 | PA      | $634783.29    | 0.05%             | 2026-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.125% 05/27/2033 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233900.03    | 0.02%             | 2033-05-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 1%/VAR 11/16/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $568316.04    | 0.05%             | 2032-11-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.25% 11/15/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     980000 | PA      | $1161024.74   | 0.10%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                               | BECTON DICKINSON EURO FINANCE SARL 4.029% 06/07/2036                                                    | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     130000 | PA      | $153511.57    | 0.01%             | 2036-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                          | DEVELOPMENT BK OF JAPAN 3.125% 04/13/2028 REGS                                                          | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | CORP              | JP        |     140000 | PA      | $166941.51    | 0.01%             | 2028-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 0.375% 10/26/2029 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $749534.95    | 0.06%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.85% 07/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     480000 | PA      | $500398.28    | 0.04%             | 2035-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 3.588%/VAR 01/23/2036 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     380000 | PA      | $440708.92    | 0.04%             | 2036-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-11512.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 1.375% 02/23/2029 REGS                                                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     110000 | PA      | $123585.18    | 0.01%             | 2029-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 1.125% 09/12/2033 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $71486.19     | 0.01%             | 2033-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 01/07/2028                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1834000 | PA      | $2087736.85   | 0.18%             | 2028-01-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | MCKESSON CORP 3.125% 02/17/2029                                                                         | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     573000 | PA      | $747095.60    | 0.06%             | 2029-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.125% 09/05/2029 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      24000 | PA      | $25950.91     | 0.00%             | 2029-09-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.8% 07/30/2049 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     434000 | PA      | $271094.75    | 0.02%             | 2049-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.25% 09/24/2035 REGS                                                             | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $174276.58    | 0.02%             | 2035-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                                                | IGM FINANCIAL INC 4.206% 03/21/2050 REGS                                                                | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $32253.47     | 0.00%             | 2050-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 2% 05/09/2036                                                                    | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204205.69    | 0.02%             | 2036-05-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.45% 10/31/2034 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1460000 | PA      | $1750751.27   | 0.15%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.5% 12/01/2030                                                                    | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     491000 | PA      | $317290.71    | 0.03%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     760000 | PA      | $965765.26    | 0.08%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 1.75% 03/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     514000 | PA      | $593570.23    | 0.05%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 12/02/2046                                                                    | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     480000 | PA      | $271633.31    | 0.02%             | 2046-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 2.875%/VAR 05/05/2029 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     200000 | PA      | $235411.74    | 0.02%             | 2029-05-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 0.5% 03/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     391000 | PA      | $377527.83    | 0.03%             | 2033-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2% 12/16/2027 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    5040000 | PA      | $5909088.95   | 0.51%             | 2027-12-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     355000 | PA      | $405024.31    | 0.03%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.5% 01/27/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     370000 | PA      | $465805.21    | 0.04%             | 2033-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.75%/VAR 03/14/2028 REGS                                                                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120368.92    | 0.01%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                 | ASR NEDERLAND NV 3.375%/VAR 05/02/2049 REGS                                                             | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117691.64    | 0.01%             | 2049-05-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 2% 05/23/2036 REGS                                                       | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $73038.79     | 0.01%             | 2036-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9457099.18  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 0.389%/VAR 02/24/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     792000 | PA      | $908523.56    | 0.08%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                                                      | ALTALINK LP 3.717% 12/03/2046                                                                           | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |     338000 | PA      | $213357.04    | 0.02%             | 2046-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25%/VAR 12/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243146.92    | 0.02%             | 2030-12-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.9% 12/04/2026                                                                            | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $3629726.72   | 0.31%             | 2026-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.75% 11/10/2031 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $623334.19    | 0.05%             | 2031-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 3.575%/VAR 09/12/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $284840.65    | 0.02%             | 2032-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                   | VF CORPORATION 0.25% 02/25/2028                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     606000 | PA      | $656925.38    | 0.06%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625%/VAR PERP REGS                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |     100000 | PA      | $116433.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.875% 04/08/2039                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     185000 | PA      | $171483.72    | 0.01%             | 2039-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 0.875% 01/22/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1111861.57   | 0.10%             | 2029-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2.5% 10/04/2052 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     380000 | PA      | $336471.49    | 0.03%             | 2052-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                                                     | ALLIANDER NV 3% 05/06/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |     230000 | PA      | $263881.88    | 0.02%             | 2033-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      80000 | PA      | $92625.50     | 0.01%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 1.125% 05/19/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1269812.04   | 0.11%             | 2027-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.05% 09/08/2027                                                                   | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2770000 | PA      | $1966376.09   | 0.17%             | 2027-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 09/10/2031                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $558211.58    | 0.05%             | 2031-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     970000 | PA      | $1181103.96   | 0.10%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2.25% 11/20/2041 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      70000 | PA      | $29179.28     | 0.00%             | 2041-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.6% 06/02/2039                                                                    | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $174151.28    | 0.01%             | 2039-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                                                         | HEIDELBERGCEMENT FIN LUX 4.875% 11/21/2033 REGS                                                         | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $127482.93    | 0.01%             | 2033-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.7% 10/01/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1300000 | PA      | $1523329.50   | 0.13%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KERING SA                                                                        | KERING SA 3.625% 03/11/2036 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228490.12    | 0.02%             | 2036-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 09/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  510700000 | PA      | $3205405.42   | 0.28%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 1.125%/VAR 03/22/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $269198.86    | 0.02%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 4.656%/VAR 03/02/2029                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     330000 | PA      | $402712.07    | 0.03%             | 2029-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 0.1% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $225976.09    | 0.02%             | 2027-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.875% 12/07/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $760094.38    | 0.07%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.45% 09/01/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     897000 | PA      | $1002163.51   | 0.09%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 2.848% 05/21/2027                                        | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $145486.04    | 0.01%             | 2027-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 03/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     460000 | PA      | $567530.75    | 0.05%             | 2031-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 5.375% 11/10/2033 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $159512.06    | 0.01%             | 2033-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.464%/VAR 10/17/2035                                                              | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $134219.26    | 0.01%             | 2035-10-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 1.5% 04/04/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $106618.02    | 0.01%             | 2032-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 6.125% 05/15/2028                                                              | CUSIP: 34540UAE9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     130000 | PA      | $163145.35    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG HOLSTEIN                                                          | LAND SCHLESWIG HOLSTEIN 0.05% 07/08/2031 REGS                                                           | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     410000 | PA      | $414290.08    | 0.04%             | 2031-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 0.797% 04/15/2030 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     470000 | PA      | $501523.24    | 0.04%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.25% 10/30/2026 REGS                                                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $577956.75    | 0.05%             | 2026-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 3.75% 09/30/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $452292.73    | 0.04%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 5.625% 04/03/2053 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123896.68    | 0.01%             | 2053-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 1.375% 01/12/2037 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $384157.92    | 0.03%             | 2037-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                       | LEGRAND SA 0.375% 10/06/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202307.25    | 0.02%             | 2031-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.5% 12/01/2045                                                                    | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1370000 | PA      | $964609.46    | 0.08%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1.375% 12/23/2026 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $131674.12    | 0.01%             | 2026-12-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.632% 05/01/2028                                                                  | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     880000 | PA      | $662684.78    | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL                                                                 | AUTOBAHN SCHNELL 0.1% 07/16/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | CORP              | AT        |     710000 | PA      | $619692.14    | 0.05%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 3.875% 01/15/2032 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120240.56    | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    1016000 | PA      | $809696.67    | 0.07%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 2.75% 09/03/2032 REGS                                                     | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1290155.42   | 0.11%             | 2032-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.875%/VAR 11/14/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239930.69    | 0.02%             | 2027-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA                            | HONG KONG GOV SAR 1.59% 03/04/2036                                                                      | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    1050000 | PA      | $116352.38    | 0.01%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                     | COCA COLA CO 0.375% 03/15/2033                                                                          | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     906000 | PA      | $867746.48    | 0.07%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 4.2% 02/15/2033                                                                             | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     250000 | PA      | $183279.65    | 0.02%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                                             | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS                                                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     250000 | PA      | $293596.99    | 0.03%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                          | BECTON DICKINSON and CO 3.828% 06/07/2032                                                               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     110000 | PA      | $131735.91    | 0.01%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.467% 11/17/2028                                                        | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $61691.54     | 0.01%             | 2028-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 10/13/2034 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    1677000 | PA      | $1528212.47   | 0.13%             | 2034-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 5.01%/VAR 02/01/2033                                                               | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $188257.32    | 0.02%             | 2033-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHE-TARD INC 3.647% 05/12/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |     130000 | PA      | $155143.96    | 0.01%             | 2031-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  107500000 | PA      | $635261.59    | 0.05%             | 2045-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS PARTICIPATIONS SAS                                         | FIRMENICH PRODUCTIONS PARTICIPATIONS SAS 1.75% 04/30/2030 REGS                                          | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |     290000 | PA      | $322535.31    | 0.03%             | 2030-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                               | DIAGEO FINANCE PLC 3.125% 02/28/2031 REGS                                                               | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $317354.63    | 0.03%             | 2031-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 0.375% 04/08/2027 REGS                                                             | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     283000 | PA      | $325074.15    | 0.03%             | 2027-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 4% 10/03/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     250000 | PA      | $303063.81    | 0.03%             | 2028-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 1.5% 04/18/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      49000 | PA      | $54599.17     | 0.00%             | 2030-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 4.25% 05/19/2033 REGS                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     290000 | PA      | $355558.17    | 0.03%             | 2033-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3% 01/31/2033                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1410000 | PA      | $1660532.21   | 0.14%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK AS                                                              | AP MOLLER MAERSK AS 3.75% 03/05/2032 REGS                                                               | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |     120000 | PA      | $144605.99    | 0.01%             | 2032-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.5%/VAR 01/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $358999.45    | 0.03%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $132065.57    | 0.01%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 02/20/2047 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     293000 | PA      | $233319.07    | 0.02%             | 2047-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     734000 | PA      | $698465.34    | 0.06%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 01/18/2052 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     225000 | PA      | $100848.99    | 0.01%             | 2052-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   46550000 | PA      | $287915.20    | 0.02%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 09/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   52050000 | PA      | $217098.74    | 0.02%             | 2052-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 06/30/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1203215.69   | 0.10%             | 2031-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     980000 | PA      | $652413.77    | 0.06%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 3.125% 02/17/2032 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     160000 | PA      | $186845.52    | 0.02%             | 2032-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     390000 | PA      | $452094.74    | 0.04%             | 2035-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.15% 08/25/2040                                                                        | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $38374.41     | 0.00%             | 2040-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 05/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $301427.23    | 0.03%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.125% 03/07/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     470000 | PA      | $542799.50    | 0.05%             | 2028-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS 0.875% 12/02/2026 REGS                                                                           | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |     210000 | PA      | $243092.59    | 0.02%             | 2026-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                                               | TORONTO HYDRO CORP 2.43% 12/11/2029                                                                     | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $56959.99     | 0.00%             | 2029-12-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTL INC 4.625% 07/03/2031                                                                     | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     210000 | PA      | $158332.83    | 0.01%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.95% 07/30/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      26000 | PA      | $29733.30     | 0.00%             | 2030-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      40000 | PA      | $51536.75     | 0.00%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.875% 07/04/2039 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     110000 | PA      | $94429.01     | 0.01%             | 2039-07-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 4.125% 04/04/2031 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     110000 | PA      | $132452.74    | 0.01%             | 2031-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/EUR settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-75283.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.4% 09/05/2048                                                                   | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     470000 | PA      | $280702.78    | 0.02%             | 2048-09-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 09/01/2038 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     433000 | PA      | $469631.43    | 0.04%             | 2038-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 12/01/2064                                                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3020000 | PA      | $1716338.91   | 0.15%             | 2064-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 2.45% 01/12/2029 REGS                                                | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $164509.74    | 0.01%             | 2029-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 3.15% 06/26/2029 REGS                                                                     | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |      90000 | PA      | $57466.84     | 0.00%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 0.01% 03/11/2030                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     183000 | PA      | $192618.00    | 0.02%             | 2030-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.15% 12/01/2051                                                               | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     160000 | PA      | $89676.60     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA 3.875% 03/11/2031 REGS                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120136.31    | 0.01%             | 2031-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: AUD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-190015.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3% 08/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1708000 | PA      | $2039658.56   | 0.18%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 1.125% 06/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     135000 | PA      | $146250.29    | 0.01%             | 2030-06-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 1.95% 07/22/2032                                                                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |     610000 | PA      | $677546.52    | 0.06%             | 2032-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 09/20/2036                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   93750000 | PA      | $504977.58    | 0.04%             | 2036-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.5% 02/15/2031 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     330000 | PA      | $400148.55    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.5%/VAR 01/23/2033 REGS                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     180000 | PA      | $211577.80    | 0.02%             | 2033-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1% 07/30/2042 144A REGS                                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     111000 | PA      | $86397.79     | 0.01%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.625%/VAR 08/18/2031 REGS                                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     220000 | PA      | $256436.81    | 0.02%             | 2031-08-18      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 2.55% 08/14/2031                                                          | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     690000 | PA      | $483697.42    | 0.04%             | 2031-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                           | NYKREDIT REALKREDIT AS 0.75% 01/20/2027                                                                 | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     550000 | PA      | $635275.94    | 0.05%             | 2027-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   15400000 | PA      | $92816.85     | 0.01%             | 2030-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 3.25% 08/27/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     340000 | PA      | $395624.66    | 0.03%             | 2035-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     760000 | PA      | $87683.35     | 0.01%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV 3.872% 10/03/2037 REGS                                                                      | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $256378.69    | 0.02%             | 2037-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.5%/VAR 11/09/2028 REGS                                                         | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     110000 | PA      | $133468.16    | 0.01%             | 2028-11-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.25% 02/07/2029 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      50000 | PA      | $56047.78     | 0.00%             | 2029-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 0.01% 10/16/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $548130.84    | 0.05%             | 2028-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.25%/VAR 03/02/2032 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116624.37    | 0.01%             | 2032-03-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3840000 | PA      | $2429418.81   | 0.21%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CANADA                                                     | FORD CREDIT CANADA CO/CANADA 4.222% 01/10/2028                                                          | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $219431.13    | 0.02%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.25% 06/26/2035 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230714.76    | 0.02%             | 2035-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA FRANCE                                                   | AUTOROUTES DU SUD DE LA FRANCE 2.75% 09/02/2032 REGS                                                    | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $338894.76    | 0.03%             | 2032-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON and QUADRANT HOUSING TRUST                                                | LONDON and QUADRANT HSG TRUST 2.25% 07/20/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $197855.71    | 0.02%             | 2029-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 4.4% 12/01/2043                                                                            | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $34894.44     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                        | ARKEMA 3.5% 09/09/2033 REGS                                                                             | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115483.25    | 0.01%             | 2033-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 05/14/2035 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $93717.50     | 0.01%             | 2035-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      85000 | PA      | $42253.25     | 0.00%             | 2050-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.25% 01/14/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203033.03    | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 12/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     900000 | PA      | $4261.38      | 0.00%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP 1% 01/15/2032                                                                       | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     140000 | PA      | $143148.76    | 0.01%             | 2032-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.875%/VAR 04/02/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     590000 | PA      | $676157.32    | 0.06%             | 2032-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 0.5% 02/11/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106535.28    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.25%/VAR 10/16/2031 REGS                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $192833.55    | 0.02%             | 2031-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: EUR/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-10590.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 06/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19550000 | PA      | $98084.49     | 0.01%             | 2054-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.75%/VAR 07/25/2028 REGS                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1411233.82   | 0.12%             | 2028-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE 4.25% 03/08/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $247398.40    | 0.02%             | 2032-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 4.25% 07/20/2033                                                           | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $95939.24     | 0.01%             | 2033-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 3% 04/08/2030 REGS                                                        | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     190000 | PA      | $223292.60    | 0.02%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.6% 06/22/2047 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      38000 | PA      | $28815.14     | 0.00%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANCE TRUST                                                  | ONTARIO TEACHERS' FINANCE TRUST 0.95% 11/24/2051 REGS                                                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     110000 | PA      | $63455.28     | 0.01%             | 2051-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG AND SHANGHAI BANKING CORPORATION LTD SYDNEY BRANCH                     | HONG KONG and SHNG BKG CORP SYDNEY BRH 5.1% 03/03/2028 REGS                                             | CUSIP: N/A<br>LEI: 2HI3YI5320L3RW6NJ957       | Long             | DBT              | CORP              | AU        |     250000 | PA      | $168240.60    | 0.01%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 4.25% 03/15/2034 144A                                                         | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     780000 | PA      | $599400.29    | 0.05%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 6.5% 11/08/2064 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $131971.14    | 0.01%             | 2064-11-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 2.25% 01/07/2027                                                           | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $674293.06    | 0.06%             | 2027-01-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 2.625% 07/08/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     830000 | PA      | $961974.89    | 0.08%             | 2032-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 0.625% 09/23/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $187773.46    | 0.02%             | 2033-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 3.5% 09/11/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $477694.55    | 0.04%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4%/VAR 01/12/2027 REGS                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     210000 | PA      | $246979.84    | 0.02%             | 2027-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                     | KLEPIERRE SA 0.875% 02/17/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104536.36    | 0.01%             | 2031-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                                                | DANSKE HYPOTEK AB 3.5% 12/15/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $887801.53    | 0.08%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.125% 10/25/2051                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $63607.70     | 0.01%             | 2051-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 0.741% 04/21/2033 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $95998.56     | 0.01%             | 2033-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.05% 06/02/2030                                                                   | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59000 | PA      | $41182.35     | 0.00%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA CR CDA INC                                                                | TOYOTA CR CDA INC 3.65% 08/19/2030                                                                      | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $248761.20    | 0.02%             | 2030-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     140000 | PA      | $164794.54    | 0.01%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 0.1% 05/12/2031 REGS    | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $303405.26    | 0.03%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE                                                             | COMMUNAUTE FRANCAISE 0.25% 01/23/2030                                                                   | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $316715.39    | 0.03%             | 2030-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.5% 03/05/2029 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |    2229000 | PA      | $2475865.13   | 0.21%             | 2029-03-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.9% 09/20/2048                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  249150000 | PA      | $1017484.45   | 0.09%             | 2048-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELIA CO AB                                                                      | TELIA CO AB 0.125% 11/27/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |     310000 | PA      | $316349.90    | 0.03%             | 2030-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                 | VODAFONE GROUP PLC 6.375% 07/03/2050 REGS                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $151291.89    | 0.01%             | 2050-07-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.5% 11/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    4960000 | PA      | $5800429.96   | 0.50%             | 2035-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 11/22/2028 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $595592.95    | 0.05%             | 2028-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 4.625% 11/03/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122714.85    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 10/17/2029 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      23000 | PA      | $24626.33     | 0.00%             | 2029-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 1.625% 07/15/2027 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     290000 | PA      | $335839.27    | 0.03%             | 2027-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: GBP/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10247.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.125% 06/22/2034 REGS                                                                | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $346437.47    | 0.03%             | 2034-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   35400000 | PA      | $119097.59    | 0.01%             | 2050-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 2.124% 10/01/2030 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     130000 | PA      | $146301.26    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                                              | FORTISBC ENERGY VANCOUVER ISL 2.82% 08/09/2049                                                          | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $36411.42     | 0.00%             | 2049-08-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 5%/VAR 02/20/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123453.74    | 0.01%             | 2035-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH INDUSTRIAL NV 3.75% 06/11/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | DBT              | CORP              | NL        |     140000 | PA      | $166479.30    | 0.01%             | 2031-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 3.75% 05/17/2032                                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     110000 | PA      | $130937.13    | 0.01%             | 2032-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.5% 01/15/2056 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     610000 | PA      | $704821.38    | 0.06%             | 2056-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.25% 04/18/2034 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     260000 | PA      | $288827.92    | 0.02%             | 2034-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.125% 02/08/2028 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115626.94    | 0.01%             | 2028-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 05/26/2027 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115526.93    | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.875% 05/25/2028 REGS                                                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $453166.33    | 0.04%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0% 10/18/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     430000 | PA      | $433793.56    | 0.04%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDENRED                                                                          | EDENRED 3.625% 06/13/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118158.79    | 0.01%             | 2031-06-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                       | NBN CO LTD 4.125% 03/15/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |     530000 | PA      | $646871.03    | 0.06%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1620000 | PA      | $1881522.61   | 0.16%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 09/24/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3440000 | PA      | $4060677.97   | 0.35%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 12/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  398750000 | PA      | $2002557.94   | 0.17%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0% 01/31/2028                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1320000 | PA      | $1483476.87   | 0.13%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 4.75% 10/24/2035 REGS                                                      | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     530000 | PA      | $341570.82    | 0.03%             | 2035-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     160000 | PA      | $93052.34     | 0.01%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | SANTANDER UK PLC 0.05% 01/12/2027 REGS                                                                  | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $229847.80    | 0.02%             | 2027-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT # 120 1.6% 6/20/30                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4600000 | PA      | $29485.34     | 0.00%             | 2030-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.65% 12/02/2050                                                                   | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      49000 | PA      | $25434.40     | 0.00%             | 2050-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 4.5% 10/02/2028                                                                           | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |     370000 | PA      | $506487.31    | 0.04%             | 2028-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 6.163%/VAR 03/09/2033 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     420000 | PA      | $285931.98    | 0.02%             | 2033-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1813000 | PA      | $1040618.00   | 0.09%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    9770000 | PA      | $11541272.84  | 0.99%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 01/17/2029 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $219866.85    | 0.02%             | 2029-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     600000 | PA      | $650385.06    | 0.06%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST 4.858% 07/22/2033 REGS                                                          | CUSIP: 36267YAB3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $125935.38    | 0.01%             | 2033-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                        | PROLOGIS EURO FINL LLC 1.875% 01/05/2029                                                                | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     440000 | PA      | $502224.57    | 0.04%             | 2029-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 0.95% 02/16/2032 REGS                                                           | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $308543.19    | 0.03%             | 2032-02-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE PLC 1.75% 10/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $235045.13    | 0.02%             | 2032-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                               | RUSSIAN FEDERATION 7.6% 12/31/2049                                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    4237000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                        | SOUTHERN GAS NETWORKS PLC 3.1% 09/15/2036 REGS                                                          | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $107254.94    | 0.01%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   12510000 | PA      | $14811152.77  | 1.27%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 03/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   68000000 | PA      | $396361.34    | 0.03%             | 2032-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL BV                                                       | MSD NETHERLANDS CAPITAL BV 3.7% 05/30/2044                                                              | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110359.49    | 0.01%             | 2044-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 3.5% 06/14/2028 REGS                                                          | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $890627.85    | 0.08%             | 2028-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 05/29/2030                                                                     | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $167050.73    | 0.01%             | 2030-05-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.25% 01/20/2032 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     530000 | PA      | $537659.24    | 0.05%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 3.533% 09/04/2036 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     130000 | PA      | $149969.16    | 0.01%             | 2036-09-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.4% 06/22/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1212000 | PA      | $889453.88    | 0.08%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II BV                                                            | ALLIANZ FINANCE II BV 1.5% 01/15/2030 REGS                                                              | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $224683.61    | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.625% 12/03/2032 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $96549.78     | 0.01%             | 2032-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 0.125% 11/24/2045 REGS                                                                      | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     270000 | PA      | $158153.83    | 0.01%             | 2045-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.9% 06/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   66600000 | PA      | $366461.57    | 0.03%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REAL ESTATE INVESTMENT TRUST                                        | SMARTCENTRES REIT 2.307% 12/18/2028                                                                     | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $70402.13     | 0.01%             | 2028-12-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 03/15/2027 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     184000 | PA      | $212973.23    | 0.02%             | 2027-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $128593.81    | 0.01%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.2% 06/01/2032                                                                     | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     260000 | PA      | $308781.25    | 0.03%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 4.6% 10/17/2055                                                               | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     130000 | PA      | $92043.62     | 0.01%             | 2055-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL | MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL 0.625% 06/21/2027 REGS | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227414.57    | 0.02%             | 2027-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     230000 | PA      | $183901.29    | 0.02%             | 2047-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 08/26/2049 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     520000 | PA      | $491814.38    | 0.04%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     365000 | PA      | $569388.02    | 0.05%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                          | BARRY CALLEBAUT SVCS NV 4% 06/14/2029 REGS                                                              | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $120104.82    | 0.01%             | 2029-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 4.75% 06/01/2040                                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     120000 | PA      | $91363.67     | 0.01%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE 2.125%/VAR PERP REGS                                                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |     160000 | PA      | $166624.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 5.33%/VAR 01/20/2033                                                       | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $181658.42    | 0.02%             | 2033-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 5.221% 09/16/2031 REGS                                                    | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $154474.52    | 0.01%             | 2031-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.625%/VAR 05/14/2034 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $121984.23    | 0.01%             | 2034-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 4.75%/VAR 04/17/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $123054.16    | 0.01%             | 2035-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.25% 05/24/2033 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1849000 | PA      | $1922696.14   | 0.17%             | 2033-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 4.8% 09/26/2039                                                           | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      90000 | PA      | $68887.33     | 0.01%             | 2039-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 0.5% 12/04/2026 REGS                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      58000 | PA      | $67061.47     | 0.01%             | 2026-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.5% 05/31/2029                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2220000 | PA      | $2699484.80   | 0.23%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                             | FASTIGHETS AB BALDER 1.25% 01/28/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $123549.50    | 0.01%             | 2028-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.5%/VAR 08/28/2033 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $248465.20    | 0.02%             | 2033-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1015000 | PA      | $1067051.91   | 0.09%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 05/20/2035 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     110000 | PA      | $134289.63    | 0.01%             | 2035-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/SEK settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-757.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 06/01/2035                                                                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    6470000 | PA      | $4662551.49   | 0.40%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                                   | CNP ASSURANCES 2.5%/VAR 06/30/2051 REGS                                                                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111008.18    | 0.01%             | 2051-06-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 2% 03/20/2031                                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    1106000 | PA      | $647872.47    | 0.06%             | 2031-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 4.625% 05/26/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $149868.83    | 0.01%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 5.5% 03/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $50295.97     | 0.00%             | 2028-03-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.6% 09/01/2033                                                                     | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $218384.53    | 0.02%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                                              | GATWICK FUNDING LTD 2.5% 04/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     220000 | PA      | $273968.95    | 0.02%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     545000 | PA      | $670711.65    | 0.06%             | 2041-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.3% 09/01/2029                                                                     | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1179000 | PA      | $839110.84    | 0.07%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 3.125%/VAR 06/06/2030 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $234852.24    | 0.02%             | 2030-06-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.8% 11/22/2049                                                                         | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     180000 | PA      | $94074.28     | 0.01%             | 2049-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.375% 01/14/2035 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $275665.96    | 0.02%             | 2035-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.159%/VAR 08/28/2034 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239020.26    | 0.02%             | 2034-08-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.875% 05/24/2034 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108855.25    | 0.01%             | 2034-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     130000 | PA      | $164524.94    | 0.01%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.3% 10/17/2046                                                               | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $29431.71     | 0.00%             | 2046-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     210000 | PA      | $204100.38    | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3680000 | PA      | $4185609.26   | 0.36%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 06/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  227950000 | PA      | $1321423.12   | 0.11%             | 2032-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                         | NORDEA MORTGAGE BANK PLC 2.5% 09/14/2032 REGS                                                           | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     110000 | PA      | $125882.43    | 0.01%             | 2032-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTTAWA ONTARIO                                                                   | OTTAWA ONT 4.6% 07/14/2042                                                                              | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $50943.27     | 0.00%             | 2042-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: JPY/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-999.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE CANADA INC                                                 | MERCEDES-BENZ FINANCE CANADA INC 4.7% 10/10/2030 REGS                                                   | CUSIP: N/A<br>LEI: 549300G6QKWRPOX3M965       | Long             | DBT              | CORP              | CA        |     200000 | PA      | $271065.13    | 0.02%             | 2030-10-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                                            | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5.98% 02/14/2033                                                  | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $72133.11     | 0.01%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     260000 | PA      | $216618.48    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 5.679%/VAR 08/02/2033                                                               | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $122812.01    | 0.01%             | 2033-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | KONINKLIJKE PHILIPS NV 2.125% 11/05/2029 REGS                                                           | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $125576.35    | 0.01%             | 2029-11-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4% 03/28/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $37496.77     | 0.00%             | 2032-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 06/12/2030 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215562.87    | 0.02%             | 2030-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 3.125%/VAR 09/21/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     170000 | PA      | $200847.43    | 0.02%             | 2027-09-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 3.5% 01/15/2030 REGS                                                         | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $483176.05    | 0.04%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 2.6% 03/23/2027 REGS                                                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $39269.81     | 0.00%             | 2027-03-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.375% 01/17/2026 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117417.75    | 0.01%             | 2026-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.875% 01/17/2031 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $178421.12    | 0.02%             | 2031-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.2%/VAR 07/22/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     490000 | PA      | $574730.67    | 0.05%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1860000 | PA      | $2355058.41   | 0.20%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 2.625% 02/22/2033 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115199.74    | 0.01%             | 2033-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE                                                             | COMMUNAUTE FRANCAISE 1.625% 05/03/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $106799.12    | 0.01%             | 2032-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.75% 12/02/2053                                                                   | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $132820.76    | 0.01%             | 2053-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO LLC                                                           | DIGITAL EURO FINCO LLC 4.25% 11/20/2037 REGS                                                            | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |     120000 | PA      | $137406.68    | 0.01%             | 2037-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 0.01% 10/08/2029 REGS                                                           | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $637256.17    | 0.05%             | 2029-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1% 03/20/2052                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  170000000 | PA      | $639323.29    | 0.06%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.5% 03/19/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     120000 | PA      | $123989.10    | 0.01%             | 2031-03-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.4% 08/20/2049 REGS                                                            | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      29000 | PA      | $15526.87     | 0.00%             | 2049-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                   | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118246.94    | 0.01%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2041                                                                       | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     420000 | PA      | $324314.82    | 0.03%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 2.65% 10/17/2050                                                              | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     217000 | PA      | $109188.53    | 0.01%             | 2050-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 06/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10450000 | PA      | $49444.03     | 0.00%             | 2040-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.8% 09/20/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1010000 | PA      | $1185151.40   | 0.10%             | 2032-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 03/31/2027 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |    1513000 | PA      | $1736188.52   | 0.15%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4100000 | PA      | $25909.26     | 0.00%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  393950000 | PA      | $2363197.00   | 0.20%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.65% 06/02/2033                                                                   | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1102074.39   | 0.09%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 3.9% 01/12/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     100000 | PA      | $120097.66    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1.625% 03/31/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     300000 | PA      | $297975.97    | 0.03%             | 2035-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.375% 02/12/2030 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      70000 | PA      | $73446.96     | 0.01%             | 2030-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1% 10/31/2050 144A REGS                                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1856000 | PA      | $1163014.66   | 0.10%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 3.125% 05/25/2034 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341463.72    | 0.03%             | 2034-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                                                    | AKZO NOBEL NV 4% 05/24/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $143240.18    | 0.01%             | 2033-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 3.5%/VAR 11/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $250683.72    | 0.02%             | 2030-11-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     740000 | PA      | $770323.76    | 0.07%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.5%/VAR 09/21/2029 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110333.05    | 0.01%             | 2029-09-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.875% 12/28/2029 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     740000 | PA      | $881358.25    | 0.08%             | 2029-12-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 0.125% 02/22/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $101577.32    | 0.01%             | 2031-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.625% 11/22/2026 REGS                                                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     260000 | PA      | $308719.19    | 0.03%             | 2026-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.4% 05/23/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      40000 | PA      | $44903.92     | 0.00%             | 2034-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 1%/VAR 06/24/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     150000 | PA      | $175118.08    | 0.02%             | 2027-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 0.01% 01/27/2031 REGS                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     120000 | PA      | $122092.35    | 0.01%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.15% 06/02/2031                                                                   | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $117255.95    | 0.01%             | 2031-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                              | FX Forward: AUD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |          1 | NC      | $327.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 3.375%/VAR 12/02/2033 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $115793.37    | 0.01%             | 2033-12-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 5.461% 10/21/2035 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     260000 | PA      | $167858.01    | 0.01%             | 2035-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.8%/VAR 11/21/2033                                                                   | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     480000 | PA      | $344106.16    | 0.03%             | 2033-11-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 0% 11/25/2030 REGS                                                          | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1529152.13   | 0.13%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2742369.16   | 0.24%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                   | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111683.87    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                                                 | LAND BRANDENBURG 0.05% 07/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |     110000 | PA      | $111425.41    | 0.01%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     574000 | PA      | $628869.78    | 0.05%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.25% 02/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     100000 | PA      | $119510.99    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     590000 | PA      | $739056.10    | 0.06%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 4.178% 03/08/2028                                        | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     128000 | PA      | $94972.41     | 0.01%             | 2028-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 1.875% 02/13/2026 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     171000 | PA      | $229991.56    | 0.02%             | 2026-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILS INC                                                                  | EPCOR UTILS INC 3.554% 11/27/2047                                                                       | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |     571000 | PA      | $344626.94    | 0.03%             | 2047-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC 2.375% 06/15/2034                                                                              | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     210000 | PA      | $230540.21    | 0.02%             | 2034-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 5% 02/15/2050                                                                              | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |     370000 | PA      | $280855.49    | 0.02%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.875% 01/28/2030 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     130000 | PA      | $153081.55    | 0.01%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                                  | BMS IRELAND CAPITAL FUNDING DAC 4.581% 11/10/2055                                                       | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     150000 | PA      | $172012.32    | 0.01%             | 2055-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                 | ELI LILLY and CO 1.7% 11/01/2049                                                                        | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     140000 | PA      | $104623.30    | 0.01%             | 2049-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0.125% 09/26/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $70795.96     | 0.01%             | 2040-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 1.625% 08/03/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     740000 | PA      | $801943.59    | 0.07%             | 2032-08-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 0.5% 02/18/2030 REGS                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $211949.86    | 0.02%             | 2030-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.1% 09/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  106900000 | PA      | $523403.26    | 0.05%             | 2054-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 0.75% 03/10/2032                                                                     | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151177.41    | 0.01%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 3.632%/VAR 09/03/2034 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $128587.63    | 0.01%             | 2034-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                               | AMERICAN MEDICAL SYSTEMS EUROPE BV 3.25% 03/08/2034                                                     | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $195815.60    | 0.02%             | 2034-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.8%/VAR 11/17/2029 REGS                                                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $121840.53    | 0.01%             | 2029-11-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     655000 | PA      | $600859.22    | 0.05%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     170000 | PA      | $141718.52    | 0.01%             | 2067-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.85%/VAR 01/27/2028 REGS                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     107000 | PA      | $123534.47    | 0.01%             | 2028-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                                                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      20000 | PA      | $10993.92     | 0.00%             | 2032-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 06/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   13100000 | PA      | $51252.58     | 0.00%             | 2048-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1770000 | PA      | $2175166.84   | 0.19%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     290000 | PA      | $162878.89    | 0.01%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     550000 | PA      | $177471.07    | 0.02%             | 2081-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 3% 09/18/2029 REGS                                                            | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $21569.66     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                            | PEMBINA PIPELINE CORP 4.74% 01/21/2047                                                                  | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     402000 | PA      | $273518.19    | 0.02%             | 2047-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.163% 01/20/2028 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $245893.01    | 0.02%             | 2028-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NZD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-125628.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BELGIUM SA                                                     | ELIA TRANSMISSION BELGIUM SA 0.875% 04/28/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $107434.67    | 0.01%             | 2030-04-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUNDESLAENDER BUNDESREPUBLIK DEUTSCHLAND                                         | BUNDESLAENDER BUNDESREPUBLIK 0.01% 02/04/2031 REGS                                                      | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $51005.89     | 0.00%             | 2031-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 02/15/2036 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $750490.62    | 0.06%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 2.5% 05/23/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     244000 | PA      | $284148.49    | 0.02%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.5% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   20850000 | PA      | $121532.71    | 0.01%             | 2033-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 1.75% 06/02/2030                                                              | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     290000 | PA      | $199221.16    | 0.02%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 09/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  220300000 | PA      | $1390995.35   | 0.12%             | 2030-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 4.65% 02/16/2027                                                                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     700000 | PA      | $522371.10    | 0.04%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     140000 | PA      | $115077.47    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.7% 09/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  443200000 | PA      | $2728803.68   | 0.23%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  138300000 | PA      | $838699.80    | 0.07%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1220000 | PA      | $1383556.59   | 0.12%             | 2028-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 1.5% 09/28/2038 REGS                                                      | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $273570.03    | 0.02%             | 2038-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     394000 | PA      | $414501.07    | 0.04%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: CAD/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $177.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.15% 10/01/2039 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      50000 | PA      | $60791.63     | 0.01%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 1.571% 04/30/2029 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     606000 | PA      | $691605.95    | 0.06%             | 2029-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1370000 | PA      | $819184.96    | 0.07%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 4.46% 01/27/2053                                                                          | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $157954.98    | 0.01%             | 2053-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  725150000 | PA      | $4548112.65   | 0.39%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 1.875% 06/02/2042                                                                     | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     400000 | PA      | $350657.12    | 0.03%             | 2042-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1972000 | PA      | $2092498.15   | 0.18%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      54000 | PA      | $40634.58     | 0.00%             | 2050-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1557000 | PA      | $1728644.97   | 0.15%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 1.1% 12/16/2026                                                                | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |     260000 | PA      | $168453.15    | 0.01%             | 2026-12-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 06/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   27350000 | PA      | $96791.83     | 0.01%             | 2050-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     253000 | PA      | $277440.97    | 0.02%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DSV PANALPINA FINANCE BV                                                         | DSV PANALPINA FINANCE BV 3.375% 11/06/2032 REGS                                                         | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $234764.13    | 0.02%             | 2032-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.625% 11/12/2029 REGS                                                    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $214663.85    | 0.02%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA 3.625% 05/07/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234071.78    | 0.02%             | 2034-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3% 11/06/2028 REGS                                                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $440329.71    | 0.04%             | 2028-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/01/2026                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  609050000 | PA      | $3878416.71   | 0.33%             | 2026-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  163650000 | PA      | $860249.04    | 0.07%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                            | PROCTER and GAMBLE CO 1.8% 05/03/2029                                                                   | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     381000 | PA      | $480713.90    | 0.04%             | 2029-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC 5.899% 08/23/2028 REGS                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     490000 | PA      | $334597.75    | 0.03%             | 2028-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA INFRASTRUCTURE LTD 2% 07/15/2030 REGS                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     110000 | PA      | $122858.79    | 0.01%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.55%/VAR 06/03/2035                                                                      | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     220000 | PA      | $162653.40    | 0.01%             | 2035-06-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 05/14/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     120000 | PA      | $124286.21    | 0.01%             | 2032-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 4.5% 11/15/2039                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3960000 | PA      | $732975.55    | 0.06%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     410000 | PA      | $197368.23    | 0.02%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 5.375% 02/16/2031 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     260000 | PA      | $332742.17    | 0.03%             | 2031-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                     | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $141357.25    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 3.485%/VAR 03/10/2034 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     160000 | PA      | $186730.51    | 0.02%             | 2034-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 4.05% 09/05/2045                                                                  | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      80000 | PA      | $53890.60     | 0.00%             | 2045-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 0.25% 04/06/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $344242.42    | 0.03%             | 2027-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.875% 10/25/2031 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203497.59    | 0.02%             | 2031-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105789.11    | 0.01%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: CHF/USD settle 2026-01-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2104.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 0.25%/VAR 02/17/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $114681.18    | 0.01%             | 2028-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 4% 03/19/2034 REGS                                                                        | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114526.34    | 0.01%             | 2034-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIVA  PLC                                                                       | AVIVA PLC 6.875%/VAR 11/27/2053 REGS                                                                    | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $319315.59    | 0.03%             | 2053-11-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 4.248% 01/18/2049                                                          | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $32694.26     | 0.00%             | 2049-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     934000 | PA      | $1236178.11   | 0.11%             | 2031-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 3.625% 03/26/2034 REGS                                               | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     110000 | PA      | $128348.75    | 0.01%             | 2034-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 1.93% 10/17/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $328673.71    | 0.03%             | 2031-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                             | AMCOR UK FINANCE PLC 1.125% 06/23/2027                                                                  | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    1384000 | PA      | $1592986.92   | 0.14%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    3850000 | PA      | $2071861.99   | 0.18%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.5% 07/03/2029 REGS                                                             | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      44000 | PA      | $49638.60     | 0.00%             | 2029-07-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2047 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     195000 | PA      | $138858.80    | 0.01%             | 2047-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.01% 01/21/2031 REGS                                                              | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     340000 | PA      | $348132.01    | 0.03%             | 2031-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 2.1% 02/15/2060                                                                            | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $28784.21     | 0.00%             | 2060-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     400000 | PA      | $422432.43    | 0.04%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 1.875% 05/24/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116381.81    | 0.01%             | 2027-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2027                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   11030000 | PA      | $1693670.28   | 0.15%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     640000 | PA      | $657532.86    | 0.06%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/AUD settle 2026-02-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $187546.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.25% 09/14/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     400000 | PA      | $425968.42    | 0.04%             | 2029-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118856.92    | 0.01%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.625%/VAR 04/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $135000.59    | 0.01%             | 2027-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2179000 | PA      | $1841140.93   | 0.16%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.25% 06/27/2027 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    2020000 | PA      | $2675394.50   | 0.23%             | 2027-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT 2016 LTD                                          | STATE GRID OVERSEAS INVESTMENT 2016 LTD 0.797% 08/05/2026 REGS                                          | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |     160000 | PA      | $186349.11    | 0.02%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                         | MASSMUTUAL GLOBAL FDG II 4.127% 07/15/2032 REGS                                                         | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     220000 | PA      | $161968.60    | 0.01%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  407600000 | PA      | $2411147.60   | 0.21%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.375% 07/03/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119052.46    | 0.01%             | 2033-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.85% 12/01/2053                                                                    | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2270000 | PA      | $1183096.28   | 0.10%             | 2053-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 1.125% 07/05/2026 REGS                                                           | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $132836.94    | 0.01%             | 2026-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.625%/VAR 12/07/2031 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $347080.83    | 0.03%             | 2031-12-07      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer