# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-034848
**Filing Date:** 2023-2
**Character Count:** 633567
**Document Hash:** 5af719f99ea4fef1846c7d913e6716b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034848.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034848

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23656916

**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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $649553070.35

**Total Liabilities:** $23024473.39

**Net Assets:** $626528596.96

**Cash Not Reported:** $202784.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3730.46534313 | **1-Year:** 29787.67718146 | **5-Year:** 77406.37600642 | **10-Year:** 118484.44000337 | **30-Year:** 79149.40035069

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

- **3-Month:** 91.07188130 | **1-Year:** 6780.09851104 | **5-Year:** 21537.33875972 | **10-Year:** 36045.92191108 | **30-Year:** 27140.07976269

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214977 | 0.42%                | 1.81%                | -1.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2384044.43             | $1851544.01                                |
| Month 2  | $-3760212.92             | $6164571.83                                |
| Month 3  | $-1132163.46             | $-15787818.61                              |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex-USD Float Adjusted R

- **Index Identifier:** 64035599

### 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      | $293194.97    | 0.05%             | 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      | $942065.68    | 0.15%             | 2042-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10000000 | PA      | $498341.16    | 0.08%             | 2029-05-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1760000 | PA      | $252285.89    | 0.04%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN #339 0.4% 06/20/2025                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    12550000 | PA      | $96429.59     | 0.02%             | 2025-06-20      | Fixed         | 0.00%                 | 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      | $38292.52     | 0.01%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 0.2% 03/18/2026                                                            | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     2894000 | PA      | $2794351.78   | 0.45%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/PEN settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3788.36     | -0.00%            |  |  |  | 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      | $88130.41     | 0.01%             | 2026-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2026 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       57000 | PA      | $55860.80     | 0.01%             | 2026-08-15      | Fixed         | 0.00%                 | 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      | $140034.23    | 0.02%             | 2033-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                      | IBERDROLA INTL BV 1.825%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |      100000 | PA      | $81441.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 3.75% 09/01/2024 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       80000 | PA      | $86347.98     | 0.01%             | 2024-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/PLN settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-120343.09   | -0.02%            |  |  |  | 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      | $188495.41    | 0.03%             | 2032-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                                                       | LUXEMBOURG GRAND DUCHY OF 0% 04/28/2025 REGS                                                         | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       35000 | PA      | $34866.86     | 0.01%             | 2025-04-28      | Fixed         | 0.00%                 | 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      | $67088.86     | 0.01%             | 2047-09-20      | 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      | $83129.43     | 0.01%             | 2029-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR BANQUE SA                                                             | CARREFOUR BANQUE SA 0.107% 06/14/2025 REGS                                                           | CUSIP: N/A<br>LEI: 969500GVS02SJYG9S632       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $196277.71    | 0.03%             | 2025-06-14      | 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        |      234000 | PA      | $168089.42    | 0.03%             | 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      | $106372.22    | 0.02%             | 2029-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1270000 | PA      | $710330.07    | 0.11%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2/VAR 02/07/2028 REGS                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      335000 | PA      | $355739.11    | 0.06%             | 2028-02-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                                                              | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      130000 | PA      | $85590.94     | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 09/01/2026                                                                  | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      423000 | PA      | $297858.86    | 0.05%             | 2026-09-01      | Fixed         | 0.03%                 | 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      | $322358.65    | 0.05%             | 2031-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 0.125% 03/01/2025                                                       | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      100000 | PA      | $99763.16     | 0.02%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                        | ENEL SOCIETA PER AZIONI 1.375%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |      150000 | PA      | $126654.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.1% 04/01/2027 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2024000 | PA      | $1943241.28   | 0.31%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.4% 06/02/2026                                                                 | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       49000 | PA      | $34440.05     | 0.01%             | 2026-06-02      | Fixed         | 0.02%                 | 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      | $90644.64     | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 0.25% 01/29/2024 REGS                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      779000 | PA      | $807473.39    | 0.13%             | 2024-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: AUD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $131713.42    | 0.02%             |  |  |  | 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      | $79656.51     | 0.01%             | 2036-09-13      | Fixed         | 0.02%                 | 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      | $1340069.64   | 0.21%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP FDG SWITZ AG 1.25%/VAR 04/17/2025 REGS                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      414000 | PA      | $425842.04    | 0.07%             | 2025-04-17      | Variable      | 0.01%                 | 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      | $266436.20    | 0.04%             | 2027-06-17      | Fixed         | 0.00%                 | 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      | $1657233.77   | 0.26%             | 2052-06-20      | Fixed         | 0.01%                 | 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      | $27842.53     | 0.00%             | 2040-07-04      | Fixed         | 0.05%                 | 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        |      243000 | PA      | $192136.12    | 0.03%             | 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              | BE        |       50000 | PA      | $29699.53     | 0.00%             | 2046-05-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                          | NYKREDIT REALKREDIT AS 0.5% 07/10/2025 REGS                                                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      144000 | PA      | $141589.71    | 0.02%             | 2025-07-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                             | IRELAND REPUBLIC OF 1% 05/15/2026 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      188000 | PA      | $190723.16    | 0.03%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/CNY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3229812.42  | -0.52%            |  |  |  | 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      | $22024.33     | 0.00%             | 2026-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                      | IBERDROLA INTL BV 3.25%/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |      100000 | PA      | $102773.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 1.875% 02/20/2036                                                                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      405000 | PA      | $345125.71    | 0.06%             | 2036-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/PLN settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7603.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 1.25% 05/25/2034 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      137000 | PA      | $119887.72    | 0.02%             | 2034-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.25% 09/10/2023                                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   448940000 | PA      | $352923.54    | 0.06%             | 2023-09-10      | Fixed         | 0.02%                 | 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              | CORP              | FR        |      900000 | PA      | $745781.44    | 0.12%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.02% 10/22/2025                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    41220000 | PA      | $6064730.16   | 0.97%             | 2025-10-22      | Fixed         | 0.03%                 | 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      | $295154.58    | 0.05%             | 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      | $57174.10     | 0.01%             | 2032-08-25      | Fixed         | 0.02%                 | 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      | $21820.48     | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                             | SLOVAK REPUBLIC OF 0.25% 05/14/2025 REGS                                                             | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |       84000 | PA      | $83595.23     | 0.01%             | 2025-05-14      | Fixed         | 0.00%                 | 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        |     4309076 | PA      | $3302475.12   | 0.53%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.1% 07/15/2050                                                                    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   120000000 | PA      | $140871.74    | 0.02%             | 2050-07-15      | 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      | $202502.51    | 0.03%             | 2027-12-14      | Fixed         | 0.02%                 | 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        |      157000 | PA      | $143154.39    | 0.02%             | 2029-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.828% 07/05/2034                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      420000 | PA      | $92041.50     | 0.01%             | 2034-07-05      | Fixed         | 0.04%                 | 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      | $278718.66    | 0.04%             | 2033-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.75% 09/08/2025                                                                | CUSIP: 68333ZAK3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      401000 | PA      | $278899.35    | 0.04%             | 2025-09-08      | Fixed         | 0.02%                 | 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      | $205758.26    | 0.03%             | 2033-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/NZD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43709.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.75% 03/05/2026                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    26769000 | PA      | $1241499.69   | 0.20%             | 2026-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                  | CAISSE D'AMORT LA DETTE SOCIAL 0.125% 10/25/2023 REGS                                                | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $313597.96    | 0.05%             | 2023-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BK CHINA                                                          | EXPORT IMPORT BK CHINA 3.38% 07/16/2031                                                              | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | CORP              | CN        |     8990000 | PA      | $1332867.52   | 0.21%             | 2031-07-16      | 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      | $8863.38      | 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      | $382676.84    | 0.06%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1630.36     | -0.00%            |  |  |  | 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      | $2614074.08   | 0.42%             | 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      | $148580.74    | 0.02%             | 2055-12-01      | Fixed         | 0.02%                 | 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      | $138608.53    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | 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                                      | CUSIP: 07813ZBX1<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $25169.28     | 0.00%             | 2047-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/THB settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22435.18    | -0.00%            |  |  |  | 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      | $40528.62     | 0.01%             | 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      | $320653.62    | 0.05%             | 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        |      766000 | PA      | $448324.98    | 0.07%             | 2046-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 1.5% 04/22/2026                                                                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    43280000 | PA      | $87051.28     | 0.01%             | 2026-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 11/25/2031 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      747000 | PA      | $617560.86    | 0.10%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 3.375/VAR 04/02/2025 REGS                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      701000 | PA      | $742767.54    | 0.12%             | 2025-04-02      | Variable      | 0.03%                 | 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      | $346156.93    | 0.06%             | 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      | $35788.44     | 0.01%             | 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        |     1376000 | PA      | $1264291.47   | 0.20%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/CLP settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25755.49    | -0.00%            |  |  |  | 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      | $46137.73     | 0.01%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                             | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1% 08/12/2027 REGS                                               | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      108000 | PA      | $79769.93     | 0.01%             | 2027-08-12      | Fixed         | 0.01%                 | 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      | $252243.22    | 0.04%             | 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        |      227000 | PA      | $206435.72    | 0.03%             | 2037-09-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                 | STADSHYPOTEK AB 1.5% 12/03/2024 REGS                                                                 | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $738641.66    | 0.12%             | 2024-12-03      | Fixed         | 0.01%                 | 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        |      549000 | PA      | $455083.31    | 0.07%             | 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      | $29561.55     | 0.00%             | 2028-05-26      | Fixed         | 0.03%                 | 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        |     1521000 | PA      | $1362338.70   | 0.22%             | 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      | $439769.70    | 0.07%             | 2029-12-02      | Fixed         | 0.01%                 | 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      | $1677334.11   | 0.27%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.6% 09/01/2032                                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    15220000 | PA      | $2153740.75   | 0.34%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/ILS settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $20504.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.37% 01/20/2027                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5670000 | PA      | $813913.35    | 0.13%             | 2027-01-20      | Fixed         | 0.02%                 | 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        |     2430000 | PA      | $1726517.48   | 0.28%             | 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      | $327788.23    | 0.05%             | 2036-04-15      | Fixed         | 0.00%                 | 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      | $352356.81    | 0.06%             | 2050-05-25      | Fixed         | 0.02%                 | 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      | $211552.95    | 0.03%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                     | TELENOR ASA 0% 09/25/2023 REGS                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      253000 | PA      | $265166.34    | 0.04%             | 2023-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.25% 03/10/2026                                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2172900000 | PA      | $1595405.74   | 0.25%             | 2026-03-10      | Fixed         | 0.01%                 | 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      | $1173359.45   | 0.19%             | 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        |      500000 | PA      | $377726.30    | 0.06%             | 2034-06-29      | 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      | $178204.23    | 0.03%             | 2028-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                    | DEXIA CR LOC SOCIETE ANONYME 0.75% 01/25/2023 REGS                                                   | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106966.21    | 0.02%             | 2023-01-25      | 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      | $28045.62     | 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      | $95914.46     | 0.02%             | 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      | $625770.93    | 0.10%             | 2029-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.875% 03/10/2024                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2060000000 | PA      | $1600891.88   | 0.26%             | 2024-03-10      | 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      | $164074.19    | 0.03%             | 2040-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 1.25% 10/25/2030                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      396000 | PA      | $60721.17     | 0.01%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 2.575%/VAR 02/22/2029 REGS                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $104329.27    | 0.02%             | 2029-02-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 2.625% 12/16/2024 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224506.00    | 0.04%             | 2024-12-16      | Fixed         | 0.03%                 | 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        |     1110000 | PA      | $1002499.32   | 0.16%             | 2031-12-19      | Fixed         | 0.00%                 | 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      | $36142.46     | 0.01%             | 2037-01-15      | Fixed         | 0.04%                 | 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      | $83099.03     | 0.01%             | 2040-10-08      | Variable      | 0.02%                 | 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      | $97528.90     | 0.02%             | 2032-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.5% 05/25/2029 REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1326000 | PA      | $1227256.06   | 0.20%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 1.375% 09/13/2024                                                                      | CUSIP: 45950KCQ1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |      196000 | PA      | $137988.18    | 0.02%             | 2024-09-13      | 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      | $774306.53    | 0.12%             | 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      | $273193.20    | 0.04%             | 2032-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.375% 01/05/2026 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $297766.65    | 0.05%             | 2026-01-05      | 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      | $99187.32     | 0.02%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 02/25/2027 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      315000 | PA      | $301087.28    | 0.05%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/HKD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-424.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/CNY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22862.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                       | NETHERLANDS GOVERNMENT OF 0% 01/15/2024 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       15000 | PA      | $15626.65     | 0.00%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 5.7% 05/25/2024 REGS                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    24800000 | PA      | $1098880.03   | 0.18%             | 2024-05-25      | Fixed         | 0.06%                 | 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      | $203191.96    | 0.03%             | 2027-11-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                      | IBERDROLA INTL BV 2.625/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |      100000 | PA      | $103942.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 0.25% 03/01/2026                                                                | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2528000 | PA      | $1676937.78   | 0.27%             | 2026-03-01      | Fixed         | 0.00%                 | 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      | $65969.89     | 0.01%             | 2026-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/MYR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 12/20/2024                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     4300000 | PA      | $32800.44     | 0.01%             | 2024-12-20      | Fixed         | 0.00%                 | 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      | $39720.11     | 0.01%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.875% 03/10/2051                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2378220000 | PA      | $1294827.77   | 0.21%             | 2051-03-10      | Fixed         | 0.02%                 | 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      | $125616.48    | 0.02%             | 2030-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                | ABN AMRO BANK NV 0.875% 01/15/2024 REGS                                                              | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $157394.69    | 0.03%             | 2024-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 2.75% 06/17/2052                                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     8520000 | PA      | $201368.86    | 0.03%             | 2052-06-17      | Fixed         | 0.03%                 | 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      | $227029.51    | 0.04%             | 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        |      500000 | PA      | $504868.11    | 0.08%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVT 0.1% 03/20/2023                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |      150000 | PA      | $1143.44      | 0.00%             | 2023-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                                                               | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      768000 | PA      | $520897.12    | 0.08%             | 2036-08-01      | Fixed         | 0.02%                 | 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        |       97000 | PA      | $61276.36     | 0.01%             | 2028-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 1.95% 04/30/2026 144A REGS                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2712000 | PA      | $2807555.51   | 0.45%             | 2026-04-30      | 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      | $32756.80     | 0.01%             | 2033-05-23      | Fixed         | 0.01%                 | 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      | $322917.42    | 0.05%             | 2031-09-24      | Fixed         | 0.02%                 | 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      | $197823.40    | 0.03%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/IDR settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74911.15    | -0.01%            |  |  |  | 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        |      131000 | PA      | $129225.18    | 0.02%             | 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      | $97900.57     | 0.02%             | 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      | $10248.74     | 0.00%             | 2030-06-01      | Fixed         | 0.01%                 | 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        |      100000 | PA      | $103302.92    | 0.02%             | 2032-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROATIA, REPUBLIC OF                                                            | CROATIA REPUBLIC OF 1.125% 06/19/2029 REGS                                                           | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      151000 | PA      | $137271.03    | 0.02%             | 2029-06-19      | Fixed         | 0.01%                 | 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      | $744804.66    | 0.12%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5911439.05  | -0.94%            |  |  |  | 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      | $62234.19     | 0.01%             | 2049-03-20      | Fixed         | 0.01%                 | 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      | $134230.58    | 0.02%             | 2040-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.375% 03/07/2025                                                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |       25000 | PA      | $28353.02     | 0.00%             | 2025-03-07      | Fixed         | 0.01%                 | 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        |      701000 | PA      | $550569.26    | 0.09%             | 2032-06-01      | Fixed         | 0.01%                 | 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      | $107868.03    | 0.02%             | 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      | $94424.39     | 0.02%             | 2028-04-15      | Fixed         | 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      | $95471.29     | 0.02%             | 2029-06-25      | Fixed         | 0.03%                 | 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      | $19089.31     | 0.00%             | 2048-07-03      | Fixed         | 0.04%                 | 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        |      300000 | PA      | $282992.51    | 0.05%             | 2027-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 0.45% 07/04/2041 REGS                                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      162000 | PA      | $105156.19    | 0.02%             | 2041-07-04      | Fixed         | 0.00%                 | 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      | $430896.80    | 0.07%             | 2029-02-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                        | SVENSKA HANDELSBANKEN AB 1.625% 12/15/2023 REGS                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      656000 | PA      | $771629.01    | 0.12%             | 2023-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                                                              | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      325000 | PA      | $224447.51    | 0.04%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.9% 11/30/2026                                                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2999000 | PA      | $682172.08    | 0.11%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 1.5% 08/23/2023                                                                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    63350000 | PA      | $158869.87    | 0.03%             | 2023-08-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 5% 03/01/2025 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       80000 | PA      | $88531.52     | 0.01%             | 2025-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.5% 12/01/2024 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      680000 | PA      | $718658.68    | 0.11%             | 2024-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.921% 07/06/2048                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       50000 | PA      | $11830.42     | 0.00%             | 2048-07-06      | Fixed         | 0.05%                 | 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      | $39266.12     | 0.01%             | 2026-10-07      | Fixed         | 0.00%                 | 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        |      544000 | PA      | $398587.34    | 0.06%             | 2050-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 5.75% 11/03/2027                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2000000000 | PA      | $310951.94    | 0.05%             | 2027-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: MXN/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23716.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.75% 05/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      823000 | PA      | $790607.62    | 0.13%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                          | NORDIC INVESTMENT BANK 1.125% 12/15/2023 REGS                                                        | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | FI        |       40000 | PA      | $47136.28     | 0.01%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                   | E ON INTL FINANCE BV 1% 04/13/2025 REGS                                                              | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      660000 | PA      | $669971.10    | 0.11%             | 2025-04-13      | 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              | BE        |     1357000 | PA      | $978181.27    | 0.16%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                                                      | ASSICURAZIONI GENERALI SPA 5.5%/VAR 10/27/47 REGS                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $107822.15    | 0.02%             | 2047-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                                            | SOCIETE GENERALE SFH 0.25% 09/11/2023 REGS                                                           | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105098.07    | 0.02%             | 2023-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 0.25% 01/11/2024 REGS                                                            | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      797000 | PA      | $827055.95    | 0.13%             | 2024-01-11      | Fixed         | 0.00%                 | 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      | $1090400.40   | 0.17%             | 2026-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 1.375% 09/08/2025 REGS                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     1512000 | PA      | $1692694.64   | 0.27%             | 2025-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                            | SLOVENIA REPUBLIC OF 1.25% 03/22/2027 REGS                                                           | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |       84000 | PA      | $83327.72     | 0.01%             | 2027-03-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/PEN settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10322.54    | -0.00%            |  |  |  | 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      | $282828.09    | 0.05%             | 2027-01-15      | 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        |      576000 | PA      | $540421.80    | 0.09%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 1.3% 10/15/2027 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $303771.23    | 0.05%             | 2027-10-15      | Fixed         | 0.01%                 | 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      | $149909.29    | 0.02%             | 2030-11-19      | Fixed         | 0.00%                 | 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      | $661648.14    | 0.11%             | 2028-09-25      | Fixed         | 0.01%                 | 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        |       65000 | PA      | $44778.47     | 0.01%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 3% 08/21/2030                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    64320000 | PA      | $116041.82    | 0.02%             | 2030-08-21      | 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      | $92042.00     | 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        |     1061000 | PA      | $917831.58    | 0.15%             | 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      | $205791.68    | 0.03%             | 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      | $343167.38    | 0.05%             | 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      | $71885.01     | 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      | $95044.40     | 0.02%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 2.5% 10/24/2024                                                                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     3780000 | PA      | $8618.27      | 0.00%             | 2024-10-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/NOK settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12688.30    | -0.00%            |  |  |  | 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              | CORP              | DE        |       24000 | PA      | $20984.14     | 0.00%             | 2031-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                       | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |       24000 | PA      | $21580.55     | 0.00%             | 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        |       32000 | PA      | $27923.76     | 0.00%             | 2029-06-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.32% 04/15/2052                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    15390000 | PA      | $2271502.96   | 0.36%             | 2052-04-15      | Fixed         | 0.03%                 | 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      | $35838.67     | 0.01%             | 2042-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD 1.75%/VAR 03/02/2026 REGS                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $110785.64    | 0.02%             | 2026-03-02      | Variable      | 0.02%                 | 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      | $388354.79    | 0.06%             | 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      | $87405.45     | 0.01%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.4% 06/20/2049                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    18750000 | PA      | $108123.95    | 0.02%             | 2049-06-20      | Fixed         | 0.00%                 | 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        |      195000 | PA      | $176361.91    | 0.03%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | 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      | $186838.78    | 0.03%             | 2042-07-18      | Fixed         | 0.01%                 | 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      | $59906.66     | 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              | CORP              | AU        |     1347000 | PA      | $730306.45    | 0.12%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 2.4% 12/17/2023                                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   100533000 | PA      | $2940080.12   | 0.47%             | 2023-12-17      | Fixed         | 0.02%                 | 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        |      153000 | PA      | $122048.00    | 0.02%             | 2042-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                                                          | VOLKSWAGEN FIN SERV AG 0.875% 01/31/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      630000 | PA      | $559053.13    | 0.09%             | 2028-01-31      | Fixed         | 0.01%                 | 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      | $116970.00    | 0.02%             | 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      | $625702.60    | 0.10%             | 2028-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.75% 02/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2090000 | PA      | $2017959.60   | 0.32%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 1.45% 09/18/2026                                                               | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $97330.67     | 0.02%             | 2026-09-18      | Fixed         | 0.01%                 | 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              | CORP              | CA        |       70000 | PA      | $46825.55     | 0.01%             | 2029-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.25% 07/31/2031 REGS                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1137000 | PA      | $1029767.56   | 0.16%             | 2031-07-31      | Fixed         | 0.00%                 | 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        |      279000 | PA      | $167104.95    | 0.03%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBANK EG                                                    | MUENCHENER HYPOTHEKENBANK EG 0.5% 12/11/2024 REGS                                                    | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $896069.60    | 0.14%             | 2024-12-11      | Fixed         | 0.01%                 | 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      | $44368.83     | 0.01%             | 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      | $1736145.99   | 0.28%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.7% 09/01/2051 144A REGS                                                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      536000 | PA      | $318677.30    | 0.05%             | 2051-09-01      | Fixed         | 0.02%                 | 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      | $74493.26     | 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      | $20466.03     | 0.00%             | 2029-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                               | NORWAY KINGDOM OF 3% 03/14/2024 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |      220000 | PA      | $22415.89     | 0.00%             | 2024-03-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 11/25/2029 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2537000 | PA      | $2239636.73   | 0.36%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                              | LAND NIEDERSACHSEN 0.01% 11/25/2027 REGS                                                             | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | CORP              | DE        |      430000 | PA      | $397704.63    | 0.06%             | 2027-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                               | UNICREDIT BANK AG 0.25% 01/15/2032 REGS                                                              | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       39000 | PA      | $32131.42     | 0.01%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 1.6% 12/20/2033                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    33050000 | PA      | $276724.50    | 0.04%             | 2033-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                       | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2025 144A REGS                                                 | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       91000 | PA      | $91735.79     | 0.01%             | 2025-07-15      | Fixed         | 0.00%                 | 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        |      189000 | PA      | $143580.46    | 0.02%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: NOK/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12262.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 3% 06/26/2024                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     7530000 | PA      | $17801.24     | 0.00%             | 2024-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 03/20/2025                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |       50000 | PA      | $381.40       | 0.00%             | 2025-03-20      | Fixed         | 0.00%                 | 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      | $36085.07     | 0.01%             | 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        |      100000 | PA      | $88801.88     | 0.01%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.375% 12/10/2029                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    41420000 | PA      | $28091.00     | 0.00%             | 2029-12-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.26% 02/24/2025                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    11900000 | PA      | $1720218.09   | 0.27%             | 2025-02-24      | Fixed         | 0.02%                 | 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      | $476043.34    | 0.08%             | 2036-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                           | EUROPEAN FINANCIAL STBLTY FCTY 0.125% 10/17/2023 REGS                                                | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $262255.43    | 0.04%             | 2023-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/CLP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-151330.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.94% 02/12/2029                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      956000 | PA      | $230604.30    | 0.04%             | 2029-02-12      | Fixed         | 0.06%                 | 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        |       87000 | PA      | $84387.12     | 0.01%             | 2028-02-15      | Fixed         | 0.01%                 | 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      | $19508.03     | 0.00%             | 2039-02-28      | Fixed         | 0.02%                 | 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        |      100000 | PA      | $92422.87     | 0.01%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                               | UNICREDIT BANK AG 0.85% 05/22/2034 REGS                                                              | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      102000 | PA      | $84268.15     | 0.01%             | 2034-05-22      | Fixed         | 0.01%                 | 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      | $282943.59    | 0.05%             | 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      | $112643.81    | 0.02%             | 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      | $966307.05    | 0.15%             | 2034-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: MYR/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10884.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.48% 01/08/2029                                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    62240000 | PA      | $9284631.66   | 1.48%             | 2029-01-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 1.6% 04/30/2025 144A REGS                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      243000 | PA      | $252602.94    | 0.04%             | 2025-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                              | DENMARK KINGDOM OF 0% 11/15/2024                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    14820000 | PA      | $2025856.54   | 0.32%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/AUD settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-135974.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 2.5% 10/25/2027                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2330000 | PA      | $400074.27    | 0.06%             | 2027-10-25      | Fixed         | 0.03%                 | 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      | $585576.20    | 0.09%             | 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: N/A                  | Long             | DBT              | CORP              | CA        |     1526000 | PA      | $1077588.17   | 0.17%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.15% 07/18/2024 REGS                                                          | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |      129000 | PA      | $135006.96    | 0.02%             | 2024-07-18      | Fixed         | 0.02%                 | 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        |     2826000 | PA      | $2726218.68   | 0.44%             | 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      | $380836.25    | 0.06%             | 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      | $291770.02    | 0.05%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 1.25% 02/14/2025                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      170000 | PA      | $6891.09      | 0.00%             | 2025-02-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.375% 07/16/2025                                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      577000 | PA      | $579161.43    | 0.09%             | 2025-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 0.75% 12/13/2024 REGS                                                            | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      192000 | PA      | $216483.56    | 0.03%             | 2024-12-13      | Fixed         | 0.01%                 | 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        |      207000 | PA      | $144799.72    | 0.02%             | 2042-01-17      | Fixed         | 0.01%                 | 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        |    67000000 | PA      | $547435.54    | 0.09%             | 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      | $99098.25     | 0.02%             | 2033-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: JPY/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1328733.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                               | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/15/2025 144A REGS                                        | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |       22000 | PA      | $23549.90     | 0.00%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.5% 04/15/2026                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  8615000000 | PA      | $539008.19    | 0.09%             | 2026-04-15      | Fixed         | 0.06%                 | 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        |     1280000 | PA      | $709417.38    | 0.11%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                               | UNICREDIT BANK AG 0.375% 01/17/2033 REGS                                                             | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $162134.64    | 0.03%             | 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      | $23487.11     | 0.00%             | 2040-12-07      | Fixed         | 0.04%                 | 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        |      918000 | PA      | $785977.32    | 0.13%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.7% 10/20/2030                                                               | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    17030000 | PA      | $2579905.77   | 0.41%             | 2030-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: THB/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $19612.59     | 0.00%             |  |  |  | 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      | $284523.40    | 0.05%             | 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        |   184200000 | PA      | $1357345.15   | 0.22%             | 2042-09-20      | Fixed         | 0.01%                 | 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        |     1558000 | PA      | $870437.87    | 0.14%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.5% 11/04/2046                                                               | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |      820000 | PA      | $120668.39    | 0.02%             | 2046-11-04      | Fixed         | 0.04%                 | 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      | $50653.19     | 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        |      750000 | PA      | $732277.08    | 0.12%             | 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      | $1062456.04   | 0.17%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 02/25/2023 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       15000 | PA      | $16008.42     | 0.00%             | 2023-02-25      | Fixed         | 0.00%                 | 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      | $105000.01    | 0.02%             | 2027-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      411000 | PA      | $456822.79    | 0.07%             | 2030-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: PEN/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2150.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 3% 04/25/2041                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    87920000 | PA      | $117605.22    | 0.02%             | 2041-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                           | ANNINGTON FUNDING PLC 2.308% 10/06/2032 REGS                                                         | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      104000 | PA      | $90199.78     | 0.01%             | 2032-10-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 0.75% 04/25/2025                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      830000 | PA      | $165721.52    | 0.03%             | 2025-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERLIN HANNOVERSCHE HYPOTHEKENBANK AG                                           | BERLIN HANNOVERSCHE HYPBK AG 0.25% 05/30/2023 REGS                                                   | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      108000 | PA      | $114567.20    | 0.02%             | 2023-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/GBP settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108306.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                 | STADSHYPOTEK AB 0.375% 03/13/2026 REGS                                                               | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      500000 | PA      | $488284.70    | 0.08%             | 2026-03-13      | Fixed         | 0.00%                 | 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      | $202974.70    | 0.03%             | 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      | $72267.13     | 0.01%             | 2049-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 1.5% 07/24/2024                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       82000 | PA      | $53729.79     | 0.01%             | 2024-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 2.25% 07/01/2025                                                                          | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1041361.30   | 0.17%             | 2025-07-01      | Fixed         | 0.02%                 | 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      | $105673.49    | 0.02%             | 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        |      665000 | PA      | $425403.03    | 0.07%             | 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        |      850000 | PA      | $442269.94    | 0.07%             | 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        |      546000 | PA      | $327152.39    | 0.05%             | 2046-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | NORDEA BANK ABP 1%/VAR 06/27/2029 REGS                                                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      135000 | PA      | $135147.03    | 0.02%             | 2029-06-27      | Variable      | 0.01%                 | 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      | $20130.03     | 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      | $138039.07    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |      130000 | PA      | $84732.35     | 0.01%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                                                    | NIBC BANK NV 2% 04/09/2024 REGS                                                                      | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208311.28    | 0.03%             | 2024-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                                                     | KEYERA CORP 3.959% 05/29/2030                                                                        | CUSIP: 49327ZAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      991000 | PA      | $662067.05    | 0.11%             | 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      | $93985.51     | 0.02%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                      | AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2025 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      211000 | PA      | $130946.93    | 0.02%             | 2025-11-21      | Fixed         | 0.00%                 | 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        |   521900000 | PA      | $2738742.23   | 0.44%             | 2056-03-20      | 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      | $107134.40    | 0.02%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                   | NEW SOUTH WALES TREASURY CORP 1.25% 03/20/2025 REGS                                                  | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | CORP              | AU        |      803000 | PA      | $516791.55    | 0.08%             | 2025-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 2.3% 06/18/2026                                                        | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $147110.12    | 0.02%             | 2026-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.875% 12/15/2023 REGS                                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      145000 | PA      | $170481.62    | 0.03%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.005% 03/20/2027                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   206000000 | PA      | $1557682.72   | 0.25%             | 2027-03-20      | Fixed         | 0.00%                 | 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      | $95192.98     | 0.02%             | 2028-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.53% 10/18/2051                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2380000 | PA      | $360473.95    | 0.06%             | 2051-10-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                      | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2025 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       56000 | PA      | $37948.02     | 0.01%             | 2025-04-21      | Fixed         | 0.03%                 | 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      | $322663.72    | 0.05%             | 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      | $163220.93    | 0.03%             | 2029-02-15      | Fixed         | 0.00%                 | 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        |   210300000 | PA      | $1555040.63   | 0.25%             | 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              | CORP              | DE        |       50000 | PA      | $25198.82     | 0.00%             | 2051-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                        | SVENSKA HANDELSBANKEN AB 1.625%/VAR 03/05/2029 REGS                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      130000 | PA      | $133699.59    | 0.02%             | 2029-03-05      | Variable      | 0.02%                 | 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      | $272314.99    | 0.04%             | 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        |      100000 | PA      | $86166.09     | 0.01%             | 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        |      100000 | PA      | $89918.23     | 0.01%             | 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        |     2368000 | PA      | $1986238.64   | 0.32%             | 2036-05-25      | Fixed         | 0.01%                 | 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        |      110000 | PA      | $108421.62    | 0.02%             | 2026-04-09      | Fixed         | 0.02%                 | 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      | $58403.91     | 0.01%             | 2028-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0.25% 08/15/2028 REGS                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      760000 | PA      | $720258.02    | 0.11%             | 2028-08-15      | Fixed         | 0.00%                 | 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      | $195571.21    | 0.03%             | 2038-11-16      | Fixed         | 0.04%                 | 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        |      756000 | PA      | $629863.40    | 0.10%             | 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      | $36629.20     | 0.01%             | 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      | $35095.69     | 0.01%             | 2028-08-08      | Fixed         | 0.03%                 | 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      | $30187.28     | 0.00%             | 2030-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.44% 10/15/2027                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4120000 | PA      | $591970.77    | 0.09%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                        | ENGIE SA 0.875% 03/27/2024 REGS                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311223.49    | 0.05%             | 2024-03-27      | Fixed         | 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        |     1444000 | PA      | $1065502.52   | 0.17%             | 2057-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 1% 11/25/2025 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       36000 | PA      | $36689.86     | 0.01%             | 2025-11-25      | Fixed         | 0.01%                 | 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      | $430229.25    | 0.07%             | 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      | $213433.31    | 0.03%             | 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      | $159118.54    | 0.03%             | 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      | $92381.91     | 0.01%             | 2029-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA                           | HONG KONG GOV SAR 0.36% 04/15/2024                                                                   | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |     2200000 | PA      | $268282.27    | 0.04%             | 2024-04-15      | Fixed         | 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        |     3944000 | PA      | $490365.61    | 0.08%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/CZK settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26880.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                             | FINLAND REPUBLIC OF 0.5% 04/15/2026 144A REGS                                                        | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       44000 | PA      | $43908.41     | 0.01%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: SGD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11548.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/CAD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $380936.78    | 0.06%             |  |  |  | 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              | CORP              | DE        |      270000 | PA      | $210555.05    | 0.03%             | 2078-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 1.625% 06/03/2025 REGS                                                        | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | VE        |      198000 | PA      | $200221.96    | 0.03%             | 2025-06-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.45% 05/15/2025 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       80000 | PA      | $81953.65     | 0.01%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $1880519.06   | 0.30%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.5% 09/10/2040                                                                    | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2069710000 | PA      | $1172855.99   | 0.19%             | 2040-09-10      | Fixed         | 0.01%                 | 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        |      300000 | PA      | $245003.52    | 0.04%             | 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      | $142489.44    | 0.02%             | 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              | CORP              | CA        |      320000 | PA      | $198215.66    | 0.03%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.5% 01/26/2024                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      740000 | PA      | $74064.20     | 0.01%             | 2024-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/GBP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20470.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32052.49    | -0.01%            |  |  |  | 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      | $94085.28     | 0.02%             | 2028-01-31      | Fixed         | 0.02%                 | 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        |    23050000 | PA      | $172755.57    | 0.03%             | 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      | $39687.25     | 0.01%             | 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      | $24879.53     | 0.00%             | 2029-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 0.35% 02/01/2025 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      191000 | PA      | $192228.67    | 0.03%             | 2025-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: EUR/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1116444.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/HUF settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12731.66    | -0.00%            |  |  |  | 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      | $114217.97    | 0.02%             | 2027-08-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.75% 07/01/2024 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      185000 | PA      | $193800.49    | 0.03%             | 2024-07-01      | Fixed         | 0.02%                 | 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      | $21929.67     | 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      | $257448.77    | 0.04%             | 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        |      400000 | PA      | $374885.29    | 0.06%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: AUD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $30244.34     | 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      | $48000.16     | 0.01%             | 2037-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.059% 09/30/2024                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      219000 | PA      | $50066.73     | 0.01%             | 2024-09-30      | Fixed         | 0.04%                 | 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        |      100000 | PA      | $87869.17     | 0.01%             | 2028-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.3% 12/20/2025                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   756050000 | PA      | $5800339.10   | 0.93%             | 2025-12-20      | Fixed         | 0.00%                 | 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      | $232958.01    | 0.04%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 4.5% 03/23/2028                                                                  | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   112000000 | PA      | $232507.70    | 0.04%             | 2028-03-23      | 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      | $165958.85    | 0.03%             | 2026-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 1.25% 08/28/2023                                                      | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      380000 | PA      | $38257.17     | 0.01%             | 2023-08-28      | Fixed         | 0.01%                 | 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      | $646879.78    | 0.10%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 2.15% 10/31/2025 144A REGS                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       44000 | PA      | $46159.12     | 0.01%             | 2025-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.125% 06/10/2027                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1520000000 | PA      | $1124972.40   | 0.18%             | 2027-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2043000 | PA      | $1700993.64   | 0.27%             | 2048-08-15      | Fixed         | 0.01%                 | 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      | $341965.96    | 0.05%             | 2032-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 0.875% 03/11/2037 REGS                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $77992.34     | 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        |      153000 | PA      | $127528.69    | 0.02%             | 2027-04-26      | Fixed         | 0.01%                 | 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        |      100000 | PA      | $89937.05     | 0.01%             | 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        |    32450000 | PA      | $245929.16    | 0.04%             | 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        |       27000 | PA      | $21798.24     | 0.00%             | 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      | $116824.12    | 0.02%             | 2027-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                               | CI FINL CORP 3.759% 05/26/2025                                                                       | CUSIP: 125491AJ9<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      513000 | PA      | $363738.97    | 0.06%             | 2025-05-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.375% 06/10/2030                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   368030000 | PA      | $246756.33    | 0.04%             | 2030-06-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.75% 06/15/2029                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    11830000 | PA      | $1708550.83   | 0.27%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                          | LOGICOR FINANCING SARL 0.75% 07/15/2024 REGS                                                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      558000 | PA      | $547913.47    | 0.09%             | 2024-07-15      | Fixed         | 0.01%                 | 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        |      360000 | PA      | $246793.53    | 0.04%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.375% 12/10/2028                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   514930000 | PA      | $378875.76    | 0.06%             | 2028-12-10      | Fixed         | 0.02%                 | 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              | CORP              | CA        |      150000 | PA      | $95736.34     | 0.02%             | 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      | $165000.56    | 0.03%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 2% 07/09/2039 REGS                                                           | CUSIP: N/A<br>LEI: 54930044PULMORCKB765       | Long             | DBT              | NUSS              | SA        |      163000 | PA      | $128986.82    | 0.02%             | 2039-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                             | SWEDBANK HYPOTEK AB 1% 09/18/2024 REGS                                                               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      800000 | PA      | $73557.41     | 0.01%             | 2024-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.125% 06/01/2026                                                              | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      271000 | PA      | $197554.43    | 0.03%             | 2026-06-01      | Fixed         | 0.02%                 | 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      | $115656.35    | 0.02%             | 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        |      109000 | PA      | $92695.67     | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | 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      | $102739.65    | 0.02%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 0% 05/31/2024                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2574000 | PA      | $2646552.02   | 0.42%             | 2024-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 02/15/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      451000 | PA      | $406497.72    | 0.06%             | 2030-02-15      | Fixed         | 0.00%                 | 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              | CORP              | DE        |       72000 | PA      | $50012.13     | 0.01%             | 2039-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                              | COUNCIL EUROPE DEV BK 0.125% 05/25/2023 REGS                                                         | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |       23000 | PA      | $24402.95     | 0.00%             | 2023-05-25      | Fixed         | 0.00%                 | 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      | $882100.68    | 0.14%             | 2028-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19069.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.128% 08/15/2025                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      405000 | PA      | $92626.86     | 0.01%             | 2025-08-15      | Fixed         | 0.04%                 | 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        |      430000 | PA      | $355129.32    | 0.06%             | 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      | $86592.00     | 0.01%             | 2027-02-18      | Fixed         | 0.01%                 | 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      | $96781.26     | 0.02%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 2.875% 06/17/2046                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9832000 | PA      | $250157.26    | 0.04%             | 2046-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.582% 07/15/2032                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2240000 | PA      | $489799.77    | 0.08%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/GBP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1044.26      | 0.00%             |  |  |  | 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      | $236978.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                      | DEUTSCHE BAHN FINANCE GMBH 0.375% 12/03/2026 REGS                                                    | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      214000 | PA      | $220406.29    | 0.04%             | 2026-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCO - ASSET MANAGEMENT CO SPA                                                  | AMCO - ASSET MANAGEMENT CO SPA 1.375% 01/27/2025 REGS                                                | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |      110000 | PA      | $110930.63    | 0.02%             | 2025-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                               | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                                                        | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |     3268000 | PA      | $293054.55    | 0.05%             | 2030-08-19      | Fixed         | 0.01%                 | 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        |      728000 | PA      | $630216.11    | 0.10%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.5% 03/04/2027                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19600000 | PA      | $877109.18    | 0.14%             | 2027-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                      | DEUTSCHE BAHN FINANCE GMBH 1.375% 07/07/2025 REGS                                                    | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       28000 | PA      | $31472.26     | 0.01%             | 2025-07-07      | Fixed         | 0.01%                 | 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      | $86379.53     | 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      | $82827.20     | 0.01%             | 2028-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 0.5%/VAR 11/12/2025 REGS                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      130000 | PA      | $130000.20    | 0.02%             | 2025-11-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/GBP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6865.98      | 0.00%             |  |  |  | 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              | CORP              | CA        |      100000 | PA      | $65106.35     | 0.01%             | 2043-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                                                          | VOLKSWAGEN FIN SERV AG 2.5% 04/06/2023 REGS                                                          | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |       35000 | PA      | $37433.23     | 0.01%             | 2023-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                   | LONG GILT FUTURE MAR23 G H3                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          10 | NC      | $-83605.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 0.25% 01/15/2026 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $96686.47     | 0.02%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.25% 11/25/2026 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1615000 | PA      | $1570108.29   | 0.25%             | 2026-11-25      | Fixed         | 0.00%                 | 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        |     1482000 | PA      | $805621.51    | 0.13%             | 2030-12-21      | Fixed         | 0.01%                 | 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      | $558601.49    | 0.09%             | 2027-02-27      | 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      | $89111.40     | 0.01%             | 2034-10-18      | Fixed         | 0.01%                 | 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      | $299556.22    | 0.05%             | 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        |   212650000 | PA      | $1315889.35   | 0.21%             | 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        |       20000 | PA      | $22699.83     | 0.00%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 1.7% 07/15/2026                                                         | CUSIP: 13607HVV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      498000 | PA      | $328577.02    | 0.05%             | 2026-07-15      | Fixed         | 0.02%                 | 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        |     1087000 | PA      | $1026597.30   | 0.16%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                   | HYDRO ONE INC 0.71% 01/16/2023                                                                       | CUSIP: 44810ZCE8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      127000 | PA      | $93669.31     | 0.01%             | 2023-01-16      | Fixed         | 0.01%                 | 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      | $107852.35    | 0.02%             | 2038-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.375% 04/14/2026 REGS                                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      413000 | PA      | $406738.79    | 0.06%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 02/25/2025 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     5233000 | PA      | $5273452.08   | 0.84%             | 2025-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/NZD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1411.49      | 0.00%             |  |  |  | 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        |      720000 | PA      | $705402.06    | 0.11%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                       | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2026 144A REGS                                                  | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      714000 | PA      | $709432.11    | 0.11%             | 2026-07-15      | Fixed         | 0.01%                 | 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      | $85090.93     | 0.01%             | 2030-07-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 1.125% 04/04/2036 REGS                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       94000 | PA      | $78650.82     | 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        |       80000 | PA      | $94284.38     | 0.02%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                      | ANHEUSER BUSCH INBEV SA NV 2.25% 05/24/2029 REGS                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       53000 | PA      | $55200.95     | 0.01%             | 2029-05-24      | Fixed         | 0.02%                 | 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      | $457507.98    | 0.07%             | 2029-06-15      | Fixed         | 0.02%                 | 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      | $107652.65    | 0.02%             | 2027-05-25      | Fixed         | 0.02%                 | 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      | $98411.18     | 0.02%             | 2028-04-07      | Fixed         | 0.03%                 | 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        |      872000 | PA      | $871382.58    | 0.14%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 1% 04/22/2024 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2944000 | PA      | $3439810.53   | 0.55%             | 2024-04-22      | 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      | $1832835.38   | 0.29%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 1.25% 03/23/2026 REGS                                                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       79000 | PA      | $79399.23     | 0.01%             | 2026-03-23      | 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              | CORP              | AU        |     2111000 | PA      | $1146642.37   | 0.18%             | 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        |      200000 | PA      | $159044.89    | 0.03%             | 2032-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: JPY/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $43472.94     | 0.01%             |  |  |  | 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        |      740000 | PA      | $878697.29    | 0.14%             | 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      | $242277.02    | 0.04%             | 2029-12-21      | Fixed         | 0.01%                 | 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      | $573895.91    | 0.09%             | 2049-01-22      | Fixed         | 0.02%                 | 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        |      260000 | PA      | $231378.84    | 0.04%             | 2028-03-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.75% 05/25/2052 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2316000 | PA      | $1330159.77   | 0.21%             | 2052-05-25      | Fixed         | 0.01%                 | 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      | $139681.91    | 0.02%             | 2039-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                                                              | VONOVIA FINANCE BV 0.75% 01/15/2024 REGS                                                             | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206962.94    | 0.03%             | 2024-01-15      | Fixed         | 0.01%                 | 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      | $68285.53     | 0.01%             | 2028-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                             | AUSTRIA REPUBLIC OF 1.2% 10/20/2025 144A REGS                                                        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       77000 | PA      | $79178.44     | 0.01%             | 2025-10-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.1% 07/15/2026 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1186000 | PA      | $1204026.96   | 0.19%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 0.875% 01/24/2032                                                                     | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      245000 | PA      | $193141.56    | 0.03%             | 2032-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 0.8% 07/04/2025 REGS                                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1760000 | PA      | $1788131.63   | 0.29%             | 2025-07-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.24% 05/25/2025                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     8680000 | PA      | $1252147.06   | 0.20%             | 2025-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.625% 06/10/2028                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   940310000 | PA      | $704344.13    | 0.11%             | 2028-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: CZK/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9606.95      | 0.00%             |  |  |  | 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      | $233704.88    | 0.04%             | 2033-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GENERAL ELECTRIC CO 2.125% 05/17/2037                                                                | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      110000 | PA      | $91947.57     | 0.01%             | 2037-05-17      | Fixed         | 0.02%                 | 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        |      770000 | PA      | $479912.58    | 0.08%             | 2044-06-25      | Fixed         | 0.01%                 | 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        |      200000 | PA      | $171373.21    | 0.03%             | 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      | $1162285.73   | 0.19%             | 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        |      100000 | PA      | $92858.33     | 0.01%             | 2028-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/MYR settle 2023-02-02                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16545.16    | -0.00%            |  |  |  | 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      | $23730.93     | 0.00%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 5.5% 01/04/2031 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      117000 | PA      | $151785.57    | 0.02%             | 2031-01-04      | Fixed         | 0.06%                 | 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      | $19936.06     | 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        |      866000 | PA      | $852581.94    | 0.14%             | 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      | $37264.51     | 0.01%             | 2050-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.7142% 02/12/2055                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $112760.26    | 0.02%             | 2055-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/SEK settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16447.75    | -0.00%            |  |  |  | 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              | CORP              | AU        |      154000 | PA      | $99720.59     | 0.02%             | 2028-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                          | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC 0% 03/25/2025 REGS                                            | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1596416.03   | 0.25%             | 2025-03-25      | Fixed         | 0.00%                 | 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              | CORP              | CA        |      730000 | PA      | $470677.47    | 0.08%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                    | DEXIA CR LOC SOCIETE ANONYME 0.625% 02/03/2024 REGS                                                  | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104145.58    | 0.02%             | 2024-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 8% 09/05/2024                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    17600000 | PA      | $873551.23    | 0.14%             | 2024-09-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.7% 10/10/2024                                                              | CUSIP: 458182EA6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70527.33     | 0.01%             | 2024-10-10      | Fixed         | 0.02%                 | 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      | $17374.14     | 0.00%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/CHF settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-144460.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 4.75% 04/25/2035 REGS                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $123339.82    | 0.02%             | 2035-04-25      | Fixed         | 0.05%                 | 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      | $1270596.96   | 0.20%             | 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        |      769000 | PA      | $548419.73    | 0.09%             | 2054-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 4.125% 03/11/2039 REGS                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      145000 | PA      | $110619.97    | 0.02%             | 2039-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.41% 06/07/2031                                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |     2540000 | PA      | $377582.31    | 0.06%             | 2031-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                       | SWITZERLAND CONFEDERATION 1.25% 05/28/2026 REGS                                                      | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |       35000 | PA      | $37700.75     | 0.01%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 3.25% 01/17/2033                                                                | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      299000 | PA      | $281791.43    | 0.04%             | 2033-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.25% 01/31/2025 REGS                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      740000 | PA      | $830332.40    | 0.13%             | 2025-01-31      | Fixed         | 0.00%                 | 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        |     1258000 | PA      | $895646.12    | 0.14%             | 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        |      682000 | PA      | $462188.31    | 0.07%             | 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      | $102085.83    | 0.02%             | 2032-03-31      | Fixed         | 0.02%                 | 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              | CORP              | DE        |      178000 | PA      | $140921.94    | 0.02%             | 2048-06-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: ILS/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1606.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 2.5%/VAR 06/21/2029 REGS                                                      | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      126000 | PA      | $129443.33    | 0.02%             | 2029-06-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/MXN settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $26959.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: MYR/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5571.30      | 0.00%             |  |  |  | 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        |      468000 | PA      | $253036.65    | 0.04%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 7.25% 10/18/2034                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2346200000 | PA      | $317214.90    | 0.05%             | 2034-10-18      | Fixed         | 0.07%                 | 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      | $337893.86    | 0.05%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.065% 06/15/2050                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      833000 | PA      | $172131.27    | 0.03%             | 2050-06-15      | Fixed         | 0.04%                 | 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      | $119223.96    | 0.02%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 2% 10/13/2033                                                                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2230000 | PA      | $74007.53     | 0.01%             | 2033-10-13      | 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        |     1690000 | PA      | $1581100.78   | 0.25%             | 2027-10-22      | 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      | $122212.72    | 0.02%             | 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      | $92547.09     | 0.01%             | 2030-05-27      | Fixed         | 0.02%                 | 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      | $92466.30     | 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        |     1527000 | PA      | $1006915.87   | 0.16%             | 2049-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 0% 01/31/2026                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     3427000 | PA      | $3345221.26   | 0.53%             | 2026-01-31      | Fixed         | 0.00%                 | 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      | $402424.40    | 0.06%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/AUD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4894.76     | -0.00%            |  |  |  | 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        |       80000 | PA      | $73795.81     | 0.01%             | 2053-08-15      | Fixed         | 0.02%                 | 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              | CORP              | CA        |      227000 | PA      | $132332.28    | 0.02%             | 2050-08-14      | Fixed         | 0.03%                 | 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      | $1189400.96   | 0.19%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 0.01%/VAR 11/10/2024 REGS                                                     | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      261000 | PA      | $270464.37    | 0.04%             | 2024-11-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.478% 06/14/2024                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4060000 | PA      | $920361.91    | 0.15%             | 2024-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                      | DEUTSCHE BAHN FINANCE GMBH 0.625% 12/08/2050 REGS                                                    | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      144000 | PA      | $76120.71     | 0.01%             | 2050-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: IDR/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $74465.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 2.125% 05/26/2025 REGS                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      323000 | PA      | $331078.03    | 0.05%             | 2025-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                             | SWEDBANK HYPOTEK AB 0.45% 08/23/2023 REGS                                                            | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      190000 | PA      | $200206.58    | 0.03%             | 2023-08-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.935% 09/30/2043                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      150000 | PA      | $35863.45     | 0.01%             | 2043-09-30      | Fixed         | 0.05%                 | 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      | $79991.52     | 0.01%             | 2040-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.375% 09/10/2023                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    41520000 | PA      | $32888.12     | 0.01%             | 2023-09-10      | Fixed         | 0.03%                 | 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      | $112450.00    | 0.02%             | 2026-02-18      | Fixed         | 0.03%                 | 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        |      300000 | PA      | $264449.53    | 0.04%             | 2030-04-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                     | PRUDENTIAL PLC 5.625%/VAR 10/20/2051 REGS                                                            | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      104000 | PA      | $114245.04    | 0.02%             | 2051-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: DKK/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11935.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG INDUSTRIES INC 0.875% 11/03/2025                                                                 | CUSIP: 693506BM8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      744000 | PA      | $730901.72    | 0.12%             | 2025-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.28% 03/17/2024                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    45820000 | PA      | $6643576.54   | 1.06%             | 2024-03-17      | Fixed         | 0.02%                 | 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      | $117928.72    | 0.02%             | 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      | $153819.32    | 0.02%             | 2050-03-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.8% 06/01/2024 144A REGS                                                          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1300000000 | PA      | $1498074.48   | 0.24%             | 2024-06-01      | Fixed         | 0.06%                 | 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        |     1300000 | PA      | $1297235.53   | 0.21%             | 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              | BE        |      169000 | PA      | $143446.20    | 0.02%             | 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      | $1301103.03   | 0.21%             | 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      | $991303.60    | 0.16%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                      | AUSTRALIA COMMONWEALTH OF 2.75% 04/21/2024 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1810000 | PA      | $1223095.97   | 0.20%             | 2024-04-21      | Fixed         | 0.03%                 | 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      | $123934.52    | 0.02%             | 2051-03-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                    | ONTARIO POWER GENERATION INC 2.893% 04/08/2025                                                       | CUSIP: 68321ZAF8<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      390000 | PA      | $276240.40    | 0.04%             | 2025-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/CAD settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54836.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.95% 02/16/2050                                                                   | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       33000 | PA      | $18542.88     | 0.00%             | 2050-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 06/30/2023 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      173000 | PA      | $183007.81    | 0.03%             | 2023-06-30      | Fixed         | 0.00%                 | 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      | $289436.37    | 0.05%             | 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      | $16105.29     | 0.00%             | 2039-09-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 06/20/2024                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   180200000 | PA      | $1374484.97   | 0.22%             | 2024-06-20      | Fixed         | 0.00%                 | 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        |      100000 | PA      | $93592.23     | 0.01%             | 2028-02-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.02% 05/27/2031                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2210000 | PA      | $324261.77    | 0.05%             | 2031-05-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                      | DEUTSCHE BAHN FINANCE GMBH 0.875% 06/23/2039 REGS                                                    | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      198000 | PA      | $138778.34    | 0.02%             | 2039-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $224153.90    | 0.04%             | 2042-11-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                                                               | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |       20000 | PA      | $15529.34     | 0.00%             | 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      | $154254.29    | 0.02%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/NOK settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41563.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.2% 02/27/2024                                                     | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      207000 | PA      | $138199.57    | 0.02%             | 2024-02-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0.875% 09/15/2026 REGS                                                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       43000 | PA      | $45923.42     | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | 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      | $603534.67    | 0.10%             | 2028-03-15      | Fixed         | 0.02%                 | 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      | $291267.52    | 0.05%             | 2028-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORP NV                                                               | LEASEPLAN CORP NV 2.125% 05/06/2025 REGS                                                             | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |      130000 | PA      | $132324.43    | 0.02%             | 2025-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 3.85% 12/12/2025                                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1091000 | PA      | $33485.23     | 0.01%             | 2025-12-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 2% 10/04/2027 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      860000 | PA      | $878865.99    | 0.14%             | 2027-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                             | CYPRUS REPUBLIC OF 2.75% 06/27/2024 REGS                                                             | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |       32000 | PA      | $34132.37     | 0.01%             | 2024-06-27      | Fixed         | 0.03%                 | 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        |      190000 | PA      | $165827.42    | 0.03%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: KRW/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $175130.05    | 0.03%             |  |  |  | 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        |     2004000 | PA      | $1868174.47   | 0.30%             | 2029-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.609% 11/01/2024                                                               | CUSIP: 780086RF3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      102000 | PA      | $71974.03     | 0.01%             | 2024-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                      | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2025 REGS                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      485000 | PA      | $293589.44    | 0.05%             | 2025-04-15      | Fixed         | 0.03%                 | 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      | $515109.23    | 0.08%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                     | LANSFORSAKRINGAR HYPOTEK AB 1.5% 09/16/2026 REGS                                                     | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     5600000 | PA      | $497396.70    | 0.08%             | 2026-09-16      | 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              | CORP              | DE        |      226000 | PA      | $190307.70    | 0.03%             | 2036-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                      | VOLKSWAGEN INTL FINANCE NV 1.125% 10/02/2023 REGS                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105428.62    | 0.02%             | 2023-10-02      | Fixed         | 0.01%                 | 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      | $35772.01     | 0.01%             | 2026-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 1.375% 12/05/2023 REGS                                                           | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      134000 | PA      | $157037.56    | 0.03%             | 2023-12-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.5% 11/15/2025 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2093000 | PA      | $2182514.58   | 0.35%             | 2025-11-15      | 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      | $156680.45    | 0.03%             | 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      | $98143.14     | 0.02%             | 2027-10-21      | Fixed         | 0.01%                 | 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      | $1377598.29   | 0.22%             | 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        |      260000 | PA      | $168731.17    | 0.03%             | 2030-06-01      | Fixed         | 0.02%                 | 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      | $68070.28     | 0.01%             | 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      | $1209300.04   | 0.19%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 2.25% 10/16/2024 REGS                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114690.67    | 0.02%             | 2024-10-16      | Fixed         | 0.02%                 | 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        |     1224000 | PA      | $663621.56    | 0.11%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.4% 09/20/2025                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    44650000 | PA      | $343339.58    | 0.05%             | 2025-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                               | KOMMUNALBANKEN AS 1.5% 12/15/2023 REGS                                                               | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $118161.32    | 0.02%             | 2023-12-15      | Fixed         | 0.01%                 | 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      | $26818.37     | 0.00%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.25% 06/10/2025                                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   150000000 | PA      | $114929.32    | 0.02%             | 2025-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 0.65%/VAR 01/14/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      100000 | PA      | $79822.54     | 0.01%             | 2028-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 0.75% 08/29/2023 REGS                                                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $317273.03    | 0.05%             | 2023-08-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.899% 11/16/2027                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3032000 | PA      | $689575.23    | 0.11%             | 2027-11-16      | 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              | CORP              | DE        |      607000 | PA      | $526757.78    | 0.08%             | 2038-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                                                              | VONOVIA FINANCE BV 0.625% 10/07/2027 REGS                                                            | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $87144.26     | 0.01%             | 2027-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 1.3% 10/31/2026 144A REGS                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      150000 | PA      | $150840.19    | 0.02%             | 2026-10-31      | 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      | $488283.09    | 0.08%             | 2032-03-01      | Fixed         | 0.02%                 | 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      | $93860.70     | 0.01%             | 2029-06-26      | Fixed         | 0.02%                 | 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        |     1731000 | PA      | $133610.34    | 0.02%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                          | MERCEDES-BENZ INTERNATIONAL FINANCE BV 1.375% 06/26/2026 REGS                                        | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       44000 | PA      | $44196.38     | 0.01%             | 2026-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2% 06/10/2031                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1103570000 | PA      | $763035.06    | 0.12%             | 2031-06-10      | Fixed         | 0.02%                 | 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        |       63000 | PA      | $41488.07     | 0.01%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.005% 11/01/2024                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   296000000 | PA      | $2254304.79   | 0.36%             | 2024-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.75% 07/30/2024 REGS                                                       | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |       69000 | PA      | $48927.32     | 0.01%             | 2024-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 1.75% 06/23/2032                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     7650000 | PA      | $256086.06    | 0.04%             | 2032-06-23      | Fixed         | 0.02%                 | 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        |     1950000 | PA      | $1714187.80   | 0.27%             | 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      | $42263.98     | 0.01%             | 2032-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 08/03/2023                                                     | CUSIP: 459058GJ6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |       68000 | PA      | $49567.68     | 0.01%             | 2023-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLBL FDG I 1.75% 05/25/2025 REGS                                                   | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      350000 | PA      | $359958.94    | 0.06%             | 2025-05-25      | Fixed         | 0.02%                 | 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      | $83776.14     | 0.01%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                | SWEDISH COVERED BOND CORP 2% 06/17/2026 REGS                                                         | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    11000000 | PA      | $999430.26    | 0.16%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 4.5% 03/01/2026 144A REGS                                                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       50000 | PA      | $54920.51     | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 1% 06/22/2026 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      161000 | PA      | $162828.11    | 0.03%             | 2026-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                          | MERCEDES-BENZ INTERNATIONAL FINANCE BV 2.625% 04/07/2025 REGS                                        | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      472000 | PA      | $498734.64    | 0.08%             | 2025-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/CZK settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9101.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 0% 12/15/2024 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3196000 | PA      | $3216572.93   | 0.51%             | 2024-12-15      | Fixed         | 0.00%                 | 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      | $168252.19    | 0.03%             | 2050-04-01      | Fixed         | 0.04%                 | 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              | CORP              | CA        |     1910000 | PA      | $1404597.64   | 0.22%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                      | NEW ZEALAND GOVERNMENT OF 0.5% 05/15/2024                                                            | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      318000 | PA      | $189731.81    | 0.03%             | 2024-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/HUF settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-63341.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                        | ENGIE 1.625%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |      100000 | PA      | $97812.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 2% 12/01/2051                                                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      410000 | PA      | $230865.73    | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.4% 08/12/2034                                                                     | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      550000 | PA      | $115887.43    | 0.02%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 1.5% 11/30/2023                                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      912000 | PA      | $254414.79    | 0.04%             | 2023-11-30      | Fixed         | 0.01%                 | 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      | $862436.37    | 0.14%             | 2027-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 1.125% 02/14/2025 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $306337.10    | 0.05%             | 2025-02-14      | Fixed         | 0.01%                 | 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        |      310000 | PA      | $229413.26    | 0.04%             | 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        |   368200000 | PA      | $2803078.21   | 0.45%             | 2045-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                               | SWEDEN KINGDOM OF 1.375% 06/23/2071 144A REGS                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1440000 | PA      | $81234.86     | 0.01%             | 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      | $60845.05     | 0.01%             | 2034-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                           | PEMBINA PIPELINE CORP 3.62% 04/03/2029 REGS                                                          | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $54272.38     | 0.01%             | 2029-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: CAD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $54665.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/KRW settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-189174.14   | -0.03%            |  |  |  | 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      | $94143.72     | 0.02%             | 2029-09-21      | Fixed         | 0.02%                 | 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      | $563253.87    | 0.09%             | 2027-12-07      | Fixed         | 0.01%                 | 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      | $281908.28    | 0.04%             | 2040-09-15      | Fixed         | 0.00%                 | 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        |      628000 | PA      | $383159.46    | 0.06%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/SEK settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-104319.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 6.5% 02/15/2031                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  4193000000 | PA      | $262205.59    | 0.04%             | 2031-02-15      | Fixed         | 0.07%                 | 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      | $650592.35    | 0.10%             | 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      | $728152.97    | 0.12%             | 2027-05-21      | Fixed         | 0.01%                 | 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      | $655744.27    | 0.10%             | 2032-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.375% 12/10/2027                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    50660000 | PA      | $37651.21     | 0.01%             | 2027-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 3.3% 06/17/2038                                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13193000 | PA      | $382518.30    | 0.06%             | 2038-06-17      | Fixed         | 0.03%                 | 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      | $136679.51    | 0.02%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 0.45% 10/25/2023                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5390000 | PA      | $226887.11    | 0.04%             | 2023-10-25      | Fixed         | 0.00%                 | 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        |   153200000 | PA      | $907865.25    | 0.14%             | 2046-06-20      | Fixed         | 0.00%                 | 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      | $287659.03    | 0.05%             | 2035-07-16      | Fixed         | 0.00%                 | 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      | $221278.21    | 0.04%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/DKK settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117826.23   | -0.02%            |  |  |  | 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      | $74342.75     | 0.01%             | 2033-11-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 1.5% 05/25/2031 REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2633000 | PA      | $2536820.11   | 0.40%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE 3MEUR 4.252%/VAR 07/05/2052 REGS                                                          | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $98241.19     | 0.02%             | 2052-07-05      | Variable      | 0.04%                 | 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      | $21591.55     | 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        |      110000 | PA      | $102759.99    | 0.02%             | 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        |      270000 | PA      | $190655.10    | 0.03%             | 2063-02-15      | Fixed         | 0.04%                 | 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        |      829000 | PA      | $776275.34    | 0.12%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 4.12% 08/02/2042                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3320000 | PA      | $556694.11    | 0.09%             | 2042-08-02      | Fixed         | 0.04%                 | 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        |   231650000 | PA      | $1742458.45   | 0.28%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 09/20/2024                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    30100000 | PA      | $229605.39    | 0.04%             | 2024-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                        | SVENSKA HANDELSBANKEN AB 1% 04/15/2025 REGS                                                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      220000 | PA      | $223368.45    | 0.04%             | 2025-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/RON settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-6184.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 0% 01/31/2027                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      880000 | PA      | $831467.84    | 0.13%             | 2027-01-31      | Fixed         | 0.00%                 | 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        |      625000 | PA      | $323898.10    | 0.05%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 2.50%/VAR 03/31/2032 REGS                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $94685.58     | 0.02%             | 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: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      310000 | PA      | $222580.19    | 0.04%             | 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      | $83567.46     | 0.01%             | 2030-03-15      | Fixed         | 0.01%                 | 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      | $66996.43     | 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              | BE        |     1418000 | PA      | $1270001.05   | 0.20%             | 2033-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 3.775% 06/25/2032                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13170000 | PA      | $418803.71    | 0.07%             | 2032-06-25      | 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        |      885000 | PA      | $510672.45    | 0.08%             | 2049-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: HUF/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11951.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/KRW settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1020120.56  | -0.16%            |  |  |  | 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        |      100000 | PA      | $73202.51     | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.375% 10/27/2026                                                         | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      762000 | PA      | $748201.45    | 0.12%             | 2026-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/ILS settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1773.83     | -0.00%            |  |  |  | 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        |      244000 | PA      | $122498.02    | 0.02%             | 2052-04-15      | Fixed         | 0.00%                 | 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      | $163878.58    | 0.03%             | 2047-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 6.375% 04/15/2032                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  4300000000 | PA      | $265167.82    | 0.04%             | 2032-04-15      | Fixed         | 0.06%                 | 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      | $81565.85     | 0.01%             | 2029-02-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                            | OP MORTGAGE BANK PLC 1% 11/28/2024 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      170000 | PA      | $174187.91    | 0.03%             | 2024-11-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.5%/VAR 04/01/2026 REGS                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      404000 | PA      | $425304.56    | 0.07%             | 2026-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                             | AUSTRIA REPUBLIC OF 0% 04/20/2023 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       12000 | PA      | $12752.40     | 0.00%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 1.5%/VAR 12/04/2024 REGS                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      930000 | PA      | $977312.45    | 0.16%             | 2024-12-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CROATIA, REPUBLIC OF                                                            | CROATIA REPUBLIC OF 2.7% 06/15/2028 REGS                                                             | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $206302.48    | 0.03%             | 2028-06-15      | Fixed         | 0.03%                 | 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        |      589000 | PA      | $232395.48    | 0.04%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/SGD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66069.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AKTIEBOLAG                                               | KOMMUNINVEST I SVERIGE AKTIEBOLAG 1% 05/12/2025 REGS                                                 | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | CORP              | SE        |     9970000 | PA      | $900754.62    | 0.14%             | 2025-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 1.6% 06/17/2035                                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    14678000 | PA      | $363614.43    | 0.06%             | 2035-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.62% 09/25/2029                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     9480000 | PA      | $1356814.80   | 0.22%             | 2029-09-25      | Fixed         | 0.03%                 | 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      | $2460872.07   | 0.39%             | 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      | $1055524.82   | 0.17%             | 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              | CORP              | AU        |       58000 | PA      | $37013.85     | 0.01%             | 2030-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: CNY/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1366146.55   | 0.22%             |  |  |  | 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      | $1220808.66   | 0.19%             | 2029-07-15      | Fixed         | 0.00%                 | 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        |     2532000 | PA      | $286810.21    | 0.05%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.25%/VAR 04/02/2026 REGS                                                       | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      605000 | PA      | $580677.54    | 0.09%             | 2026-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $96653.58     | 0.02%             | 2027-06-03      | Fixed         | 0.07%                 | 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      | $210389.26    | 0.03%             | 2032-05-06      | Fixed         | 0.02%                 | 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      | $104906.64    | 0.02%             | 2026-07-16      | Fixed         | 0.01%                 | 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        |   204850000 | PA      | $1479949.16   | 0.24%             | 2037-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1% 09/21/2026 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      226000 | PA      | $242581.32    | 0.04%             | 2026-09-21      | Fixed         | 0.01%                 | 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        |    53150000 | PA      | $396458.34    | 0.06%             | 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              | BE        |      442000 | PA      | $225514.09    | 0.04%             | 2050-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.8% 07/26/2024                                                     | CUSIP: 459058HA4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |       87000 | PA      | $61791.20     | 0.01%             | 2024-07-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                     | TELENOR ASA 0.75% 05/31/2026 REGS                                                                    | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $96984.70     | 0.02%             | 2026-05-31      | 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      | $217349.81    | 0.03%             | 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      | $161933.39    | 0.03%             | 2032-01-14      | Fixed         | 0.01%                 | 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      | $61223.53     | 0.01%             | 2039-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    41140000 | PA      | $6521291.72   | 1.04%             | 2050-09-14      | Fixed         | 0.04%                 | 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        |      270000 | PA      | $251242.56    | 0.04%             | 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      | $31322.14     | 0.00%             | 2049-09-20      | Fixed         | 0.00%                 | 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      | $194038.28    | 0.03%             | 2030-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 1.5% 03/10/2024                                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      100000 | PA      | $104422.40    | 0.02%             | 2024-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/MYR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-230888.65   | -0.04%            |  |  |  | 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        |      100000 | PA      | $83420.17     | 0.01%             | 2049-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | FX Forward: JPY/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $207062.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                             | CREDIT MUTUEL ARKEA 1.875%/VAR 10/25/2029                                                            | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100969.13    | 0.02%             | 2029-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.8% 01/25/2036                                                               | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |      550000 | PA      | $84107.68     | 0.01%             | 2036-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.25% 06/06/2026                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    29410000 | PA      | $4365044.09   | 0.70%             | 2026-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                  | BPIFRANCE SACA 0.625% 05/25/2026 REGS                                                                | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $196776.54    | 0.03%             | 2026-05-25      | Fixed         | 0.01%                 | 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      | $45345.70     | 0.01%             | 2028-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                      | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2028 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      729000 | PA      | $469403.30    | 0.07%             | 2028-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 2.496% 12/02/2024                                                              | CUSIP: 89117FNR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $42185.23     | 0.01%             | 2024-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.68% 02/26/2026                                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    27100000 | PA      | $4046129.47   | 0.65%             | 2026-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.2% 06/20/2036                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   451050000 | PA      | $3129614.76   | 0.50%             | 2036-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.5% 04/15/2040                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  9622000000 | PA      | $632607.48    | 0.10%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/MXN settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41987.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2028 REGS                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       37000 | PA      | $40171.26     | 0.01%             | 2028-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                       | CANADA HOUSING TRUST NO 1 1.8% 12/15/2024 144A                                                       | CUSIP: 13509PHJ5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $215344.87    | 0.03%             | 2024-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 05/25/2032 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      883000 | PA      | $715257.30    | 0.11%             | 2032-05-25      | Fixed         | 0.00%                 | 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      | $106149.88    | 0.02%             | 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      | $919550.80    | 0.15%             | 2040-09-05      | Fixed         | 0.01%                 | 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        |      168000 | PA      | $146348.41    | 0.02%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                  | BMW FINANCE NV 0.625% 10/06/2023 REGS                                                                | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       32000 | PA      | $33678.93     | 0.01%             | 2023-10-06      | Fixed         | 0.01%                 | 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      | $45740.96     | 0.01%             | 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      | $38722.06     | 0.01%             | 2055-12-07      | Fixed         | 0.04%                 | 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      | $215164.46    | 0.03%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                 | STADSHYPOTEK AB 1.5% 06/01/2023 REGS                                                                 | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $476608.12    | 0.08%             | 2023-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 3.5% 11/25/2025                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4230000 | PA      | $827242.97    | 0.13%             | 2025-11-25      | Fixed         | 0.04%                 | 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      | $103708.87    | 0.02%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.125% 09/10/2039                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   321370000 | PA      | $172977.46    | 0.03%             | 2039-09-10      | Fixed         | 0.01%                 | 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      | $189962.48    | 0.03%             | 2028-01-26      | Fixed         | 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      | $398671.57    | 0.06%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 04/11/2025 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1215000 | PA      | $1228504.67   | 0.20%             | 2025-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVT 0.1% 03/20/2024                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   203050000 | PA      | $1548759.08   | 0.25%             | 2024-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 12/20/2028                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    69800000 | PA      | $524085.04    | 0.08%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 0.1% 10/04/2040 REGS                                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      946000 | PA      | $582986.21    | 0.09%             | 2040-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/IDR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 03/25/2025 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       14000 | PA      | $14085.69     | 0.00%             | 2025-03-25      | Fixed         | 0.00%                 | 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              | CORP              | AU        |      860000 | PA      | $541981.33    | 0.09%             | 2029-04-20      | Fixed         | 0.03%                 | 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      | $12510.88     | 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        |      712000 | PA      | $461735.06    | 0.07%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 03/25/2024 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      268000 | PA      | $277079.03    | 0.04%             | 2024-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.5% 12/10/2030                                                                    | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1148560000 | PA      | $769175.17    | 0.12%             | 2030-12-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 02/25/2026 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2423000 | PA      | $2379242.82   | 0.38%             | 2026-02-25      | 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      | $92001.32     | 0.01%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                       | CANADA HOUSING TRUST NO 1 3.15% 09/15/2023 144A                                                      | CUSIP: 13509PDY6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |     2440000 | PA      | $1785957.46   | 0.29%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.91% 10/14/2028                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    13650000 | PA      | $1998648.81   | 0.32%             | 2028-10-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.625% 06/07/2025 REGS                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       34000 | PA      | $38366.75     | 0.01%             | 2025-06-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 1.707% 07/28/2025 REGS                                                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      360000 | PA      | $369112.82    | 0.06%             | 2025-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: CLP/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $27324.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 0.25% 02/10/2027                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    10030000 | PA      | $362946.11    | 0.06%             | 2027-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.48% 04/15/2027                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6860000 | PA      | $987083.16    | 0.16%             | 2027-04-15      | Fixed         | 0.02%                 | 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      | $65708.71     | 0.01%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                   | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                                   | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |      100000 | PA      | $49522.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.724% 06/15/2033                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2083000 | PA      | $492841.11    | 0.08%             | 2033-06-15      | Fixed         | 0.05%                 | 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      | $89889.74     | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | 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      | $1730656.80   | 0.28%             | 2027-01-15      | Fixed         | 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      | $141074.42    | 0.02%             | 2027-04-15      | Fixed         | 0.00%                 | 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      | $522377.66    | 0.08%             | 2041-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                                                          | VOLKSWAGEN FIN SERV AG 3.375% 04/06/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |       32000 | PA      | $32105.96     | 0.01%             | 2028-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 2% 11/25/2032 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $1757616.81   | 0.28%             | 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      | $111611.24    | 0.02%             | 2029-04-06      | Fixed         | 0.02%                 | 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        |       84000 | PA      | $82375.94     | 0.01%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.45% 01/17/2024                                                              | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |       65000 | PA      | $43594.64     | 0.01%             | 2024-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                             | AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS                                                        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      821000 | PA      | $796008.83    | 0.13%             | 2027-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                       | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      333000 | PA      | $275707.36    | 0.04%             | 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        |     2410000 | PA      | $1594925.18   | 0.25%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK (UNGTD)                                                   | BAYERISCHE LANDESBANK (UNGTD) 1% 12/20/2024 REGS                                                     | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $338068.41    | 0.05%             | 2024-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11351.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                                                | RAIFFEISEN BANK INTERNATL AG 1% 12/04/2023 REGS                                                      | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208251.34    | 0.03%             | 2023-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                    | MONTREAL QUE 2.3% 09/01/2029                                                                         | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $92816.69     | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | 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      | $129612.82    | 0.02%             | 2029-08-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.375% 05/03/2025                                                              | CUSIP: 742718ES4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      221000 | PA      | $249801.76    | 0.04%             | 2025-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                          | AGRICULTURAL DEVELOPMENT BANK OF CHINA 2.99% 08/11/2026                                              | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | CORP              | CN        |    31790000 | PA      | $4644021.04   | 0.74%             | 2026-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.18% 08/25/2025                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    40460000 | PA      | $5827123.85   | 0.93%             | 2025-08-25      | Fixed         | 0.02%                 | 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        |      110000 | PA      | $99412.21     | 0.02%             | 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        |      261000 | PA      | $229788.91    | 0.04%             | 2048-03-01      | Fixed         | 0.03%                 | 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        |   138350000 | PA      | $916268.31    | 0.15%             | 2040-09-20      | Fixed         | 0.00%                 | 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        |      185000 | PA      | $153245.06    | 0.02%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.5% 05/25/2025 REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      182000 | PA      | $184623.36    | 0.03%             | 2025-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.6% 12/20/2036                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    12050000 | PA      | $87682.02     | 0.01%             | 2036-12-20      | Fixed         | 0.01%                 | 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      | $264829.76    | 0.04%             | 2028-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                  | RCI BANQUE S A 0.75% 04/10/2023 REGS                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       41000 | PA      | $43676.82     | 0.01%             | 2023-04-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                               | TENNET HOLDING BV 0.875% 06/16/2035 REGS                                                             | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      234000 | PA      | $173969.55    | 0.03%             | 2035-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENECO HOLDING NV                                                                | ENECO HOLDING NV 0% 11/16/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      117000 | PA      | $109121.17    | 0.02%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK IRELAND GROUP PLC 1%/VAR 11/25/2025 REGS                                                        | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $100116.83    | 0.02%             | 2025-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 0.25%/VAR 01/29/2026 REGS                                                               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      669000 | PA      | $656706.49    | 0.10%             | 2026-01-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                             | AUSTRIA REPUBLIC OF 0.75% 10/20/2026 144A REGS                                                       | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      185000 | PA      | $184192.71    | 0.03%             | 2026-10-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 05/15/2035 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1038000 | PA      | $810171.65    | 0.13%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 2% 06/17/2042                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     7800000 | PA      | $180310.14    | 0.03%             | 2042-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP TELECOM FINANCE SA                                           | CK HUTCHISON GRP TELECOM FIN SA 0.375% 10/17/2023 REGS                                               | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      887000 | PA      | $926917.90    | 0.15%             | 2023-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.757% 05/22/2040                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2310000 | PA      | $482771.65    | 0.08%             | 2040-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 2.75% 10/25/2029                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2390000 | PA      | $428763.71    | 0.07%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 0.625% 09/26/2024 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $509138.70    | 0.08%             | 2024-09-26      | 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        |     1090000 | PA      | $668738.97    | 0.11%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.005% 07/01/2024                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   514000000 | PA      | $3914883.11   | 0.62%             | 2024-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.736% 03/15/2046                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       90000 | PA      | $20870.60     | 0.00%             | 2046-03-15      | Fixed         | 0.05%                 | 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      | $66921.71     | 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              | CORP              | AU        |      952000 | PA      | $564602.40    | 0.09%             | 2027-11-19      | Fixed         | 0.01%                 | 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      | $540396.69    | 0.09%             | 2050-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 2.125% 12/17/2026                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    69582000 | PA      | $2037569.11   | 0.33%             | 2026-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                      | VICTORIA TREASURY CORP OF 0.5% 11/20/2025                                                            | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | CORP              | AU        |      110000 | PA      | $67893.48     | 0.01%             | 2025-11-20      | Fixed         | 0.01%                 | 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      | $31028.43     | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.625% 03/10/2048                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   622670000 | PA      | $409022.22    | 0.07%             | 2048-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/CZK settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-103846.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                      | KOREA HSG FIN CORP 0.01% 07/07/2025 REGS                                                             | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | CORP              | KR        |      160000 | PA      | $156266.73    | 0.02%             | 2025-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                    | WESTERN AUSTRALIA TREAS CORP 2.5% 07/23/2024 REGS                                                    | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     1531000 | PA      | $1020522.44   | 0.16%             | 2024-07-23      | Fixed         | 0.03%                 | 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        |   158200000 | PA      | $1052263.85   | 0.17%             | 2039-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 0% 04/30/2023                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       32000 | PA      | $34000.98     | 0.01%             | 2023-04-30      | Fixed         | 0.00%                 | 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              | CORP              | FR        |      500000 | PA      | $500274.81    | 0.08%             | 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      | $116727.00    | 0.02%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 0.375% 06/14/2024 REGS                                                          | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $102582.94    | 0.02%             | 2024-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.95% 10/18/2024                                                         | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1294000 | PA      | $1347826.63   | 0.22%             | 2024-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: HKD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-381.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                       | NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1052000 | PA      | $1011362.44   | 0.16%             | 2027-01-15      | Fixed         | 0.00%                 | 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      | $1717204.67   | 0.27%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 1.45% 12/17/2024                                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     5595000 | PA      | $161343.21    | 0.03%             | 2024-12-17      | Fixed         | 0.01%                 | 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      | $162103.79    | 0.03%             | 2037-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2052 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      360000 | PA      | $192509.13    | 0.03%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.86% 07/22/2049                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    22330000 | PA      | $3564714.25   | 0.57%             | 2049-07-22      | Fixed         | 0.04%                 | 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      | $191804.98    | 0.03%             | 2040-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.696% 10/15/2042                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      700000 | PA      | $164867.88    | 0.03%             | 2042-10-15      | Fixed         | 0.05%                 | 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      | $210071.36    | 0.03%             | 2026-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 1% 11/26/2025                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    30380000 | PA      | $62305.40     | 0.01%             | 2025-11-26      | Fixed         | 0.01%                 | 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      | $1042381.15   | 0.17%             | 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      | $71963.65     | 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      | $196869.14    | 0.03%             | 2028-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                             | SLOVAK REPUBLIC OF 3% 02/28/2023 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |       52000 | PA      | $55670.36     | 0.01%             | 2023-02-28      | 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      | $92223.72     | 0.01%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     2826219 | NS      | $2826784.02   | 0.45%             |  |  |  | No            |                  1 | 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      | $335537.26    | 0.05%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                               | SWEDEN KINGDOM OF 0.75% 11/12/2029 144A REGS                                                         | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     3965000 | PA      | $339966.08    | 0.05%             | 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      | $77692.76     | 0.01%             | 2052-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.125% 03/10/2047                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    29200000 | PA      | $17425.64     | 0.00%             | 2047-03-10      | Fixed         | 0.02%                 | 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      | $513065.96    | 0.08%             | 2033-05-15      | Fixed         | 0.01%                 | 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      | $86793.42     | 0.01%             | 2030-01-17      | Fixed         | 0.01%                 | 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              | CORP              | FR        |      600000 | PA      | $545582.67    | 0.09%             | 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      | $519846.50    | 0.08%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                  | AA BOND CO LTD 4.875% 07/31/2043 REGS                                                                | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      128000 | PA      | $146448.45    | 0.02%             | 2043-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.75% 01/24/2024                                                                       | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      204000 | PA      | $241245.42    | 0.04%             | 2024-01-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 0% 02/10/2025 REGS                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       41000 | PA      | $40879.35     | 0.01%             | 2025-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                              | BECTON DICKINSON EURO FINANCE SARL 1.208% 06/04/2026                                                 | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     1553000 | PA      | $1522317.65   | 0.24%             | 2026-06-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.375% 09/10/2024                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   836330000 | PA      | $638575.78    | 0.10%             | 2024-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                             | IRELAND REPUBLIC OF 0.9% 05/15/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       32000 | PA      | $31005.99     | 0.00%             | 2028-05-15      | Fixed         | 0.01%                 | 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      | $249550.17    | 0.04%             | 2031-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 1.9% 06/22/2038 144A REGS                                                         | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      101000 | PA      | $89395.91     | 0.01%             | 2038-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.25% 12/15/2025                                                             | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |      308000 | PA      | $341055.55    | 0.05%             | 2025-12-15      | 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      | $87809.44     | 0.01%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 0.05% 11/14/2023 REGS                                                                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      400000 | PA      | $417269.97    | 0.07%             | 2023-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA 3EUR+3.75% 07/06/2047 REGS                                                                    | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99008.92     | 0.02%             | 2047-07-06      | Variable      | 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      | $144712.08    | 0.02%             | 2034-04-15      | Fixed         | 0.01%                 | 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      | $93970.08     | 0.01%             | 2028-07-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                                                          | VOLKSWAGEN FIN SERV AG 1.5% 10/01/2024 REGS                                                          | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |       36000 | PA      | $36875.14     | 0.01%             | 2024-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.45% 11/15/2024 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      245000 | PA      | $253959.71    | 0.04%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/RON settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6135.12     | -0.00%            |  |  |  | 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      | $371914.60    | 0.06%             | 2039-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BK CHINA                                                          | EXPORT IMPORT BK CHINA 3.22% 05/14/2026                                                              | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | CORP              | CN        |    50670000 | PA      | $7456598.11   | 1.19%             | 2026-05-14      | Fixed         | 0.03%                 | 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      | $74613.39     | 0.01%             | 2030-10-18      | Fixed         | 0.00%                 | 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        |       32000 | PA      | $31722.52     | 0.01%             | 2028-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 0% 12/12/2024                                                                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    19800000 | PA      | $791635.52    | 0.13%             | 2024-12-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 1.25% 03/01/2027                                                                | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1460000 | PA      | $986017.58    | 0.16%             | 2027-03-01      | Fixed         | 0.01%                 | 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        |       10000 | PA      | $10635.35     | 0.00%             | 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      | $1121209.43   | 0.18%             | 2028-05-05      | Fixed         | 0.01%                 | 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      | $83682.43     | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.625% 01/28/2025                                                             | CUSIP: 045167FJ7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      290000 | PA      | $202970.01    | 0.03%             | 2025-01-28      | Fixed         | 0.02%                 | 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      | $201798.19    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                 | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $305384.93    | 0.05%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                               | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 07/21/2026 144A REGS                                        | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      333000 | PA      | $356524.73    | 0.06%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                            | SLOVENIA REPUBLIC OF 2.125% 07/28/2025 REGS                                                          | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |       64000 | PA      | $68042.66     | 0.01%             | 2025-07-28      | Fixed         | 0.02%                 | 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      | $85511.45     | 0.01%             | 2031-07-13      | Fixed         | 0.01%                 | 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        |   617250000 | PA      | $4596781.72   | 0.73%             | 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      | $156188.76    | 0.02%             | 2026-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0.2% 06/14/2024 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      860000 | PA      | $889673.69    | 0.14%             | 2024-06-14      | Fixed         | 0.00%                 | 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      | $457568.50    | 0.07%             | 2026-10-16      | Fixed         | 0.01%                 | 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              | CORP              | AU        |      424000 | PA      | $255795.11    | 0.04%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: RON/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $6271.18      | 0.00%             |  |  |  | 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      | $1044861.93   | 0.17%             | 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      | $78950.69     | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.504% 04/30/2029                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      560000 | PA      | $130621.75    | 0.02%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 3% 11/01/2024                                                                   | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1820000 | PA      | $1319405.91   | 0.21%             | 2024-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                       | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2912000 | PA      | $2860855.37   | 0.46%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                    | DEXIA CR LOC SOCIETE ANONYME 0.625% 01/17/2026 REGS                                                  | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $494967.51    | 0.08%             | 2026-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 0.5/VAR 12/03/2029 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $96511.77     | 0.02%             | 2029-12-03      | Variable      | 0.01%                 | 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        |     1761000 | PA      | $1221301.79   | 0.19%             | 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              | CORP              | DE        |      725000 | PA      | $632921.22    | 0.10%             | 2030-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 0.25% 12/05/2024                                                             | CUSIP: 452308AY5<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     2734000 | PA      | $2760577.83   | 0.44%             | 2024-12-05      | Fixed         | 0.00%                 | 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        |      279000 | PA      | $267840.27    | 0.04%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/DKK settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13036.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHAW CABLESYSTEMS LTD                                                           | SHAW COMMUNICATIONS INC 2.9% 12/09/2030                                                              | CUSIP: 82028KBB6<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |     1048000 | PA      | $648181.03    | 0.10%             | 2030-12-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 12/20/2026                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   115900000 | PA      | $881039.58    | 0.14%             | 2026-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                          | AGRICULTURAL DEVELOPMENT BANK OF CHINA 3.52% 05/24/2031                                              | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | CORP              | CN        |    38250000 | PA      | $5726278.83   | 0.91%             | 2031-05-24      | 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      | $50752.21     | 0.01%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/MYR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | 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        |      582000 | PA      | $237167.45    | 0.04%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.5% 06/15/2035                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  1449000000 | PA      | $95545.11     | 0.02%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.5% 05/15/2038                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  1631000000 | PA      | $107179.25    | 0.02%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/CHF settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2864.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/AUD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-504478.42   | -0.08%            |  |  |  | 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        |      641000 | PA      | $424735.88    | 0.07%             | 2039-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.375% 03/07/2025 REGS                                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      504000 | PA      | $571891.20    | 0.09%             | 2025-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 2.75% 12/22/2026                                                                 | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    30520000 | PA      | $61073.55     | 0.01%             | 2026-12-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0% 11/25/2030 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      839000 | PA      | $716806.58    | 0.11%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 0.25% 07/30/2024 144A REGS                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1340000 | PA      | $1377199.00   | 0.22%             | 2024-07-30      | 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        |     1322000 | PA      | $667861.09    | 0.11%             | 2031-05-15      | Fixed         | 0.01%                 | 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      | $787285.57    | 0.13%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 2.43% 06/09/2023                                                        | CUSIP: 13607GKV5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       91000 | PA      | $66428.09     | 0.01%             | 2023-06-09      | Fixed         | 0.02%                 | 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      | $98654.68     | 0.02%             | 2036-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.375% 06/10/2032                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   838210000 | PA      | $642999.96    | 0.10%             | 2032-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                  | MEDIOBANCA SPA 1.625% 01/07/2025 REGS                                                                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      280000 | PA      | $287907.80    | 0.05%             | 2025-01-07      | Fixed         | 0.02%                 | 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        |       23000 | PA      | $19908.85     | 0.00%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVT 0.1% 09/20/2023                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |      350000 | PA      | $2669.32      | 0.00%             | 2023-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 1.25% 02/04/2043 REGS                                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      172000 | PA      | $129473.20    | 0.02%             | 2043-02-04      | Fixed         | 0.01%                 | 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      | $93818.25     | 0.01%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/CAD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $538.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 1% 09/18/2025 REGS                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201290.38    | 0.03%             | 2025-09-18      | Fixed         | 0.01%                 | 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      | $86419.12     | 0.01%             | 2029-09-23      | Fixed         | 0.00%                 | 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      | $48481.71     | 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      | $200064.30    | 0.03%             | 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        |    75800000 | PA      | $572993.48    | 0.09%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL EMEA FINANCE SARL                                                     | WHIRLPOOL EMEA FINANCE SARL 0.5% 02/20/2028                                                          | CUSIP: 96332XAA2<br>LEI: 549300KCJ74PW78SNI52 | Long             | DBT              | CORP              | LU        |      170000 | PA      | $150294.39    | 0.02%             | 2028-02-20      | Fixed         | 0.01%                 | 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      | $28138.14     | 0.00%             | 2029-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 2% 06/01/2028                                                                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $34634.05     | 0.01%             | 2028-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: PLN/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7472.68      | 0.00%             |  |  |  | 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        |      200000 | PA      | $216802.52    | 0.03%             | 2029-10-14      | Fixed         | 0.04%                 | 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      | $41954.93     | 0.01%             | 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        |     3627000 | PA      | $2462443.08   | 0.39%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/RON settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32208.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.375% 12/10/2031                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   600000000 | PA      | $425197.13    | 0.07%             | 2031-12-10      | Fixed         | 0.02%                 | 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      | $275280.38    | 0.04%             | 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        |       20000 | PA      | $21387.55     | 0.00%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.7% 01/12/2023 REGS                                                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |       72000 | PA      | $49016.03     | 0.01%             | 2023-01-12      | Fixed         | 0.03%                 | 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        |     2162000 | PA      | $1759822.49   | 0.28%             | 2035-07-31      | 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      | $179677.66    | 0.03%             | 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      | $69986.93     | 0.01%             | 2040-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.25% 09/15/2026 REGS                                                            | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      112000 | PA      | $124629.29    | 0.02%             | 2026-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.75% 03/31/2047                                                                     | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      476000 | PA      | $135773.79    | 0.02%             | 2047-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.375% 09/10/2038                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   415730000 | PA      | $276680.86    | 0.04%             | 2038-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.375% 03/27/2025 REGS                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      488000 | PA      | $519301.73    | 0.08%             | 2025-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4217.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/COP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27105.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                      | AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2024 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      493000 | PA      | $316513.06    | 0.05%             | 2024-11-21      | 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      | $283337.36    | 0.05%             | 2033-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2023 REGS                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       13000 | PA      | $15679.45     | 0.00%             | 2023-01-31      | Fixed         | 0.00%                 | 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        |      456000 | PA      | $470923.14    | 0.08%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4% 04/25/2047                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       96000 | PA      | $14613.80     | 0.00%             | 2047-04-25      | Fixed         | 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        |  1033250000 | PA      | $7422252.65   | 1.18%             | 2038-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 12/09/2024 REGS                                                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      151000 | PA      | $172452.03    | 0.03%             | 2024-12-09      | 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        |   735450000 | PA      | $5693965.53   | 0.91%             | 2035-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: CHF/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4917.43     | -0.00%            |  |  |  | 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      | $226158.17    | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                           | SASKATCHEWAN PROV CDA 3.1% 06/02/2050                                                                | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | CORP              | CA        |      293000 | PA      | $175235.21    | 0.03%             | 2050-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.6% 06/02/2025                                                                 | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2140125.55   | 0.34%             | 2025-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                        | ENGIE 1.5%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |      300000 | PA      | $253716.99    | 0.04%             |  |  |  | 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      | $496897.92    | 0.08%             | 2035-04-10      | Fixed         | 0.01%                 | 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      | $387522.60    | 0.06%             | 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      | $96495.71     | 0.02%             | 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        |    30400000 | PA      | $229002.99    | 0.04%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                  | BPIFRANCE SACA 0.125% 03/25/2025 REGS                                                                | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $200066.90    | 0.03%             | 2025-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.76% 05/15/2032                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    37100000 | PA      | $5326614.24   | 0.85%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 2% 07/09/2040                                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      157000 | PA      | $119212.82    | 0.02%             | 2040-07-09      | 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% 11/25/2029 REGS                                                       | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $527933.09    | 0.08%             | 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      | $190994.27    | 0.03%             | 2036-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 2% 05/23/2029                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   267580000 | PA      | $474823.89    | 0.08%             | 2029-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 2.5% 04/25/2024                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     6238000 | PA      | $1353855.36   | 0.22%             | 2024-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.125% 12/15/2025                                                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |       32000 | PA      | $35308.30     | 0.01%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                       | CANADA HOUSING TRUST NO 1 1.9% 09/15/2026 144A                                                       | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $331313.44    | 0.05%             | 2026-09-15      | Fixed         | 0.02%                 | 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      | $624196.00    | 0.10%             | 2026-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERLIN HANNOVERSCHE HYPOTHEKENBANK AG                                           | BERLIN HANNOVERSCHE HYPBK AG 0.25% 05/19/2033 REGS                                                   | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $807990.94    | 0.13%             | 2033-05-19      | Fixed         | 0.00%                 | 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        |      117000 | PA      | $110906.59    | 0.02%             | 2027-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/THB settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-291377.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 1% 05/25/2027 REGS                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3126000 | PA      | $3100580.19   | 0.49%             | 2027-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 1.75% 03/01/2023                                                                | CUSIP: 135087H49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       10000 | PA      | $7354.73      | 0.00%             | 2023-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.45% 09/01/2050 144A REGS                                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       77000 | PA      | $54851.80     | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/COP settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $23680.76     | 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      | $418230.81    | 0.07%             | 2035-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                              | LAND NIEDERSACHSEN 1.125% 09/12/2033 REGS                                                            | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | CORP              | DE        |       70000 | PA      | $61400.97     | 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        |      324000 | PA      | $308613.92    | 0.05%             | 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      | $604096.52    | 0.10%             | 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      | $21142.70     | 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              | CORP              | DE        |      104000 | PA      | $66032.83     | 0.01%             | 2049-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.875% 06/10/2024                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1140000000 | PA      | $894484.12    | 0.14%             | 2024-06-10      | Fixed         | 0.03%                 | 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      | $149488.34    | 0.02%             | 2036-05-09      | Fixed         | 0.02%                 | 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        |      161000 | PA      | $95959.09     | 0.02%             | 2030-12-01      | Fixed         | 0.01%                 | 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        |      144000 | PA      | $137133.69    | 0.02%             | 2028-03-15      | Fixed         | 0.02%                 | 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        |       81000 | PA      | $60059.99     | 0.01%             | 2033-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                               | PORTUGAL OBRIGACOES DO TESOURO OT 4.125% 04/14/2027 144A REGS                                        | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      524000 | PA      | $587755.62    | 0.09%             | 2027-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 0.85% 01/15/2027 REGS                                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       81000 | PA      | $77591.87     | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                               | SELP FINANCE SARL 1.5% 11/20/2025 REGS                                                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $96714.73     | 0.02%             | 2025-11-20      | Fixed         | 0.01%                 | 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        |       65000 | PA      | $62551.75     | 0.01%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 1.75% 04/25/2032                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3150000 | PA      | $472117.16    | 0.08%             | 2032-04-25      | Fixed         | 0.02%                 | 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      | $725531.07    | 0.12%             | 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      | $209719.76    | 0.03%             | 2046-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/PLN settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1581.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 10% 07/24/2024                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1080000000 | PA      | $216872.71    | 0.03%             | 2024-07-24      | Fixed         | 0.10%                 | 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      | $3030597.01   | 0.48%             | 2026-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/SGD settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11962.56    | -0.00%            |  |  |  | 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      | $535896.72    | 0.09%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                         | SUEZ 1.625%/VAR PERP REGS                                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |      100000 | PA      | $92059.13     | 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      | $143796.90    | 0.02%             | 2039-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4% 10/25/2023                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       97000 | PA      | $21705.92     | 0.00%             | 2023-10-25      | Fixed         | 0.04%                 | 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      | $83011.66     | 0.01%             | 2033-01-15      | Fixed         | 0.03%                 | 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        |      460000 | PA      | $299893.50    | 0.05%             | 2027-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.75% 02/17/2032                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     9650000 | PA      | $1384120.63   | 0.22%             | 2032-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 2.5% 07/25/2027                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3047000 | PA      | $579426.20    | 0.09%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                        | QUEENSLAND TREASURY CORP 3.25% 07/21/2026 144A REGS                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | CORP              | AU        |      247000 | PA      | $163943.94    | 0.03%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK                                                   | OESTERREICHISCHE KONTROLLBANK 0.5% 12/15/2025 REGS                                                   | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      152000 | PA      | $164310.46    | 0.03%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC                                                                     | PSP CAP INC 3.29% 04/04/2024 REGS                                                                    | CUSIP: 69363TAH5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |      520000 | PA      | $378659.08    | 0.06%             | 2024-04-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 1.25% 02/15/2024 REGS                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $522181.57    | 0.08%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 4.119% 11/30/2034                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      831000 | PA      | $185512.02    | 0.03%             | 2034-11-30      | 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        |    13700000 | PA      | $103734.39    | 0.02%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.2% 06/01/2027 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1612000 | PA      | $1620447.40   | 0.26%             | 2027-06-01      | Fixed         | 0.02%                 | 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      | $182820.01    | 0.03%             | 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      | $591441.55    | 0.09%             | 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        |     1237000 | PA      | $1078901.65   | 0.17%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.3% 09/08/2024                                                                 | CUSIP: 68333ZAF4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       53000 | PA      | $37881.69     | 0.01%             | 2024-09-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                   | NEW SOUTH WALES TREASURY CORP 1% 02/08/2024 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | CORP              | AU        |     1099000 | PA      | $726099.57    | 0.12%             | 2024-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 1% 06/01/2027                                                                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       58000 | PA      | $38788.46     | 0.01%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 7% 06/30/2032                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   873300000 | PA      | $121901.73    | 0.02%             | 2032-06-30      | Fixed         | 0.07%                 | 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      | $472283.61    | 0.08%             | 2026-10-30      | Fixed         | 0.00%                 | 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      | $334752.84    | 0.05%             | 2037-01-12      | Fixed         | 0.01%                 | 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        |      140000 | PA      | $103210.05    | 0.02%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                                                              | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     1016000 | PA      | $744667.16    | 0.12%             | 2028-05-01      | Fixed         | 0.03%                 | 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      | $706523.35    | 0.11%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 09/20/2025                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    15500000 | PA      | $118232.97    | 0.02%             | 2025-09-20      | Fixed         | 0.00%                 | 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        |     1627000 | PA      | $1208013.50   | 0.19%             | 2034-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 04/14/2023 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       13000 | PA      | $13843.82     | 0.00%             | 2023-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 0% 11/04/2025 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1426000 | PA      | $1408107.99   | 0.22%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                                               | NORDEA HYPOTEK AB 1% 09/17/2025 REGS                                                                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     1700000 | PA      | $152155.68    | 0.02%             | 2025-09-17      | Fixed         | 0.01%                 | 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      | $268261.32    | 0.04%             | 2027-04-08      | Fixed         | 0.00%                 | 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      | $45345.74     | 0.01%             | 2030-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO FS SPA                                                     | FERROVIE DELLO STATO FS SPA 1.5% 06/27/2025 REGS                                                     | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      144000 | PA      | $144599.84    | 0.02%             | 2025-06-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 1.943% 03/13/2025                                                              | CUSIP: 89117FVY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      252000 | PA      | $174099.62    | 0.03%             | 2025-03-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS DESARR FIX RT                                                     | MEXICAN BONOS DESARR FIX RT 8% 11/07/2047                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    13363000 | PA      | $611823.65    | 0.10%             | 2047-11-07      | Fixed         | 0.08%                 | 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        |      483000 | PA      | $380431.83    | 0.06%             | 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      | $567579.31    | 0.09%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                                                              | VONOVIA FINANCE BV 1.625% 04/07/2024 REGS                                                            | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $415792.75    | 0.07%             | 2024-04-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                     | LANSFORSAKRINGAR HYPOTEK AB 1.25% 09/17/2025 REGS                                                    | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $36052.44     | 0.01%             | 2025-09-17      | 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      | $100713.39    | 0.02%             | 2052-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AKTIEBOLAG                                               | KOMMUNINVEST I SVERIGE AKTIEBOLAG 0.75% 02/22/2023 REGS                                              | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | CORP              | SE        |      990000 | PA      | $94654.76     | 0.02%             | 2023-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 0.625%/VAR 01/15/2024 REGS                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106987.84    | 0.02%             | 2024-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 2.375% 02/01/2024 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $847647.39    | 0.14%             | 2024-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 1.25/VAR 07/17/2025 REGS                                                        | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      307000 | PA      | $294474.48    | 0.05%             | 2025-07-17      | Variable      | 0.01%                 | 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      | $379095.65    | 0.06%             | 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      | $982891.47    | 0.16%             | 2031-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4375000 | PA      | $3987535.96   | 0.64%             | 2029-08-15      | Fixed         | 0.00%                 | 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              | CORP              | FR        |      300000 | PA      | $245384.39    | 0.04%             | 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      | $417991.33    | 0.07%             | 2028-03-07      | Fixed         | 0.02%                 | 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      | $52275.92     | 0.01%             | 2029-12-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 3.65% 06/20/2031                                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     2464000 | PA      | $77472.44     | 0.01%             | 2031-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                               | SPAIN KINGDOM OF 1.5% 04/30/2027 144A REGS                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      157000 | PA      | $157701.39    | 0.03%             | 2027-04-30      | Fixed         | 0.01%                 | 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      | $25309.87     | 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      | $49920.59     | 0.01%             | 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      | $83691.16     | 0.01%             | 2039-07-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 3.4% 06/17/2036                                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3260000 | PA      | $97502.51     | 0.02%             | 2036-06-17      | Fixed         | 0.03%                 | 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        |      310000 | PA      | $193679.03    | 0.03%             | 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      | $373631.26    | 0.06%             | 2038-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                     | EURONEXT NV 1% 04/18/2025 REGS                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      240000 | PA      | $241031.08    | 0.04%             | 2025-04-18      | Fixed         | 0.01%                 | 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      | $55855.21     | 0.01%             | 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        |       53000 | PA      | $45250.80     | 0.01%             | 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              | CORP              | CA        |       80000 | PA      | $47589.36     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |     2038000 | PA      | $2041407.36   | 0.33%             | 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      | $119595.65    | 0.02%             | 2030-06-11      | Fixed         | 0.01%                 | 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        |   177000000 | PA      | $1274578.02   | 0.20%             | 2036-09-20      | Fixed         | 0.01%                 | 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        |      171000 | PA      | $111676.94    | 0.02%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2% 03/10/2049                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   381850000 | PA      | $218031.48    | 0.03%             | 2049-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 8.125% 05/15/2024                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        | 15401000000 | PA      | $1017994.48   | 0.16%             | 2024-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                            | EP INFRASTRUCTURE AS 1.659% 04/26/2024 REGS                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      110000 | PA      | $103347.27    | 0.02%             | 2024-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/GBP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-607622.58   | -0.10%            |  |  |  | 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      | $114354.74    | 0.02%             | 2030-03-20      | Fixed         | 0.00%                 | 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      | $442859.08    | 0.07%             | 2028-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.25% 02/22/2024                                                                 | CUSIP: 748148RY1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $209007.75    | 0.03%             | 2024-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 6.375% 04/15/2042                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   900000000 | PA      | $51337.72     | 0.01%             | 2042-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 2.25/VAR 04/17/2030 REGS                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $97547.11     | 0.02%             | 2030-04-17      | 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        |     1280000 | PA      | $812409.83    | 0.13%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 3.27% 11/19/2030                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    54840000 | PA      | $8226016.69   | 1.31%             | 2030-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-156257.63   | -0.02%            |  |  |  | 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        |      100000 | PA      | $98846.42     | 0.02%             | 2032-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                              | BELFIUS BANK SA/NV 0% 08/28/2026 REGS                                                                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $94238.56     | 0.02%             | 2026-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13087.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 1.5% 04/24/2040                                                                       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    10600000 | PA      | $279006.99    | 0.04%             | 2040-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE MAR23 OEH3                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          30 | NC      | $-124251.50   | -0.02%            |  |  |  | No            |                  1 | 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        |     1885000 | PA      | $1014963.45   | 0.16%             | 2050-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3871000 | PA      | $3448653.98   | 0.55%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                           | CPI PROPERTY GROUP SA 2.75% 05/12/2026 REGS                                                          | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      153000 | PA      | $128160.50    | 0.02%             | 2026-05-12      | Fixed         | 0.03%                 | 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        |    61650000 | PA      | $406502.93    | 0.06%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 0.8% 06/22/2025 144A REGS                                                         | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      105000 | PA      | $107423.67    | 0.02%             | 2025-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AB SAGAX                                                                        | AB SAGAX 2.25% 03/13/2025 REGS                                                                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |      120000 | PA      | $118345.18    | 0.02%             | 2025-03-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 1.125% 01/25/2024 REGS                                                              | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $524597.57    | 0.08%             | 2024-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | BANKIA SA 0 02/15/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $105011.14    | 0.02%             | 2029-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.005% 05/01/2024                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    11000000 | PA      | $83801.66     | 0.01%             | 2024-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/HUF settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-28486.19    | -0.00%            |  |  |  | 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        |      208000 | PA      | $158693.24    | 0.03%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                  | BPIFRANCE SACA 0.125% 11/25/2023 REGS                                                                | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104192.68    | 0.02%             | 2023-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 1.375%/VAR 09/03/2026 REGS                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $195015.44    | 0.03%             | 2026-09-03      | Variable      | 0.01%                 | 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      | $63831.61     | 0.01%             | 2051-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                | MALAYSIA GOVT OF 3.906% 07/15/2026                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      171000 | PA      | $38940.25     | 0.01%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                              | FRANCE REPUBLIC OF 0.5% 05/25/2026 REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       33000 | PA      | $32753.91     | 0.01%             | 2026-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                             | LATVIA REPUBLIC OF 1.375% 09/23/2025 REGS                                                            | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $100946.71    | 0.02%             | 2025-09-23      | Fixed         | 0.01%                 | 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      | $78186.74     | 0.01%             | 2031-02-17      | Fixed         | 0.01%                 | 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      | $58894.82     | 0.01%             | 2051-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/NZD settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-806.92      | -0.00%            |  |  |  | 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      | $38287.25     | 0.01%             | 2030-06-02      | Fixed         | 0.02%                 | 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      | $246326.60    | 0.04%             | 2031-05-12      | 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      | $2046896.62   | 0.33%             | 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      | $1656931.03   | 0.26%             | 2048-09-20      | Fixed         | 0.01%                 | 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      | $20158.40     | 0.00%             | 2029-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 0% 10/22/2031 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      622000 | PA      | $509884.88    | 0.08%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-246172.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.125% 06/15/2042                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  2600000000 | PA      | $166805.85    | 0.03%             | 2042-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                             | LATVIA REPUBLIC OF 2.875% 04/30/2024 REGS                                                            | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     1269000 | PA      | $1350590.24   | 0.22%             | 2024-04-30      | 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      | $204426.64    | 0.03%             | 2050-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SPA                                                      | ASSICURAZIONI GENERALI SPA 2.124% 10/01/2030 REGS                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      130000 | PA      | $114307.57    | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 0.5/VAR 08/27/2025 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      140000 | PA      | $140429.72    | 0.02%             | 2025-08-27      | Variable      | 0.01%                 | 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      | $244536.00    | 0.04%             | 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      | $95373.67     | 0.02%             | 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      | $96273.77     | 0.02%             | 2027-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.8% 03/24/2029                                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7560000 | PA      | $1095940.17   | 0.17%             | 2029-03-24      | Fixed         | 0.03%                 | 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      | $379930.11    | 0.06%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                                                          | AKELIUS RESIDENTIAL AB 1.125% 03/14/2024 REGS                                                        | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |      297000 | PA      | $302236.02    | 0.05%             | 2024-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GENERAL ELECTRIC CO 0.875% 05/17/2025                                                                | CUSIP: 369604BS1<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $2229089.07   | 0.36%             | 2025-05-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                             | CYPRUS REPUBLIC OF 3.75% 07/26/2023 REGS                                                             | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |       44000 | PA      | $47394.17     | 0.01%             | 2023-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.15% 08/12/2032                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2364000 | PA      | $547276.20    | 0.09%             | 2032-08-12      | Fixed         | 0.06%                 | 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      | $37944.74     | 0.01%             | 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      | $26718.39     | 0.00%             | 2050-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC 1.2% 03/13/2031                                                                       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5250000 | PA      | $173238.69    | 0.03%             | 2031-03-13      | Fixed         | 0.01%                 | 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        |       33000 | PA      | $24100.73     | 0.00%             | 2066-05-25      | 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        |      100000 | PA      | $84143.92     | 0.01%             | 2029-01-17      | Fixed         | 0.01%                 | 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      | $15511.73     | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| NATURGY FINANCE BV                                                              | NATURGY FINANCE BV 1.25% 01/15/2026 REGS                                                             | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $197248.40    | 0.03%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA 0.25% 07/02/2025                                                       | CUSIP: 58507LAM1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $98972.31     | 0.02%             | 2025-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: COP/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20261.10    | -0.00%            |  |  |  | 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        |    28000000 | PA      | $209076.20    | 0.03%             | 2032-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.125% 09/10/2025                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   359480000 | PA      | $266316.02    | 0.04%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: GBP/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $105164.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 0.6% 06/15/2023 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       14000 | PA      | $14865.21     | 0.00%             | 2023-06-15      | Fixed         | 0.01%                 | 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      | $791057.39    | 0.13%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 6.5% 06/15/2025                                                                | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   717000000 | PA      | $46241.72     | 0.01%             | 2025-06-15      | Fixed         | 0.07%                 | 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      | $187735.52    | 0.03%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.2% 09/11/2026                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      118000 | PA      | $77622.31     | 0.01%             | 2026-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                          | DNB NAERINGSKREDITT AS 0.375% 11/14/2023 REGS                                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |      850000 | PA      | $888931.54    | 0.14%             | 2023-11-14      | Fixed         | 0.00%                 | 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      | $179770.71    | 0.03%             | 2027-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 0.5% 10/22/2024 144A REGS                                                         | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      544000 | PA      | $559923.93    | 0.09%             | 2024-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MACIF                                                                           | MACIF 0.625% 06/21/2027 REGS                                                                         | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $88312.12     | 0.01%             | 2027-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                  | BPIFRANCE SACA 0.75% 11/25/2024 REGS                                                                 | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204605.81    | 0.03%             | 2024-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 06/20/2029                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   208100000 | PA      | $1556468.76   | 0.25%             | 2029-06-20      | Fixed         | 0.00%                 | 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      | $320960.88    | 0.05%             | 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        |       45000 | PA      | $57354.13     | 0.01%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.005% 06/01/2024                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    29000000 | PA      | $220920.60    | 0.04%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AKTIEBOLAG                                               | KOMMUNINVEST I SVERIGE AKTIEBOLAG 1% 10/02/2024 REGS                                                 | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | CORP              | SE        |     8080000 | PA      | $740836.93    | 0.12%             | 2024-10-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                          | NYKREDIT REALKREDIT AS 0.125% 07/10/2024 REGS                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      130000 | PA      | $131263.76    | 0.02%             | 2024-07-10      | Fixed         | 0.00%                 | 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        |      299000 | PA      | $266940.24    | 0.04%             | 2033-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/EUR settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1144221.83  | -0.18%            |  |  |  | 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      | $54813.95     | 0.01%             | 2026-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/HKD settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $360.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7207.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.625% 06/14/2023 REGS                                                         | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $106730.55    | 0.02%             | 2023-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/CAD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2923.69     | -0.00%            |  |  |  | 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      | $79886.24     | 0.01%             | 2028-01-28      | Fixed         | 0.01%                 | 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        |      175000 | PA      | $152015.40    | 0.02%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 1.125% 06/18/2025                                                           | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |       80000 | PA      | $89610.08     | 0.01%             | 2025-06-18      | Fixed         | 0.01%                 | 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      | $86749.24     | 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              | CORP              | AU        |     1106000 | PA      | $619722.40    | 0.10%             | 2031-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 5.5% 03/28/2028                                                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       40000 | PA      | $48508.85     | 0.01%             | 2028-03-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 8.375% 04/15/2039                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  1794000000 | PA      | $126936.95    | 0.02%             | 2039-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/JPY settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-115.66      | -0.00%            |  |  |  | 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        |      195000 | PA      | $232057.10    | 0.04%             | 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      | $791131.64    | 0.13%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                 | TORONTO ONT CDA 2.8% 11/22/2049                                                                      | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $95508.68     | 0.02%             | 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        |      200000 | PA      | $152038.15    | 0.02%             | 2035-01-14      | Fixed         | 0.00%                 | 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      | $29714.55     | 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        |      360000 | PA      | $288702.91    | 0.05%             | 2032-09-14      | Fixed         | 0.00%                 | 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        |   166000000 | PA      | $1237954.74   | 0.20%             | 2032-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                             | FINLAND REPUBLIC OF 0% 09/15/2023 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       19000 | PA      | $19954.60     | 0.00%             | 2023-09-15      | 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      | $110354.36    | 0.02%             | 2032-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.375% 05/15/2048                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  8728000000 | PA      | $559533.90    | 0.09%             | 2048-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OTTAWA ONT                                                                      | OTTAWA ONT 4.6% 07/14/2042                                                                           | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $51515.14     | 0.01%             | 2042-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.5% 07/25/2027                                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    21290000 | PA      | $3065008.22   | 0.49%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CTLS INTL PLC 1.375% 02/25/2025                                                              | CUSIP: 478375AT5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     1296000 | PA      | $1321570.00   | 0.21%             | 2025-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                 | STADSHYPOTEK AB 1.5% 03/01/2024 REGS                                                                 | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $94010.87     | 0.02%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                                                               | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      160000 | PA      | $121971.03    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEVELOPMENT BANK 3.34% 07/14/2025                                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    49780000 | PA      | $7344129.57   | 1.17%             | 2025-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                           | SINGAPORE REPUBLIC OF 2% 02/01/2024                                                                  | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      147000 | PA      | $108291.83    | 0.02%             | 2024-02-01      | 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      | $34299.14     | 0.01%             | 2032-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                        | NORDEA MORTGAGE BANK PLC 1% 11/05/2024 REGS                                                          | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      180000 | PA      | $184842.00    | 0.03%             | 2024-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 0.625% 09/10/2025 REGS                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      756000 | PA      | $752309.32    | 0.12%             | 2025-09-10      | Fixed         | 0.01%                 | 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      | $38069.04     | 0.01%             | 2027-03-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                        | SNAM SPA 0% 05/12/2024 REGS                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      110000 | PA      | $112089.28    | 0.02%             | 2024-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                              | BELGIUM KINGDOM OF 1.45% 06/22/2037 144A REGS                                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       84000 | PA      | $70675.39     | 0.01%             | 2037-06-22      | Fixed         | 0.01%                 | 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      | $93631.19     | 0.01%             | 2026-01-17      | Fixed         | 0.00%                 | 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      | $474826.38    | 0.08%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 0.5% 04/16/2025 REGS                                                            | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $100641.14    | 0.02%             | 2025-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 2.33% 11/25/2025                                                                  | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      100000 | PA      | $98347.59     | 0.02%             | 2025-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVT 0.1% 09/20/26                                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    63300000 | PA      | $481830.49    | 0.08%             | 2026-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.7% 11/03/2026                                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20270000 | PA      | $2946477.77   | 0.47%             | 2026-11-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | BLACKSTONE PROP PARTNERS EUR HOLD 2% 02/15/2024 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      180000 | PA      | $182719.39    | 0.03%             | 2024-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 7% 03/26/2031                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3780000000 | PA      | $550702.26    | 0.09%             | 2031-03-26      | Fixed         | 0.07%                 | 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      | $1121321.24   | 0.18%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                             | FINLAND REPUBLIC OF 0% 09/15/2024 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       84000 | PA      | $85874.73     | 0.01%             | 2024-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1.5% 12/10/2026                                                                    | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    32000000 | PA      | $23294.63     | 0.00%             | 2026-12-10      | 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      | $16212.79     | 0.00%             | 2049-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.25% 01/17/2023                                                    | CUSIP: 459058GG2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |       93000 | PA      | $68640.73     | 0.01%             | 2023-01-17      | Fixed         | 0.02%                 | 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      | $337501.33    | 0.05%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.6% 06/01/2026 REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      179000 | PA      | $179152.05    | 0.03%             | 2026-06-01      | Fixed         | 0.02%                 | 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        |      167000 | PA      | $85237.84     | 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      | $69546.17     | 0.01%             | 2040-06-20      | Fixed         | 0.00%                 | 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              | CORP              | DE        |     1513000 | PA      | $1438115.69   | 0.23%             | 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        |   295100000 | PA      | $2239670.49   | 0.36%             | 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        |   372350000 | PA      | $2758720.84   | 0.44%             | 2030-06-20      | 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      | $1034861.05   | 0.17%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.5% 09/20/2046                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    15100000 | PA      | $93638.64     | 0.01%             | 2046-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/JPY settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1356797.50  | -0.22%            |  |  |  | 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      | $81764.30     | 0.01%             | 2031-02-22      | Fixed         | 0.00%                 | 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      | $39878.54     | 0.01%             | 2034-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 1%/VAR 06/24/2027 REGS                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      150000 | PA      | $125951.72    | 0.02%             | 2027-06-24      | Variable      | 0.01%                 | 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      | $109029.76    | 0.02%             | 2031-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                           | PFANDBRIEF SCHWEIZ HYPO 0% 07/29/2024 REGS                                                           | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       40000 | PA      | $42133.15     | 0.01%             | 2024-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9799430.17  | -1.56%            |  |  |  | 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        |      200000 | PA      | $165323.29    | 0.03%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                  | ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS                                            | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $79077.92     | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 1.5% 09/01/2024                                                                 | CUSIP: 135087J96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       18000 | PA      | $12754.34     | 0.00%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                         | VEOLIA ENVIRONNEMENT SA 0.892% 01/14/2024 REGS                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1044941.17   | 0.17%             | 2024-01-14      | Fixed         | 0.01%                 | 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      | $516749.98    | 0.08%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 1.3% 04/30/2032                                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      840000 | PA      | $196489.51    | 0.03%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.5% 03/10/2052                                                                    | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1040000000 | PA      | $653327.76    | 0.10%             | 2052-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.125% 04/15/2027                                                              | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |  9200000000 | PA      | $566153.85    | 0.09%             | 2027-04-15      | Fixed         | 0.05%                 | 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      | $89703.99     | 0.01%             | 2028-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                      | DEUTSCHE BAHN FINANCE GMBH 1.875% 02/13/2026 REGS                                                    | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      171000 | PA      | $191375.76    | 0.03%             | 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      | $339673.31    | 0.05%             | 2047-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | HYDRO-QUEBEC 5% 02/15/2050                                                                           | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $41276.22     | 0.01%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/CNY settle 2023-02-01                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1635614.91  | -0.26%            |  |  |  | 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      | $571827.01    | 0.09%             | 2039-06-25      | Fixed         | 0.02%                 | 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      | $97765.18     | 0.02%             | 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        |     3826000 | PA      | $2042918.01   | 0.33%             | 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      | $83233.51     | 0.01%             | 2048-06-20      | 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      | $19515.73     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                | VOLKSWAGEN FIN SERV NV 2.25% 04/12/2025 REGS                                                         | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       26000 | PA      | $29230.09     | 0.00%             | 2025-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.1% 03/20/2026                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    19900000 | PA      | $151762.52    | 0.02%             | 2026-03-20      | Fixed         | 0.00%                 | 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        |      522000 | PA      | $323956.13    | 0.05%             | 2047-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 04/05/2024 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $519039.79    | 0.08%             | 2024-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/30/2026 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      273000 | PA      | $262325.74    | 0.04%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.125% 01/19/2027 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $102631.10    | 0.02%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 1%/VAR 03/21/2025 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      300000 | PA      | $308851.59    | 0.05%             | 2025-03-21      | Variable      | 0.01%                 | 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      | $632506.21    | 0.10%             | 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        |      144000 | PA      | $141453.75    | 0.02%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                             | THAILAND KINGDOM OF 1.6% 12/17/2029                                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     4153000 | PA      | $115112.42    | 0.02%             | 2029-12-17      | Fixed         | 0.02%                 | 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      | $531364.11    | 0.08%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 10/18/2024 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1391000 | PA      | $1422661.18   | 0.23%             | 2024-10-18      | Fixed         | 0.00%                 | 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      | $247601.51    | 0.04%             | 2038-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 10/10/2025 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4868000 | PA      | $4865464.56   | 0.78%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: USD/PLN settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14402.97    | -0.00%            |  |  |  | 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        |      744000 | PA      | $657277.94    | 0.10%             | 2032-02-20      | Fixed         | 0.01%                 | 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              | CORP              | ES        |      316000 | PA      | $302592.45    | 0.05%             | 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        |     1470000 | PA      | $959842.22    | 0.15%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 1% 03/31/2030                                                                        | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1452000 | PA      | $343818.20    | 0.05%             | 2030-03-31      | Fixed         | 0.01%                 | 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        |      162000 | PA      | $139839.12    | 0.02%             | 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      | $33139.93     | 0.01%             | 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        |      677000 | PA      | $624492.56    | 0.10%             | 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      | $155506.38    | 0.02%             | 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      | $164527.21    | 0.03%             | 2050-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: NZD/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $596.99       | 0.00%             |  |  |  | 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        |       63000 | PA      | $57370.87     | 0.01%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                               | NORWAY KINGDOM OF 1.75% 02/17/2027 144A REGS                                                         | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |     8340000 | PA      | $808659.23    | 0.13%             | 2027-02-17      | 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      | $395279.80    | 0.06%             | 2029-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                               | DXC TECHNOLOGY CO 1.75% 01/15/2026                                                                   | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |      914000 | PA      | $902888.84    | 0.14%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 1.5/VAR 05/30/2025 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $518563.44    | 0.08%             | 2025-05-30      | Variable      | 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        |     1260000 | PA      | $226042.42    | 0.04%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 1.5% 05/31/2037                                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1208000 | PA      | $261272.62    | 0.04%             | 2037-05-31      | Fixed         | 0.01%                 | 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      | $209415.99    | 0.03%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7% 09/15/2030                                                                  | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        | 15924000000 | PA      | $1030060.57   | 0.16%             | 2030-09-15      | Fixed         | 0.07%                 | 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        |      100000 | PA      | $80060.16     | 0.01%             | 2031-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: SEK/USD settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $15217.04     | 0.00%             |  |  |  | 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        |      104000 | PA      | $105235.17    | 0.02%             | 2031-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVT 0.1% 06/20/26                                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   121400000 | PA      | $925133.86    | 0.15%             | 2026-06-20      | Fixed         | 0.00%                 | 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      | $1302389.11   | 0.21%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                       | CHINA PEOPLES REPUBLIC OF 2.84% 04/08/2024                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    22610000 | PA      | $3300826.97   | 0.53%             | 2024-04-08      | Fixed         | 0.03%                 | 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      | $41731.46     | 0.01%             | 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      | $143752.74    | 0.02%             | 2047-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 1.625%/VAR 06/05/2030 REGS                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98545.63     | 0.02%             | 2030-06-05      | Variable      | 0.02%                 | 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      | $97089.81     | 0.02%             | 2027-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.375% 05/15/2024 REGS                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1287766.12   | 0.21%             | 2024-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 1%/VAR 11/24/2030                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $93851.49     | 0.01%             | 2030-11-24      | Variable      | 0.01%                 | 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        |      100000 | PA      | $83003.34     | 0.01%             | 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      | $94707.60     | 0.02%             | 2032-06-24      | Variable      | 0.04%                 | 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      | $1526357.58   | 0.24%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                             | IRELAND REPUBLIC OF 3.4% 03/18/2024 REGS                                                             | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       28000 | PA      | $30212.38     | 0.00%             | 2024-03-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/GBP settle 2023-01-04                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7930.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer