# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0000035402-26-001249
**Filing Date:** 2026-2
**Character Count:** 277677
**Document Hash:** b452c0634f8ae12f5281f3d67bbf7411
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001249.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001249

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST
- **CENTRAL INDEX KEY:** 0000215829

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 26670361

**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 SCHOOL STREET TRUST/
- **DATE OF NAME CHANGE:** 19940526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY LIMITED TERM MUNICIPALS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Series International Developed Markets Bond Index Fund (Series ID: S000072687)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000229122 | Fidelity Series International Developed Markets Bond Index Fund | FSTQX           |

## 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 School Street Trust

- **b. Investment Company Act file number:** 811-02676

- **c. CIK number of Registrant:** 0000215829

- **d. LEI of Registrant:** WX9R9SUUXPO900BH1D05

- **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 Series International Developed Markets Bond Index Fund

- **b. EDGAR series identifier (if any):** S000072687

- **c. LEI of Series:** 54930044ZDE46MDDII13

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15580912618.04

**Total Liabilities:** $209798423.30

**Net Assets:** $15371114194.74

**Cash Not Reported:** $2707892.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10483.24840747 | **1-Year:** 594133.45920991 | **5-Year:** 2211251.47024182 | **10-Year:** 3814167.61220980 | **30-Year:** 2422448.33987420

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

- **3-Month:** 2694.54171890 | **1-Year:** 211383.36400129 | **5-Year:** 659181.20123765 | **10-Year:** 1185456.33443569 | **30-Year:** 709939.61694410

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229122 | 1.01%                | -0.23%               | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4387823.19              | $110603620.01                              |
| Month 2  | $-172886496.64           | $11060931.45                               |
| Month 3  | $8866799.07              | $-154293647.79                             |

**Designated Index Information**

- **Index Name:** Bloomberg Global Agg Treasury ex USD, ex EM, RIC Capped, Float Adjusted Index

- **Index Identifier:** 75418742

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 2% 04/22/2027 144A REGS                  | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    20900000 | PA      | $24598291.71   | 0.16%             | 2027-04-22      | Fixed         | 0.02%                 | 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        |     6886000 | PA      | $7942910.08    | 0.05%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   142533000 | PA      | $12665782.15   | 0.08%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    51300000 | PA      | $63240751.13   | 0.41%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 06/12/2028 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    13930000 | PA      | $15840539.94   | 0.10%             | 2028-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                     | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    97000000 | PA      | $8959788.00    | 0.06%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4600000 | PA      | $5330680.42    | 0.03%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    54400000 | PA      | $59068070.50   | 0.38%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     2400000 | PA      | $963856.74     | 0.01%             | 2071-04-20      | 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        |    16203000 | PA      | $8182227.66    | 0.05%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    41700000 | PA      | $30574380.31   | 0.20%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2071 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    19072000 | PA      | $10535026.12   | 0.07%             | 2071-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6600000 | PA      | $7823439.73    | 0.05%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2033                         | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    33700000 | PA      | $24520388.12   | 0.16%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.13% 07/16/2030                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |     4750000 | PA      | $598895.46     | 0.00%             | 2030-07-16      | Fixed         | 0.02%                 | 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        |    11100000 | PA      | $12325629.85   | 0.08%             | 2031-01-21      | Fixed         | 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        |    27790000 | PA      | $32259913.41   | 0.21%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 3.25% 01/17/2034 REGS                     | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     2200000 | PA      | $2560516.37    | 0.02%             | 2034-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.25% 12/21/2035 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    29900000 | PA      | $19170579.78   | 0.12%             | 2035-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 09/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8326500000 | PA      | $52261226.22   | 0.34%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    15970000 | PA      | $18216025.75   | 0.12%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.1% 08/26/2027 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   117700000 | PA      | $138102216.52  | 0.90%             | 2027-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2038 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    34830000 | PA      | $27939192.81   | 0.18%             | 2038-01-15      | 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        |  2660000000 | PA      | $10839024.51   | 0.07%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    46800000 | PA      | $53271720.26   | 0.35%             | 2034-10-18      | Fixed         | 0.03%                 | 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        |    15931000 | PA      | $22129535.50   | 0.14%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/CHF settle 2026-01-05                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6035329.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2060                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1168300000 | PA      | $3220358.09    | 0.02%             | 2060-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.5% 06/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 11715800000 | PA      | $71469072.60   | 0.46%             | 2035-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/EUR settle 2026-01-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-473592.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1% 11/12/2026 REGS                          | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   276075000 | PA      | $29735345.10   | 0.19%             | 2026-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2030                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    32700000 | PA      | $19442425.46   | 0.13%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0% 02/09/2026 REGS                         | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     5219000 | PA      | $6097549.94    | 0.04%             | 2026-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9900000 | PA      | $13098563.00   | 0.09%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    54457000 | PA      | $43908782.75   | 0.29%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 2.25% 02/15/2047 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     1380000 | PA      | $1192410.81    | 0.01%             | 2047-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 06/20/2031                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1077900000 | PA      | $6344773.74    | 0.04%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.25% 06/29/2027                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    66600000 | PA      | $8420820.67    | 0.05%             | 2027-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24600000 | PA      | $26381169.38   | 0.17%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3% 06/22/2033 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    19500000 | PA      | $22815109.58   | 0.15%             | 2033-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 06/01/2033                         | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    15500000 | PA      | $10937535.39   | 0.07%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    46100000 | PA      | $52642610.97   | 0.34%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                      | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    28800000 | PA      | $26284278.99   | 0.17%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6000000 | PA      | $6871253.40    | 0.04%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/JPY settle 2026-01-05                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $315334.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 06/07/2028 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   109800000 | PA      | $150538310.03  | 0.98%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.6% 10/01/2035 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    66700000 | PA      | $79255923.06   | 0.52%             | 2035-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   111000000 | PA      | $62950398.27   | 0.41%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    88000000 | PA      | $53643995.61   | 0.35%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    17740000 | PA      | $18157727.75   | 0.12%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80369000 | PA      | $79486935.67   | 0.52%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 12/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 14331400000 | PA      | $82931632.42   | 0.54%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 03/20/2040                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  9506100000 | PA      | $45343320.20   | 0.29%             | 2040-03-20      | 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        |    46415000 | PA      | $51174818.30   | 0.33%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.125% 01/29/2027 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12200000 | PA      | $16512463.79   | 0.11%             | 2027-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1% 11/21/2031 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   108757000 | PA      | $59879113.51   | 0.39%             | 2031-11-21      | Fixed         | 0.01%                 | 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        |    64300000 | PA      | $41685507.35   | 0.27%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.5% 04/25/2041 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1710000 | PA      | $2129618.51    | 0.01%             | 2041-04-25      | Fixed         | 0.04%                 | 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        |    51290000 | PA      | $51195135.81   | 0.33%             | 2032-06-22      | Fixed         | 0.00%                 | 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        |    31200000 | PA      | $21013709.06   | 0.14%             | 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        |    23991000 | PA      | $20513496.59   | 0.13%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 07/15/2031 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    43851000 | PA      | $44674818.18   | 0.29%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     1736000 | PA      | $2187419.18    | 0.01%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.4875% 10/20/2050 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     3465000 | PA      | $1890712.08    | 0.01%             | 2050-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.25% 06/21/2034 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    12800000 | PA      | $8307258.24    | 0.05%             | 2034-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 1.625% 06/19/2049 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1009000 | PA      | $702821.77     | 0.00%             | 2049-06-19      | Fixed         | 0.02%                 | 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        |     8170000 | PA      | $10400084.76   | 0.07%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    28110000 | PA      | $35348759.73   | 0.23%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 4.1% 04/15/2037 144A REGS                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    24573000 | PA      | $30960711.45   | 0.20%             | 2037-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    31290000 | PA      | $34354616.30   | 0.22%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.8% 08/01/2028 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9700000 | PA      | $11803664.18   | 0.08%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    26074000 | PA      | $29902800.09   | 0.19%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.5% 04/01/2030                         | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    22700000 | PA      | $18167416.09   | 0.12%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 09/01/2030                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    25600000 | PA      | $20823152.33   | 0.14%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.4% 05/15/2030 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    31160000 | PA      | $36482715.61   | 0.24%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    38000000 | PA      | $44756025.48   | 0.29%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.35% 11/01/2033 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10500000 | PA      | $13290859.80   | 0.09%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 05/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5314200000 | PA      | $33792530.98   | 0.22%             | 2027-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     8615000 | PA      | $6717877.00    | 0.04%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    31259000 | PA      | $16530397.22   | 0.11%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.75% 09/06/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   128390000 | PA      | $11810099.99   | 0.08%             | 2029-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2055 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    39000000 | PA      | $36900537.38   | 0.24%             | 2055-05-25      | Fixed         | 0.03%                 | 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        |    12150000 | PA      | $8239162.38    | 0.05%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 10/11/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    35600000 | PA      | $42088477.54   | 0.27%             | 2029-10-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    10942000 | PA      | $21911102.89   | 0.14%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 03/20/2063                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4059800000 | PA      | $14302864.08   | 0.09%             | 2063-03-20      | 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        |    13940000 | PA      | $14427881.08   | 0.09%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $2896226.82    | 0.02%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.5% 02/13/2034 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5800000 | PA      | $6844174.44    | 0.04%             | 2034-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    41100000 | PA      | $47209123.87   | 0.31%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     5400000 | PA      | $4259522.65    | 0.03%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.5% 06/18/2030 144A REGS                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    21800000 | PA      | $24425966.73   | 0.16%             | 2030-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.5% 05/21/2030                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64800000 | PA      | $40245289.30   | 0.26%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2029 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     4200000 | PA      | $4606116.03    | 0.03%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20600000 | PA      | $23659293.91   | 0.15%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    12780000 | PA      | $14462479.87   | 0.09%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    61200000 | PA      | $35481832.11   | 0.23%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.75% 09/01/2044 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    11726000 | PA      | $15051223.29   | 0.10%             | 2044-09-01      | Fixed         | 0.05%                 | 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        |    20250000 | PA      | $22395348.12   | 0.15%             | 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        |    49600000 | PA      | $57511166.84   | 0.37%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 04/01/2029                           | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    93300000 | PA      | $75676952.49   | 0.49%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    23265000 | PA      | $24382017.98   | 0.16%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 03/01/2050                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    13850000 | PA      | $10148016.65   | 0.07%             | 2050-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.7% 01/31/2030                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    38200000 | PA      | $45153466.37   | 0.29%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 10/10/2030 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    58300000 | PA      | $67748582.98   | 0.44%             | 2030-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 03/07/2036 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2199000 | PA      | $2885696.04    | 0.02%             | 2036-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3077800000 | PA      | $19092813.20   | 0.12%             | 2028-12-20      | Fixed         | 0.00%                 | 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        |    22900000 | PA      | $23399030.97   | 0.15%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0% 04/28/2030 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     1879000 | PA      | $1974679.28    | 0.01%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HKD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $44765.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    48000000 | PA      | $59273000.88   | 0.39%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 04/15/2027 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    49800000 | PA      | $29309597.26   | 0.19%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19828846.94  | -0.13%            |  |  |  | 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        |    13006000 | PA      | $10066601.23   | 0.07%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.5% 05/31/2027                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    44800000 | PA      | $52897463.25   | 0.34%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                     | EURO-BOBL FUTURE MAR26 OEH6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         220 | NC      | $-109573.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    77000000 | PA      | $89824617.15   | 0.58%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    14300000 | PA      | $16259774.04   | 0.11%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/DKK settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3751656.02   | -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        |    12200000 | PA      | $13445210.04   | 0.09%             | 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        |    19100000 | PA      | $13267077.05   | 0.09%             | 2072-03-01      | Fixed         | 0.02%                 | 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        |  2590000000 | PA      | $16289023.24   | 0.11%             | 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        |     5786000 | PA      | $4113638.60    | 0.03%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    15949000 | PA      | $18462828.12   | 0.12%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6200000 | PA      | $8503843.44    | 0.06%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50654000 | PA      | $53809670.20   | 0.35%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2029                         | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $3223051.98    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    91500000 | PA      | $105989883.95  | 0.69%             | 2034-10-20      | Fixed         | 0.03%                 | 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        |     3919000 | PA      | $3417016.32    | 0.02%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    41113000 | PA      | $20956366.73   | 0.14%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.1% 07/30/2031                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    32700000 | PA      | $39113960.90   | 0.25%             | 2031-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.5% 03/01/2027                         | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    18124000 | PA      | $14419760.51   | 0.09%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.35% 03/18/2031 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    35400000 | PA      | $39204136.22   | 0.26%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-121883194.62 | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    20800000 | PA      | $22013841.61   | 0.14%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    18254000 | PA      | $13991325.04   | 0.09%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: NOK/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-753559.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 09/01/2027                         | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4200000 | PA      | $3069024.81    | 0.02%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 03/01/2037 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41747000 | PA      | $37193200.61   | 0.24%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/SGD settle 2026-01-05                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-4380607.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.5% 03/25/2035 REGS                     | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     6884000 | PA      | $7038063.46    | 0.05%             | 2035-03-25      | Fixed         | 0.01%                 | 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        |     8730000 | PA      | $9956725.18    | 0.06%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: SGD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-669761.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.15% 06/22/2066 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     9430000 | PA      | $6433778.40    | 0.04%             | 2066-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/HKD settle 2026-02-02                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2549.16       | 0.00%             |  |  |  | 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        |     8590000 | PA      | $8652457.67    | 0.06%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.2% 09/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1132600000 | PA      | $7012807.00    | 0.05%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 09/15/2031 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    28767000 | PA      | $29171331.80   | 0.19%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 3.25% 06/27/2031 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4500000 | PA      | $5405352.98    | 0.04%             | 2031-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: HKD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4815.85      | -0.00%            |  |  |  | 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        |    12500000 | PA      | $6217412.95    | 0.04%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2034                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    42800000 | PA      | $30950419.85   | 0.20%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2487200000 | PA      | $15469101.02   | 0.10%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $30029546.06   | 0.20%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    13000000 | PA      | $17679097.53   | 0.12%             | 2029-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 11/01/2027                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3328200000 | PA      | $21195390.13   | 0.14%             | 2027-11-01      | 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        |      692000 | PA      | $439598.41     | 0.00%             | 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        |    46000000 | PA      | $21516772.72   | 0.14%             | 2053-12-01      | Fixed         | 0.02%                 | 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        |    29560000 | PA      | $32664304.27   | 0.21%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/GBP settle 2026-02-02                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $191516.69     | 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        |  4341000000 | PA      | $25917133.49   | 0.17%             | 2030-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.625% 10/23/2034 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    11100000 | PA      | $12639551.03   | 0.08%             | 2034-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/NOK settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2916160.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-313692.51    | -0.00%            |  |  |  | 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        |    24240000 | PA      | $22306768.83   | 0.15%             | 2035-05-15      | 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        |    61786000 | PA      | $57860001.57   | 0.38%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 3.25% 03/02/2043 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5700000 | PA      | $6212298.59    | 0.04%             | 2043-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7800000 | PA      | $8854896.99    | 0.06%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7736000 | PA      | $7996385.37    | 0.05%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 04/13/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    19000000 | PA      | $22359993.40   | 0.15%             | 2028-04-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.5% 06/22/2055 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     4500000 | PA      | $4564372.21    | 0.03%             | 2055-06-22      | Fixed         | 0.04%                 | 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        |   206326000 | PA      | $30503285.96   | 0.20%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.3% 10/01/2054 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     8100000 | PA      | $9447852.00    | 0.06%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   683400000 | PA      | $4084475.52    | 0.03%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS                     | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |    10782000 | PA      | $11739536.67   | 0.08%             | 2030-01-21      | 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        |     5600000 | PA      | $6524061.71    | 0.04%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0% 02/12/2031 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    11100000 | PA      | $11459134.32   | 0.07%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.005% 12/20/2026                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3359600000 | PA      | $21266671.22   | 0.14%             | 2026-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    60200000 | PA      | $51028000.68   | 0.33%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.3% 10/17/2031 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    12800000 | PA      | $13159742.97   | 0.09%             | 2031-10-17      | Fixed         | 0.00%                 | 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        |     7879000 | PA      | $8829579.44    | 0.06%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2% 02/18/2045 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    23084000 | PA      | $21385252.20   | 0.14%             | 2045-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    22420000 | PA      | $19001836.77   | 0.12%             | 2036-04-21      | 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        |    18000000 | PA      | $20392070.46   | 0.13%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 12/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1559000000 | PA      | $9773508.75    | 0.06%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    14400000 | PA      | $17052847.77   | 0.11%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.5% 06/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8154000000 | PA      | $48823532.56   | 0.32%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    14124000 | PA      | $20602870.13   | 0.13%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 04/21/2037 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    29572000 | PA      | $17895189.28   | 0.12%             | 2037-04-21      | Fixed         | 0.04%                 | 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        |     4320000 | PA      | $3354238.36    | 0.02%             | 2048-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     5200000 | PA      | $5120134.88    | 0.03%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 08/01/2027                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    43500000 | PA      | $31667109.43   | 0.21%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/NZD settle 2026-02-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2844052.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5200000 | PA      | $6306104.42    | 0.04%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 06/01/2041                            | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19381000 | PA      | $14701252.77   | 0.10%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: CAD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $878310.13     | 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        |    12800000 | PA      | $9819783.20    | 0.06%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.5% 07/28/2050 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     6985000 | PA      | $3396297.34    | 0.02%             | 2050-07-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27600000 | PA      | $32947417.47   | 0.21%             | 2035-08-01      | Fixed         | 0.04%                 | 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        |      443000 | PA      | $425064.34     | 0.00%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    96500000 | PA      | $9838356.60    | 0.06%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    62760000 | PA      | $4286306.42    | 0.03%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.125% 06/01/2026                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    23013000 | PA      | $17945849.81   | 0.12%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 03/17/2031 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     5378000 | PA      | $5388181.95    | 0.04%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.5% 06/21/2031                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    18500000 | PA      | $10645934.27   | 0.07%             | 2031-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/DKK settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54003.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    27600000 | PA      | $20789566.07   | 0.14%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    68800000 | PA      | $82072477.05   | 0.53%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    14233000 | PA      | $15459580.06   | 0.10%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0% 11/15/2031                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    12602000 | PA      | $1732374.72    | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 01/22/2045 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    85800000 | PA      | $93101327.23   | 0.61%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   313381000 | PA      | $27800128.00   | 0.18%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.9% 10/31/2046 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      720000 | PA      | $729043.60     | 0.00%             | 2046-10-31      | Fixed         | 0.03%                 | 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        |    48591000 | PA      | $51972993.46   | 0.34%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                   | FX Forward: AUD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |           1 | NC      | $21029.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.5% 06/18/2038 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     4400000 | PA      | $5190167.40    | 0.03%             | 2038-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    22212000 | PA      | $22226748.76   | 0.14%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: JPY/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7617.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/30/2058 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3907000 | PA      | $5028492.98    | 0.03%             | 2058-05-30      | Fixed         | 0.01%                 | 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        |    78512000 | PA      | $44738504.43   | 0.29%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   396665000 | PA      | $38186950.11   | 0.25%             | 2031-05-12      | Fixed         | 0.00%                 | 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        |    33738000 | PA      | $38270702.03   | 0.25%             | 2045-06-22      | Fixed         | 0.04%                 | 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        |    12977000 | PA      | $14852751.96   | 0.10%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.875% 02/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     3054000 | PA      | $3740025.69    | 0.02%             | 2033-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/AUD settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23299019.14  | -0.15%            |  |  |  | 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        |    21200000 | PA      | $24366126.79   | 0.16%             | 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        |     9511000 | PA      | $11089037.52   | 0.07%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    10726000 | PA      | $12359015.77   | 0.08%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     8400000 | PA      | $9271422.65    | 0.06%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    63200000 | PA      | $71916117.89   | 0.47%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    97074000 | PA      | $112876665.92  | 0.73%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 6% 05/01/2031 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    13509000 | PA      | $18361605.99   | 0.12%             | 2031-05-01      | Fixed         | 0.06%                 | 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        |    29000000 | PA      | $35472367.78   | 0.23%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 05/22/2029 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     3600000 | PA      | $4382729.78    | 0.03%             | 2029-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6294600000 | PA      | $39344062.96   | 0.26%             | 2029-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   410800000 | PA      | $2555750.87    | 0.02%             | 2028-12-20      | Fixed         | 0.00%                 | 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        |    31970000 | PA      | $37475638.26   | 0.24%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 06/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1706800000 | PA      | $10861672.47   | 0.07%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    34264000 | PA      | $17608762.91   | 0.11%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50278000 | PA      | $58595813.43   | 0.38%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CAD settle 2026-02-02                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2463743.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.625% 06/12/2054 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    15200000 | PA      | $16700013.24   | 0.11%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.75% 02/26/2034 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4289000 | PA      | $4923293.16    | 0.03%             | 2034-02-26      | Fixed         | 0.03%                 | 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        |  3530000000 | PA      | $22307688.97   | 0.15%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3% 06/01/2034                            | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    74800000 | PA      | $53258673.59   | 0.35%             | 2034-06-01      | Fixed         | 0.03%                 | 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        |     7500000 | PA      | $4725937.07    | 0.03%             | 2044-06-25      | 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        |    23656000 | PA      | $27239738.97   | 0.18%             | 2027-07-30      | Fixed         | 0.01%                 | 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        |    16199000 | PA      | $20616341.68   | 0.13%             | 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        |    12481000 | PA      | $16743146.72   | 0.11%             | 2031-01-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 2.5% 07/22/2065 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4840000 | PA      | $3642692.85    | 0.02%             | 2065-07-22      | 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        |    58202000 | PA      | $67056291.06   | 0.44%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   170060000 | PA      | $17904728.26   | 0.12%             | 2028-05-12      | Fixed         | 0.01%                 | 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        |    16649000 | PA      | $12167449.25   | 0.08%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.95% 07/01/2030 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    21500000 | PA      | $25509967.76   | 0.17%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41600000 | PA      | $50283348.36   | 0.33%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       36000 | PA      | $46571.77      | 0.00%             | 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        |    31789000 | PA      | $25712565.34   | 0.17%             | 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 4.25% 12/07/2049 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8124000 | PA      | $9585538.22    | 0.06%             | 2049-12-07      | Fixed         | 0.04%                 | 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        |    29074000 | PA      | $25710901.41   | 0.17%             | 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        |    31810000 | PA      | $20142618.93   | 0.13%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    27215000 | PA      | $16881015.16   | 0.11%             | 2052-04-12      | Fixed         | 0.01%                 | 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        |    24400000 | PA      | $11742242.17   | 0.08%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    60505000 | PA      | $69414036.92   | 0.45%             | 2027-10-15      | Fixed         | 0.01%                 | 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        |    16920000 | PA      | $18383769.25   | 0.12%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1507000000 | PA      | $8124080.76    | 0.05%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    59128000 | PA      | $66859831.11   | 0.43%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.45% 06/22/2043 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1867632.35    | 0.01%             | 2043-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2% 04/26/2028 144A REGS                     | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    45900000 | PA      | $4364472.76    | 0.03%             | 2028-04-26      | Fixed         | 0.02%                 | 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        |    17000000 | PA      | $14102872.47   | 0.09%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS                | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    16400000 | PA      | $16133123.08   | 0.10%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 11/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    27662000 | PA      | $30983576.81   | 0.20%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2027 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    50808000 | PA      | $58080087.84   | 0.38%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.5% 10/15/2036 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   163300000 | PA      | $17191508.83   | 0.11%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1% 06/22/2031 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    19681000 | PA      | $21035614.22   | 0.14%             | 2031-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    73400000 | PA      | $84430026.18   | 0.55%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 09/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5624900000 | PA      | $33226195.24   | 0.22%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3.5% 04/14/2033 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    28700000 | PA      | $15825132.92   | 0.10%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 04/16/2027 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    21390000 | PA      | $24495766.98   | 0.16%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    95700000 | PA      | $41450415.23   | 0.27%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.75% 05/25/2042 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6730000 | PA      | $5968177.52    | 0.04%             | 2042-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2644400000 | PA      | $16389236.24   | 0.11%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 05/15/2051                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    31500000 | PA      | $11997273.20   | 0.08%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/DKK settle 2026-02-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $330758.10     | 0.00%             |  |  |  | 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        |    24900000 | PA      | $27694947.55   | 0.18%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 05/15/2036 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    19065000 | PA      | $16568636.57   | 0.11%             | 2036-05-15      | 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        |    33476000 | PA      | $37323469.09   | 0.24%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2055                         | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6600000 | PA      | $3872628.32    | 0.03%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 08/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7081400000 | PA      | $45083798.20   | 0.29%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 02/25/2030 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    22700000 | PA      | $26747387.43   | 0.17%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    24500000 | PA      | $20775824.65   | 0.14%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6400000 | PA      | $7503749.27    | 0.05%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.125% 07/02/2035 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4700000 | PA      | $5451911.47    | 0.04%             | 2035-07-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    10433000 | PA      | $9718571.98    | 0.06%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     3870000 | PA      | $4391662.95    | 0.03%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    70954000 | PA      | $80397284.67   | 0.52%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6114400000 | PA      | $29972036.21   | 0.19%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   131951000 | PA      | $85991671.15   | 0.56%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    30900000 | PA      | $37545585.39   | 0.24%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 07/22/2068 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1510000 | PA      | $1473189.14    | 0.01%             | 2068-07-22      | Fixed         | 0.04%                 | 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        |    35678000 | PA      | $18096334.55   | 0.12%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/CAD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93663.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: GBP/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-194179.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    16065000 | PA      | $19965334.29   | 0.13%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2029 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    21445000 | PA      | $23485189.52   | 0.15%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.02% 03/07/2034                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    12000000 | PA      | $1440688.22    | 0.01%             | 2034-03-07      | Fixed         | 0.02%                 | 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        |     1710000 | PA      | $1860922.39    | 0.01%             | 2032-03-01      | 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        |   233950000 | PA      | $17880050.18   | 0.12%             | 2052-11-15      | Fixed         | 0.00%                 | 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        |    76170000 | PA      | $53516381.17   | 0.35%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $34984038.08   | 0.23%             | 2034-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 03/25/2027 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    16600000 | PA      | $19859079.65   | 0.13%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.375% 06/15/2034 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    51500000 | PA      | $60744949.12   | 0.40%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/SEK settle 2026-02-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $424297.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.25% 03/15/2028 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    12975000 | PA      | $14592683.82   | 0.09%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NZD settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30231.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 03/01/2030                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19500000 | PA      | $14123286.47   | 0.09%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2026-02-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11531200.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2% 12/01/2051                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    59969000 | PA      | $30499768.96   | 0.20%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.2% 10/31/2035 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    29400000 | PA      | $34324917.35   | 0.22%             | 2035-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 4% 02/23/2043 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    12900000 | PA      | $14856878.44   | 0.10%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3322000000 | PA      | $17418655.90   | 0.11%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    34500000 | PA      | $20610474.16   | 0.13%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    30643000 | PA      | $23553638.18   | 0.15%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    34910000 | PA      | $2111255.18    | 0.01%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     7274000 | PA      | $6347147.84    | 0.04%             | 2040-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.35% 07/01/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27000000 | PA      | $32561736.58   | 0.21%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: AUD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3059113.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7100000 | PA      | $8432332.20    | 0.05%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 05/23/2029 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     9400000 | PA      | $11242056.31   | 0.07%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     6082000 | PA      | $4000707.35    | 0.03%             | 2068-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4.2% 01/31/2037 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6230000 | PA      | $7853968.73    | 0.05%             | 2037-01-31      | Fixed         | 0.04%                 | 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        |    22189000 | PA      | $16308772.68   | 0.11%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/AUD settle 2026-01-05                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-507322.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    71600000 | PA      | $80128616.71   | 0.52%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    46009000 | PA      | $32333348.14   | 0.21%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.6% 08/01/2031 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17143000 | PA      | $17791212.35   | 0.12%             | 2031-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.5% 03/01/2030 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5600000 | PA      | $6803105.80    | 0.04%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    12200000 | PA      | $12450787.34   | 0.08%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/GBP settle 2026-01-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-295099.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    70000000 | PA      | $55689590.79   | 0.36%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/AUD settle 2026-02-02                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3030313.52    | 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        |     4421000 | PA      | $5034886.55    | 0.03%             | 2029-03-14      | Fixed         | 0.01%                 | 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        |    31580000 | PA      | $36283044.05   | 0.24%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1% 03/06/2028 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9000000 | PA      | $10345564.74   | 0.07%             | 2028-03-06      | Fixed         | 0.01%                 | 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        |     4927000 | PA      | $2318353.92    | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 08/01/2032                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    15000000 | PA      | $12125567.88   | 0.08%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 03/20/2061                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4163300000 | PA      | $12219328.03   | 0.08%             | 2061-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16500000 | PA      | $8928842.92    | 0.06%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/JPY settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $77033.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18200000 | PA      | $22198967.94   | 0.14%             | 2034-07-01      | Fixed         | 0.04%                 | 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        |    25200000 | PA      | $11585699.83   | 0.08%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 09/01/2029                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   102500000 | PA      | $76394077.81   | 0.50%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2028 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2396000 | PA      | $3012520.73    | 0.02%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.625% 04/13/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   310900000 | PA      | $29829497.90   | 0.19%             | 2034-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2026 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6200000 | PA      | $8262016.89    | 0.05%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    28212000 | PA      | $9626387.37    | 0.06%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2033                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14800000 | PA      | $12551308.99   | 0.08%             | 2033-06-01      | Fixed         | 0.06%                 | 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        |  3810000000 | PA      | $18485213.23   | 0.12%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $7217267.53    | 0.05%             | 2030-06-15      | Fixed         | 0.04%                 | 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        |    37500000 | PA      | $40933890.78   | 0.27%             | 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        |   124327000 | PA      | $17074777.32   | 0.11%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.2% 03/20/2064                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 13553200000 | PA      | $62925818.64   | 0.41%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    75900000 | PA      | $93257691.08   | 0.61%             | 2033-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    41670000 | PA      | $12128054.87   | 0.08%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    41281000 | PA      | $42240450.62   | 0.27%             | 2046-08-15      | Fixed         | 0.03%                 | 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        |    32160000 | PA      | $34702318.44   | 0.23%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    42800000 | PA      | $52288688.07   | 0.34%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/JPY settle 2026-01-05                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11596772.96   | 0.08%             |  |  |  | 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        |    40367000 | PA      | $25929246.90   | 0.17%             | 2028-11-21      | Fixed         | 0.03%                 | 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        |   703100000 | PA      | $3685664.20    | 0.02%             | 2036-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.7% 02/25/2031 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    51300000 | PA      | $59860922.84   | 0.39%             | 2031-02-25      | Fixed         | 0.03%                 | 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        |     3570000 | PA      | $4552083.09    | 0.03%             | 2028-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 09/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 22967800000 | PA      | $134390369.08  | 0.87%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    37200000 | PA      | $36071697.02   | 0.23%             | 2032-05-25      | Fixed         | 0.00%                 | 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        |    50213000 | PA      | $52769917.66   | 0.34%             | 2030-07-15      | Fixed         | 0.00%                 | 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        |    18140000 | PA      | $23565165.81   | 0.15%             | 2027-07-22      | Fixed         | 0.01%                 | 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        |    30134000 | PA      | $34556470.76   | 0.22%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 11/01/2027                          | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    64600000 | PA      | $46977041.87   | 0.31%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SEK settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7385702.83   | -0.05%            |  |  |  | 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        |       70000 | PA      | $55524.09      | 0.00%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3% 10/01/2029 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    45800000 | PA      | $54573930.71   | 0.36%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.75% 07/30/2032                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6620000 | PA      | $9117798.16    | 0.06%             | 2032-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2035 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    26800000 | PA      | $30292883.63   | 0.20%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10200000 | PA      | $12115253.42   | 0.08%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0.375% 10/07/2026 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     6887000 | PA      | $7957548.97    | 0.05%             | 2026-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 06/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7680700000 | PA      | $47958282.95   | 0.31%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 3.1% 03/20/2065                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   294100000 | PA      | $1721172.18    | 0.01%             | 2065-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.8% 01/26/2062 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12165000 | PA      | $14155560.90   | 0.09%             | 2062-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.4% 05/31/2028                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8300000 | PA      | $9784202.84    | 0.06%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 12/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7799400000 | PA      | $40717807.35   | 0.26%             | 2042-12-20      | Fixed         | 0.01%                 | 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        |    16010000 | PA      | $12511719.22   | 0.08%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4400000 | PA      | $5412579.87    | 0.04%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    30747000 | PA      | $37829890.18   | 0.25%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                    | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     2467000 | PA      | $2557806.45    | 0.02%             | 2030-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    21340000 | PA      | $28095971.86   | 0.18%             | 2026-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3% 04/20/2029                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   131094000 | PA      | $74445748.76   | 0.48%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6900000 | PA      | $8312105.26    | 0.05%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 12/01/2057                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6500000 | PA      | $4432506.07    | 0.03%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    22400000 | PA      | $23477637.08   | 0.15%             | 2056-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.8% 07/30/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    24230000 | PA      | $26869043.71   | 0.17%             | 2029-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/AUD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54653.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 06/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    24500000 | PA      | $29391641.91   | 0.19%             | 2033-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6500000 | PA      | $8250369.93    | 0.05%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    53103000 | PA      | $17759620.85   | 0.12%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                    | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     8240000 | PA      | $7694263.59    | 0.05%             | 2040-11-03      | Fixed         | 0.02%                 | 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        |     1950000 | PA      | $1832003.48    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 4% 10/12/2032 REGS                        | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     6500000 | PA      | $7984455.72    | 0.05%             | 2032-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    32016000 | PA      | $11263463.18   | 0.07%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.125% 08/07/2045 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9338000 | PA      | $9989785.43    | 0.06%             | 2045-08-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    94800000 | PA      | $103662104.85  | 0.67%             | 2032-11-25      | 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        |     2600000 | PA      | $3057521.37    | 0.02%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 5% 03/28/2035 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    46949000 | PA      | $62608672.37   | 0.41%             | 2035-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    18400000 | PA      | $23150410.30   | 0.15%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #140 1.7% 9/20/2032                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   200000000 | PA      | $1274348.83    | 0.01%             | 2032-09-20      | 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        |    58716000 | PA      | $67663970.34   | 0.44%             | 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        |     2070000 | PA      | $2463997.75    | 0.02%             | 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        |    12000000 | PA      | $8159324.18    | 0.05%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                   | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   116800000 | PA      | $10693920.63   | 0.07%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.97% 01/17/2029                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    36000000 | PA      | $4563046.33    | 0.03%             | 2029-01-17      | Fixed         | 0.02%                 | 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        |     4837000 | PA      | $4737272.20    | 0.03%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 04/12/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10400000 | PA      | $12154858.60   | 0.08%             | 2029-04-12      | Fixed         | 0.02%                 | 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        |  8330000000 | PA      | $45068363.13   | 0.29%             | 2036-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3% 10/18/2043 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    39300000 | PA      | $43210976.76   | 0.28%             | 2043-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 07/15/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9200000 | PA      | $10934013.82   | 0.07%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7000000 | PA      | $8171003.45    | 0.05%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    45030000 | PA      | $55430433.62   | 0.36%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                         | LONG GILT FUTURE MAR26 G H6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         454 | NC      | $339334.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    48000000 | PA      | $37139178.20   | 0.24%             | 2045-04-30      | 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        |    36477000 | PA      | $21966819.10   | 0.14%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 06/20/2041                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 19083800000 | PA      | $87252585.84   | 0.57%             | 2041-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2067700000 | PA      | $12910716.69   | 0.08%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 06/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5376400000 | PA      | $21013404.03   | 0.14%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    26500000 | PA      | $30521888.34   | 0.20%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   153765000 | PA      | $16450424.89   | 0.11%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/NOK settle 2026-02-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $742860.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/SEK settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33942.79     | -0.00%            |  |  |  | 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        |     5430000 | PA      | $5599947.80    | 0.04%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.25% 10/20/2036 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    24709000 | PA      | $21186717.88   | 0.14%             | 2036-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    39600000 | PA      | $24798096.09   | 0.16%             | 2034-05-21      | Fixed         | 0.04%                 | 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        |    16700000 | PA      | $19805710.88   | 0.13%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    25000000 | PA      | $35486617.85   | 0.23%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 6.5% 07/04/2027 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4770000 | PA      | $5969682.38    | 0.04%             | 2027-07-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2034 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $879000.83     | 0.01%             | 2034-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #96 2.1% 6/20/27                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   730000000 | PA      | $4732137.39    | 0.03%             | 2027-06-20      | Fixed         | 0.02%                 | 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        |    13519000 | PA      | $6378337.61    | 0.04%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 09/01/2030                         | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63400000 | PA      | $45766282.31   | 0.30%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 12/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6881100000 | PA      | $41161840.53   | 0.27%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 09/01/2033                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    23600000 | PA      | $20044184.47   | 0.13%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    65200000 | PA      | $86829770.41   | 0.56%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3.15% 10/18/2055 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    11900000 | PA      | $12457829.03   | 0.08%             | 2055-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    98556883 | NS      | $98576594.23   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2033                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   384500000 | PA      | $59087522.44   | 0.38%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     2690000 | PA      | $2704289.05    | 0.02%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   323220000 | PA      | $33164236.22   | 0.22%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.15% 10/31/2044 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    14225000 | PA      | $19680180.13   | 0.13%             | 2044-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2035                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   169800000 | PA      | $25565177.13   | 0.17%             | 2035-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 06/01/2032 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     8400000 | PA      | $9236733.57    | 0.06%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/CHF settle 2026-02-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $659152.95     | 0.00%             |  |  |  | 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        |     7550000 | PA      | $7342599.32    | 0.05%             | 2038-06-22      | Fixed         | 0.02%                 | 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        |     2320000 | PA      | $2349361.98    | 0.02%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5076700000 | PA      | $22015130.29   | 0.14%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 06/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2047400000 | PA      | $12786502.50   | 0.08%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.95% 01/20/2032 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1900000 | PA      | $1994576.78    | 0.01%             | 2032-01-20      | Fixed         | 0.01%                 | 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        |     5245000 | PA      | $5519917.24    | 0.04%             | 2030-10-18      | 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        |    30500000 | PA      | $21915639.39   | 0.14%             | 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        |    49780000 | PA      | $54740690.06   | 0.36%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2.5% 03/08/2036 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3128000 | PA      | $4810386.96    | 0.03%             | 2036-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 01/24/2029 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7000000 | PA      | $7570426.89    | 0.05%             | 2029-01-24      | 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        |    54493000 | PA      | $36277584.73   | 0.24%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 5.125% 03/30/2026 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    12292000 | PA      | $14555525.26   | 0.09%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: EUR/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11676.07     | -0.00%            |  |  |  | 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        |    19990000 | PA      | $23599795.58   | 0.15%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/DKK settle 2026-01-05                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-56517.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/GBP settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22132450.95  | -0.14%            |  |  |  | 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        |    68300000 | PA      | $327695.24     | 0.00%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    36300000 | PA      | $45805320.67   | 0.30%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 07/01/2029                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     3553000 | PA      | $2872284.12    | 0.02%             | 2029-07-01      | Fixed         | 0.03%                 | 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        |    22410000 | PA      | $19986566.52   | 0.13%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    30500000 | PA      | $35132290.31   | 0.23%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    62829000 | PA      | $70896059.87   | 0.46%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.75% 12/07/2030 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22792000 | PA      | $31902803.22   | 0.21%             | 2030-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    23700000 | PA      | $27212669.09   | 0.18%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19000000 | PA      | $22750823.99   | 0.15%             | 2027-07-15      | Fixed         | 0.03%                 | 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        |    17210000 | PA      | $17680660.65   | 0.12%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    26864000 | PA      | $10238484.34   | 0.07%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/NZD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8337917.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 05/25/2043 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   119400000 | PA      | $112622379.18  | 0.73%             | 2043-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: CHF/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9754.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24200000 | PA      | $24840272.09   | 0.16%             | 2030-11-25      | 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        |    58500000 | PA      | $29795941.41   | 0.19%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    39000000 | PA      | $45296831.37   | 0.29%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3% 03/10/2034 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    17000000 | PA      | $19933948.12   | 0.13%             | 2034-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 01/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    80500000 | PA      | $512375.51     | 0.00%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 04/08/2028 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2610000 | PA      | $3595315.36    | 0.02%             | 2028-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.7% 10/22/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    34700000 | PA      | $41024116.76   | 0.27%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2224000000 | PA      | $10172414.71   | 0.07%             | 2053-09-20      | Fixed         | 0.02%                 | 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        |    24343000 | PA      | $17863555.53   | 0.12%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0% 09/15/2026 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    12240000 | PA      | $14189469.73   | 0.09%             | 2026-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/JPY settle 2026-02-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4438303.37    | 0.03%             |  |  |  | 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        |    24052000 | PA      | $25051087.15   | 0.16%             | 2044-07-04      | 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        |     5655000 | PA      | $5360389.79    | 0.03%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5827900000 | PA      | $24152448.70   | 0.16%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1127200000 | PA      | $4939919.46    | 0.03%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SGD settle 2026-02-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $638142.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.25% 06/01/2029                         | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $501150.28     | 0.00%             | 2029-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 03/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4675100000 | PA      | $23074949.33   | 0.15%             | 2043-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.375% 03/07/2030 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    21200000 | PA      | $29060340.82   | 0.19%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     5960000 | PA      | $6128405.36    | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    45800000 | PA      | $55196676.24   | 0.36%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    46500000 | PA      | $53866232.38   | 0.35%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2026                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    91200000 | PA      | $14414468.76   | 0.09%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    92400000 | PA      | $124759077.66  | 0.81%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.1% 09/20/2117 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     6220000 | PA      | $4180618.04    | 0.03%             | 2117-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   214100000 | PA      | $20570524.73   | 0.13%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 11/15/2030 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $3719331.73    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.375% 04/15/2027 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     8500000 | PA      | $9903070.26    | 0.06%             | 2027-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 4.25% 09/10/2045 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     2000000 | PA      | $2295071.59    | 0.01%             | 2045-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 01/06/2049 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    15826000 | PA      | $35000694.48   | 0.23%             | 2049-01-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 11/15/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    43100000 | PA      | $51061394.22   | 0.33%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 02/23/2035 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    16300000 | PA      | $19453871.57   | 0.13%             | 2035-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 10/31/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    57500000 | PA      | $68950820.45   | 0.45%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 0.5% 12/01/2030                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63762000 | PA      | $41203849.42   | 0.27%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     7400000 | PA      | $9403503.85    | 0.06%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2% 12/16/2027 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    57300000 | PA      | $67180713.64   | 0.44%             | 2027-12-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    19197000 | PA      | $21902117.30   | 0.14%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   579600000 | PA      | $3604517.01    | 0.02%             | 2029-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.89% 03/02/2032                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    77000000 | PA      | $9398263.21    | 0.06%             | 2032-03-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 05/01/2034                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    45000000 | PA      | $38436518.24   | 0.25%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/27/2037 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     6501000 | PA      | $9000121.95    | 0.06%             | 2037-06-27      | Fixed         | 0.01%                 | 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        |    11430000 | PA      | $13233868.83   | 0.09%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.875% 07/15/2030 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    14118000 | PA      | $15564254.04   | 0.10%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    50800000 | PA      | $61855753.86   | 0.40%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.7% 10/01/2030 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    73900000 | PA      | $86595423.14   | 0.56%             | 2030-10-01      | Fixed         | 0.03%                 | 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        |  5022600000 | PA      | $31524318.12   | 0.21%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3% 01/24/2032 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4300000 | PA      | $4996812.92    | 0.03%             | 2032-01-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1% 06/01/2027                            | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6319000 | PA      | $4508670.38    | 0.03%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 12/01/2045                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8519000 | PA      | $5998181.01    | 0.04%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     3800000 | PA      | $3028393.06    | 0.02%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.59% 03/04/2036                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    33800000 | PA      | $3745438.55    | 0.02%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    19285000 | PA      | $22648071.43   | 0.15%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   398000000 | PA      | $2351945.22    | 0.02%             | 2045-03-20      | Fixed         | 0.02%                 | 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        |    14477000 | PA      | $13776134.38   | 0.09%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 03/01/2028                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    57700000 | PA      | $42789770.14   | 0.28%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2045 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    11653000 | PA      | $12059332.78   | 0.08%             | 2045-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 4.125% 04/25/2028 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |    13600000 | PA      | $16523735.12   | 0.11%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.95% 05/26/2027 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1116000 | PA      | $1284243.52    | 0.01%             | 2027-05-26      | Fixed         | 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        |  2841600000 | PA      | $11852214.91   | 0.08%             | 2052-09-20      | Fixed         | 0.01%                 | 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        |    14992000 | PA      | $16232437.60   | 0.11%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    72521000 | PA      | $48279285.05   | 0.31%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    31600000 | PA      | $36631266.16   | 0.24%             | 2035-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: CAD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2494245.61   | -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        |     8010000 | PA      | $10320234.36   | 0.07%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2064                         | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    39400000 | PA      | $22391971.16   | 0.15%             | 2064-12-01      | 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        |    18611000 | PA      | $22224874.37   | 0.14%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.15% 04/11/2042 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    27900000 | PA      | $22742074.66   | 0.15%             | 2042-04-11      | 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        |    11860000 | PA      | $9231331.41    | 0.06%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.875% 03/01/2034 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $5958372.70    | 0.04%             | 2034-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11951697.86  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   171525000 | PA      | $19789325.42   | 0.13%             | 2039-03-30      | Fixed         | 0.04%                 | 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        |   137813000 | PA      | $87188930.90   | 0.57%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.875% 05/22/2047 REGS              | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2300000 | PA      | $3110360.18    | 0.02%             | 2047-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 03/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10274200000 | PA      | $64318695.86   | 0.42%             | 2030-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5800000 | PA      | $2883162.61    | 0.02%             | 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        |    31124000 | PA      | $32798484.67   | 0.21%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 12/20/2039                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4435800000 | PA      | $21002935.30   | 0.14%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.25% 09/17/2031 144A REGS                  | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    69261000 | PA      | $5935798.25    | 0.04%             | 2031-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #1 2.4% 3/20/48                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4353800000 | PA      | $24742225.14   | 0.16%             | 2048-03-20      | Fixed         | 0.02%                 | 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        |     9816000 | PA      | $7443405.09    | 0.05%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.875% 02/19/2049 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4878000 | PA      | $3757277.48    | 0.02%             | 2049-02-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    32600000 | PA      | $38373584.78   | 0.25%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.25% 05/15/2034                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    82700000 | PA      | $47446677.58   | 0.31%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 11/25/2035 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    51200000 | PA      | $59875406.00   | 0.39%             | 2035-11-25      | Fixed         | 0.04%                 | 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        |    54206000 | PA      | $54187373.28   | 0.35%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.5% 01/15/2056 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    11300000 | PA      | $13056527.27   | 0.08%             | 2056-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0% 10/18/2031 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    25031000 | PA      | $25251829.45   | 0.16%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    26100000 | PA      | $30313419.85   | 0.20%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.15% 10/20/2053 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    18500000 | PA      | $19236722.52   | 0.13%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 09/24/2027 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80500000 | PA      | $95024586.30   | 0.62%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 12/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10894400000 | PA      | $54712644.94   | 0.36%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0% 01/31/2028                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    25308000 | PA      | $28442297.45   | 0.19%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      920000 | PA      | $535050.93     | 0.00%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 07/15/2051 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     2250000 | PA      | $1155198.10    | 0.01%             | 2051-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 06/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1186500000 | PA      | $7392749.43    | 0.05%             | 2028-06-20      | Fixed         | 0.00%                 | 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        |     4110000 | PA      | $2359040.25    | 0.02%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    93400000 | PA      | $110333150.76  | 0.72%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    10300000 | PA      | $11164943.56   | 0.07%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    72900000 | PA      | $86309595.34   | 0.56%             | 2029-02-25      | Fixed         | 0.03%                 | 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        |    18700000 | PA      | $13723422.20   | 0.09%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.9% 06/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   968600000 | PA      | $5329649.77    | 0.03%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3903000 | PA      | $3120724.94    | 0.02%             | 2047-05-26      | Fixed         | 0.02%                 | 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        |    17304000 | PA      | $26993672.01   | 0.18%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2027 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    17400000 | PA      | $23722108.08   | 0.15%             | 2027-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.5% 05/31/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    37800000 | PA      | $45964200.66   | 0.30%             | 2029-05-31      | Fixed         | 0.04%                 | 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        |    21700000 | PA      | $22812833.75   | 0.15%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #102 2.4% 6/20/28                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   393850000 | PA      | $2587557.29    | 0.02%             | 2028-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2% 10/17/2047 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    18134000 | PA      | $14384976.88   | 0.09%             | 2047-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 10/29/2026 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     4140000 | PA      | $4851948.36    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 06/01/2035                         | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    64400000 | PA      | $46409322.41   | 0.30%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 12/01/2032                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    24700000 | PA      | $17228784.02   | 0.11%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/SEK settle 2026-01-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108026.86    | -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        |    44660000 | PA      | $54961434.93   | 0.36%             | 2041-03-28      | Fixed         | 0.04%                 | 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        |     6197000 | PA      | $6022905.11    | 0.04%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    57300000 | PA      | $65172665.85   | 0.42%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    49317000 | PA      | $41088359.56   | 0.27%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2034 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    35500000 | PA      | $41498903.44   | 0.27%             | 2034-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   280600000 | PA      | $1747121.94    | 0.01%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0.25% 01/23/2030 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     2400000 | PA      | $2539842.25    | 0.02%             | 2030-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    23900000 | PA      | $30261234.46   | 0.20%             | 2033-01-31      | Fixed         | 0.03%                 | 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        |  5347200000 | PA      | $20109349.95   | 0.13%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 02/01/2037 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      137000 | PA      | $167359.26     | 0.00%             | 2037-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.8% 09/20/2032 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16700000 | PA      | $19596067.66   | 0.13%             | 2032-09-20      | Fixed         | 0.03%                 | 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        |  5704200000 | PA      | $34217916.80   | 0.22%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 03/01/2029                            | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    44500000 | PA      | $33618134.60   | 0.22%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |     5109000 | PA      | $3201423.45    | 0.02%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    63005000 | PA      | $65586822.71   | 0.43%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1.375% 01/21/2027 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     3150000 | PA      | $3670506.58    | 0.02%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT 2.3% 3/20/40                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1641350000 | PA      | $10191479.98   | 0.07%             | 2040-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 7.25% 11/01/2026 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19492000 | PA      | $23884371.37   | 0.16%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 05/11/2035 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   282100000 | PA      | $29386246.23   | 0.19%             | 2035-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 09/01/2046 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4530000 | PA      | $4680797.93    | 0.03%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/CHF settle 2026-01-05                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6534.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2027 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1710000 | PA      | $1970867.17    | 0.01%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    15700000 | PA      | $18719650.39   | 0.12%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3619600000 | PA      | $22802278.40   | 0.15%             | 2029-12-20      | 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        |    19277000 | PA      | $21119726.12   | 0.14%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18800000 | PA      | $23549584.20   | 0.15%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: SGD/USD settle 2026-01-05                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $151094.69     | 0.00%             |  |  |  | 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        |     6190000 | PA      | $5678348.96    | 0.04%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4900000 | PA      | $4084827.90    | 0.03%             | 2067-03-01      | Fixed         | 0.03%                 | 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        |    63500000 | PA      | $34905708.48   | 0.23%             | 2032-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 10/25/2027 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    40810000 | PA      | $48378794.01   | 0.31%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $7250556.13    | 0.05%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     9700000 | PA      | $5448018.04    | 0.04%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    15148000 | PA      | $4887875.82    | 0.03%             | 2081-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 6% 01/31/2029                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6030000 | PA      | $7850964.16    | 0.05%             | 2029-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 09/20/2030                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3389800000 | PA      | $21403522.68   | 0.14%             | 2030-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 01/16/2029 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    23871000 | PA      | $28980708.19   | 0.19%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    30600000 | PA      | $25152646.99   | 0.16%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.7% 09/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1843700000 | PA      | $11351749.41   | 0.07%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7528400000 | PA      | $45654862.92   | 0.30%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    29386000 | PA      | $33325569.02   | 0.22%             | 2028-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12330000 | PA      | $12971568.95   | 0.08%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    39040000 | PA      | $23343781.71   | 0.15%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2031 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22400000 | PA      | $30056878.10   | 0.20%             | 2031-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/27/2030 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    12600000 | PA      | $16189274.08   | 0.11%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.68% 01/21/2026                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    33050000 | PA      | $4243398.92    | 0.03%             | 2026-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    86862000 | PA      | $92169662.20   | 0.60%             | 2030-02-20      | Fixed         | 0.00%                 | 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        |    63200000 | PA      | $70167220.03   | 0.46%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4% 10/31/2054 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4200000 | PA      | $4834758.95    | 0.03%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.875% 03/12/2029 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    29100000 | PA      | $35642925.54   | 0.23%             | 2029-03-12      | Fixed         | 0.04%                 | 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        |    29740000 | PA      | $32613020.85   | 0.21%             | 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: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   393482000 | PA      | $38100885.48   | 0.25%             | 2027-02-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 03/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 11772500000 | PA      | $61883787.67   | 0.40%             | 2044-03-20      | Fixed         | 0.02%                 | 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        |   310564000 | PA      | $57483792.92   | 0.37%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    45131000 | PA      | $21725427.78   | 0.14%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.25% 06/15/2033 144A REGS               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     7000000 | PA      | $8800074.61    | 0.06%             | 2033-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 05/06/2030 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3462000 | PA      | $3719827.64    | 0.02%             | 2030-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12700000 | PA      | $17278291.21   | 0.11%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    39600000 | PA      | $21310580.44   | 0.14%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $422432.43     | 0.00%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    15800000 | PA      | $9809942.26    | 0.06%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.5% 11/15/2027                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   335487000 | PA      | $51514448.10   | 0.34%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    50203000 | PA      | $51578316.16   | 0.34%             | 2031-02-20      | Fixed         | 0.00%                 | 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        |      600000 | PA      | $506968.59     | 0.00%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0.625% 02/01/2027 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5651000 | PA      | $6541545.65    | 0.04%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer