# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-003386
**Filing Date:** 2026-5
**Character Count:** 1169134
**Document Hash:** c1a661d0660de105e2cd53328595a08b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003386.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003386

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 261017513

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® International Bond Index Fund**

**March 31, 2026**

IBI-NPRT1-0526

1.9896129.106 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 71.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 71.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 71.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 71.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 3.3%  |  |  |  |
| Australian Commonwealth 1% 12/21/2030 (b) | AUD | 5842000 | 3416170 |
| Australian Commonwealth 1.25% 5/21/2032  | AUD | 20000 | 11272 |
| Australian Commonwealth 1.5% 6/21/2031  | AUD | 3080000 | 1817020 |
| Australian Commonwealth 1.75% 11/21/2032 (b) | AUD | 490000 | 280704 |
| Australian Commonwealth 1.75% 6/21/2051 (b) | AUD | 809000 | 281178 |
| Australian Commonwealth 2.25% 5/21/2028 (b) | AUD | 3740000 | 2457559 |
| Australian Commonwealth 2.75% 11/21/2027 (b) | AUD | 1990000 | 1332566 |
| Australian Commonwealth 2.75% 11/21/2029 (b) | AUD | 3840000 | 2485861 |
| Australian Commonwealth 2.75% 5/21/2041 (b) | AUD | 244000 | 126503 |
| Australian Commonwealth 2.75% 6/21/2035 (b) | AUD | 2920000 | 1693176 |
| Australian Commonwealth 3% 11/21/2033 (b) | AUD | 3690000 | 2251251 |
| Australian Commonwealth 3% 3/21/2047 (b) | AUD | 1898000 | 930928 |
| Australian Commonwealth 3.25% 4/21/2029 (b) | AUD | 2470000 | 1639247 |
| Australian Commonwealth 3.5% 12/21/2034 (b) | AUD | 2630000 | 1636414 |
| Australian Commonwealth 3.75% 5/21/2034 (b) | AUD | 1910000 | 1220313 |
| Australian Commonwealth 4.25% 10/21/2036 (b) | AUD | 440000 | 285898 |
| Australian Commonwealth 4.25% 12/21/2035 (b) | AUD | 2890000 | 1889333 |
| Australian Commonwealth 4.25% 3/21/2036 (b) | AUD | 1730000 | 1128991 |
| Australian Commonwealth 4.25% 6/21/2034 (b) | AUD | 520000 | 343992 |
| Australian Commonwealth 4.5% 4/21/2033 (b) | AUD | 980000 | 664819 |
| Australian Commonwealth 4.75% 6/21/2054 (b) | AUD | 290000 | 183420 |
| New South Wales Treasury Corp 1.25% 11/20/2030  | AUD | 670000 | 391886 |
| New South Wales Treasury Corp 1.75% 3/20/2034 (b) | AUD | 840000 | 444005 |
| New South Wales Treasury Corp 2% 3/20/2031  | AUD | 1106000 | 663510 |
| New South Wales Treasury Corp 3% 4/20/2029 (b) | AUD | 2690000 | 1760420 |
| New South Wales Treasury Corp 3% 5/20/2027 (b) | AUD | 620000 | 419851 |
| New South Wales Treasury Corp 4.25% 2/20/2036 (b) | AUD | 470000 | 292501 |
| New South Wales Treasury Corp 4.75% 2/20/2037 (b) | AUD | 1910000 | 1221987 |
| Queensland Treasury Corp 1.5% 8/20/2032 (b)(e) | AUD | 2840000 | 1568252 |
| Queensland Treasury Corp 1.75% 7/20/2034 (b)(e) | AUD | 450000 | 234199 |
| Queensland Treasury Corp 1.75% 8/21/2031 (b)(e) | AUD | 2631000 | 1533349 |
| Queensland Treasury Corp 2% 8/22/2033  | AUD | 1000000 | 550408 |
| Queensland Treasury Corp 2.25% 11/20/2041 (b)(e) | AUD | 70000 | 29798 |
| Queensland Treasury Corp 3.25% 7/21/2028 (b)(e) | AUD | 154000 | 102703 |
| Queensland Treasury Corp 3.5% 8/21/2030 (b)(e) | AUD | 58000 | 37747 |
| South Australian Government Financing Authority 1.75% 5/24/2032 (b) | AUD | 490000 | 277827 |
| South Australian Government Financing Authority 2% 5/23/2036 (b) | AUD | 150000 | 74637 |
| South Australian Government Financing Authority 4.5% 5/24/2033 (b) | AUD | 720000 | 474062 |
| Treasury Corp of Victoria 1.25% 11/19/2027  | AUD | 952000 | 620969 |
| Treasury Corp of Victoria 1.5% 11/20/2030  | AUD | 1347000 | 795534 |
| Treasury Corp of Victoria 1.5% 9/10/2031  | AUD | 1000000 | 572314 |
| Treasury Corp of Victoria 2% 11/20/2037  | AUD | 260000 | 121628 |
| Treasury Corp of Victoria 2% 9/17/2035  | AUD | 1550000 | 786421 |
| Treasury Corp of Victoria 2.25% 11/20/2034  | AUD | 350000 | 187371 |
| Treasury Corp of Victoria 2.25% 11/20/2042  | AUD | 330000 | 136305 |
| Treasury Corp of Victoria 2.25% 9/15/2033 (b) | AUD | 310000 | 172534 |
| Treasury Corp of Victoria 2.5% 10/22/2029  | AUD | 424000 | 269741 |
| Treasury Corp of Victoria 3.625% 9/29/2040 (b) | EUR | 120000 | 136093 |
| Treasury Corp of Victoria 4.75% 9/15/2036  | AUD | 50000 | 32015 |
| Treasury Corp of Victoria 5% 11/20/2040  | AUD | 300000 | 185728 |
| Treasury Corp of Victoria 5.25% 9/15/2038  | AUD | 410000 | 267760 |
| Western Australian Treasury Corp 4.25% 7/20/2033  | AUD | 150000 | 97628 |
| Western Australian Treasury Corp 4.75% 10/24/2035 (b) | AUD | 530000 | 347350 |
| TOTAL AUSTRALIA |  |  | 40883148 |
| AUSTRIA - 1.3%  |  |  |  |
| Austrian Republic 0% 10/20/2028 (b)(e) | EUR | 600000 | 647655 |
| Austrian Republic 0% 10/20/2040 (b)(e) | EUR | 788000 | 544050 |
| Austrian Republic 0% 2/20/2030 (b)(e) | EUR | 1972000 | 2048950 |
| Austrian Republic 0% 2/20/2031 (b)(e) | EUR | 1370000 | 1377832 |
| Austrian Republic 0.5% 2/20/2029 (b)(e) | EUR | 1557000 | 1689401 |
| Austrian Republic 0.7% 4/20/2071 (b)(e) | EUR | 80000 | 33055 |
| Austrian Republic 0.75% 2/20/2028 (b)(e) | EUR | 1335000 | 1489374 |
| Austrian Republic 0.75% 3/20/2051 (b)(e) | EUR | 930000 | 555006 |
| Austrian Republic 0.85% 6/30/2120 (b)(e) | EUR | 1510000 | 544373 |
| Austrian Republic 0.9% 2/20/2032 (b)(e) | EUR | 394000 | 404308 |
| Austrian Republic 1.5% 11/2/2086 (b)(e) | EUR | 320000 | 178184 |
| Austrian Republic 1.5% 2/20/2047 (b)(e) | EUR | 293000 | 230666 |
| Austrian Republic 2.4% 5/23/2034 (b)(e) | EUR | 40000 | 43796 |
| Austrian Republic 2.8% 9/20/2032 (b)(e) | EUR | 1010000 | 1152704 |
| Austrian Republic 2.9% 2/20/2033 (b)(e) | EUR | 140000 | 160317 |
| Austrian Republic 2.9% 2/20/2034 (b)(e) | EUR | 620000 | 705674 |
| Austrian Republic 2.95% 2/20/2035 (b)(e) | EUR | 1620000 | 1832425 |
| Austrian Republic 3.15% 10/20/2053 (b)(e) | EUR | 130000 | 134092 |
| Austrian Republic 3.15% 6/20/2044 (b)(e) | EUR | 720000 | 775330 |
| Austrian Republic 3.2% 2/20/2036 (b)(e) | EUR | 650000 | 744385 |
| Austrian Republic 3.2% 7/15/2039 (b) | EUR | 190000 | 212204 |
| Austrian Republic 4.15% 3/15/2037 (b)(e) | EUR | 20000 | 24759 |
| TOTAL AUSTRIA |  |  | 15528540 |
| BELGIUM - 1.9%  |  |  |  |
| Kingdom of Belgium 0% 10/22/2027 (b)(e) | EUR | 2060000 | 2285654 |
| Kingdom of Belgium 0.1% 6/22/2030 (b)(e) | EUR | 1015000 | 1044344 |
| Kingdom of Belgium 0.35% 6/22/2032 (b)(e) | EUR | 2699000 | 2634138 |
| Kingdom of Belgium 0.4% 6/22/2040 (b)(e) | EUR | 1212000 | 869236 |
| Kingdom of Belgium 0.65% 6/22/2071 (b)(e) | EUR | 1750000 | 645469 |
| Kingdom of Belgium 0.8% 6/22/2027 (b)(e) | EUR | 39000 | 44118 |
| Kingdom of Belgium 0.8% 6/22/2028 (b)(e) | EUR | 1220000 | 1352744 |
| Kingdom of Belgium 0.9% 6/22/2029 (b)(e) | EUR | 1373000 | 1495484 |
| Kingdom of Belgium 1.25% 4/22/2033 (b)(e) | EUR | 1461000 | 1488915 |
| Kingdom of Belgium 1.4% 6/22/2053 (b)(e) | EUR | 932000 | 583454 |
| Kingdom of Belgium 1.6% 6/22/2047 (b)(e) | EUR | 38000 | 28311 |
| Kingdom of Belgium 1.7% 6/22/2050 (b)(e) | EUR | 23000 | 16529 |
| Kingdom of Belgium 2.15% 6/22/2066 (b)(e) | EUR | 90000 | 63243 |
| Kingdom of Belgium 2.25% 6/22/2057 (b)(e) | EUR | 124000 | 93210 |
| Kingdom of Belgium 2.6% 10/22/2030 (b)(e) | EUR | 640000 | 728169 |
| Kingdom of Belgium 2.85% 10/22/2034 (b)(e) | EUR | 1020000 | 1133821 |
| Kingdom of Belgium 3.1% 6/22/2035 (b)(e) | EUR | 2530000 | 2837129 |
| Kingdom of Belgium 3.3% 6/22/2054 (b)(e) | EUR | 360000 | 350208 |
| Kingdom of Belgium 3.4% 6/22/2036 (b)(e) | EUR | 460000 | 522899 |
| Kingdom of Belgium 3.75% 6/22/2045 (b) | EUR | 1870000 | 2063099 |
| Kingdom of Belgium 4% 3/28/2032 (b) | EUR | 30000 | 36386 |
| Kingdom of Belgium 4.25% 3/28/2041 (b)(e) | EUR | 545000 | 654554 |
| Kingdom of Belgium 4.35% 6/22/2056 (b)(e) | EUR | 360000 | 413455 |
| Kingdom of Belgium 5.5% 3/28/2028 (b) | EUR | 40000 | 48706 |
| Ministeries Van de Vlaamse Gemeenschap 1.875% 6/2/2042  | EUR | 400000 | 342062 |
| Ministeries Van de Vlaamse Gemeenschap 3.125% 6/22/2034 (b) | EUR | 300000 | 337163 |
| Ministeries Van de Vlaamse Gemeenschap 3.25% 4/5/2033 (b) | EUR | 300000 | 344141 |
| Region Wallonne Belgium 1.05% 6/22/2040 (b) | EUR | 100000 | 76534 |
| Region Wallonne Belgium 1.25% 5/3/2034 (b) | EUR | 400000 | 384486 |
| Region Wallonne Belgium 3.125% 6/22/2032 (b) | EUR | 500000 | 566265 |
| TOTAL BELGIUM |  |  | 23483926 |
| BULGARIA - 0.1%  |  |  |  |
| Bulgarian Republic 4.5% 1/27/2033 (b) | EUR | 370000 | 449458 |
| Bulgarian Republic 4.625% 9/23/2034 (b) | EUR | 190000 | 231910 |
| TOTAL BULGARIA |  |  | 681368 |
| CANADA - 5.5%  |  |  |  |
| Canada Housing Trust No 1 1.6% 12/15/2031 (e) | CAD | 320000 | 209703 |
| Canada Housing Trust No 1 1.75% 6/15/2030 (e) | CAD | 730000 | 496097 |
| Canada Housing Trust No 1 2.1% 9/15/2029 (e) | CAD | 70000 | 48738 |
| Canada Housing Trust No 1 3.6% 12/15/2027 (e) | CAD | 1910000 | 1390164 |
| Canada Housing Trust No 1 3.6% 9/15/2035  | CAD | 1560000 | 1114316 |
| Canada Housing Trust No 1 4.25% 3/15/2034 (e) | CAD | 780000 | 587604 |
| Canadian Government 0.5% 12/1/2030  | CAD | 491000 | 313843 |
| Canadian Government 1.25% 6/1/2030  | CAD | 16000 | 10702 |
| Canadian Government 1.75% 12/1/2053  | CAD | 70000 | 32139 |
| Canadian Government 2% 6/1/2032  | CAD | 5230000 | 3506994 |
| Canadian Government 2.5% 8/1/2027  | CAD | 4900000 | 3510880 |
| Canadian Government 2.75% 12/1/2055  | CAD | 1610000 | 926150 |
| Canadian Government 2.75% 12/1/2064  | CAD | 3020000 | 1679135 |
| Canadian Government 2.75% 3/1/2030  | CAD | 300000 | 213413 |
| Canadian Government 2.75% 3/1/2031  | CAD | 2880000 | 2038228 |
| Canadian Government 2.75% 6/1/2033  | CAD | 430000 | 298603 |
| Canadian Government 2.75% 9/1/2030  | CAD | 8810000 | 6251791 |
| Canadian Government 3% 6/1/2034  | CAD | 3210000 | 2249196 |
| Canadian Government 3.25% 12/1/2033  | CAD | 1640000 | 1173207 |
| Canadian Government 3.25% 12/1/2034  | CAD | 2240000 | 1593042 |
| Canadian Government 3.25% 12/1/2035  | CAD | 4740000 | 3347423 |
| Canadian Government 3.25% 6/1/2035  | CAD | 6470000 | 4585138 |
| Canadian Government 3.5% 12/1/2045  | CAD | 1760000 | 1216902 |
| Canadian Government 3.5% 12/1/2057  | CAD | 1030000 | 688361 |
| Canadian Government 3.5% 9/1/2029  | CAD | 1600000 | 1168794 |
| City of Montreal 2.3% 9/1/2029  | CAD | 140000 | 97771 |
| City of Montreal 2.4% 12/1/2041  | CAD | 260000 | 139626 |
| City of Montreal 4.4% 12/1/2043  | CAD | 50000 | 34155 |
| City of Ottawa Ontario 4.6% 7/14/2042  | CAD | 70000 | 49842 |
| City of Toronto Canada Principal Strip 2.15% 8/25/2040  | CAD | 70000 | 37777 |
| City of Toronto Canada Principal Strip 2.8% 11/22/2049  | CAD | 180000 | 91797 |
| Export Development Canada 0.5% 2/25/2027 (b) | EUR | 330000 | 374268 |
| Province of Alberta 2.05% 6/1/2030  | CAD | 1100000 | 755105 |
| Province of Alberta 3.05% 12/1/2048  | CAD | 724000 | 401221 |
| Province of Alberta 3.1% 6/1/2050  | CAD | 231000 | 127626 |
| Province of Alberta 4.45% 12/1/2054  | CAD | 280000 | 192973 |
| Province of British Columbia 2.2% 6/18/2030  | CAD | 2280000 | 1573428 |
| Province of British Columbia 2.75% 6/18/2052  | CAD | 140000 | 70256 |
| Province of British Columbia 2.95% 6/18/2050  | CAD | 924000 | 491478 |
| Province of British Columbia 3.5% 5/29/2040 (b) | EUR | 340000 | 380076 |
| Province of British Columbia 3.55% 6/18/2033  | CAD | 970000 | 693009 |
| Province of British Columbia 4.45% 12/18/2055  | CAD | 650000 | 443351 |
| Province of British Columbia 4.6% 6/18/2057  | CAD | 70000 | 48957 |
| Province of British Columbia 4.95% 7/16/2032 (b) | AUD | 360000 | 242359 |
| Province of Manitoba 3% 6/2/2028  | CAD | 320000 | 230213 |
| Province of Manitoba 3.2% 3/5/2050  | CAD | 256000 | 142346 |
| Province of Manitoba 3.4% 9/5/2048  | CAD | 470000 | 273662 |
| Province of Manitoba 3.7% 6/2/2035  | CAD | 690000 | 487241 |
| Province of Manitoba 4.05% 9/5/2045  | CAD | 80000 | 52633 |
| Province of New Brunswick 2.55% 8/14/2031  | CAD | 690000 | 476058 |
| Province of New Brunswick 3.05% 8/14/2050  | CAD | 227000 | 122455 |
| Province of New Brunswick 3.55% 6/3/2043  | CAD | 100000 | 62539 |
| Province of New Brunswick 3.95% 6/3/2035  | CAD | 210000 | 151124 |
| Province of New Brunswick 4.8% 9/26/2039  | CAD | 90000 | 67392 |
| Province of Newfoundland 1.75% 6/2/2030  | CAD | 290000 | 196012 |
| Province of Newfoundland 2.65% 10/17/2050  | CAD | 217000 | 106221 |
| Province of Newfoundland 3.3% 10/17/2046  | CAD | 50000 | 28585 |
| Province of Newfoundland 3.7% 10/17/2048  | CAD | 70000 | 42058 |
| Province of Newfoundland 4.6% 10/17/2055  | CAD | 130000 | 89448 |
| Province of Nova Scotia 3.15% 12/1/2051  | CAD | 160000 | 87189 |
| Province of Nova Scotia 3.45% 6/1/2045  | CAD | 150000 | 90357 |
| Province of Nova Scotia 3.85% 6/1/2035  | CAD | 490000 | 350372 |
| Province of Nova Scotia 4.05% 6/1/2033  | CAD | 370000 | 272679 |
| Province of Ontario 0.375% 4/8/2027 (b) | EUR | 283000 | 319673 |
| Province of Ontario 1.05% 9/8/2027  | CAD | 2770000 | 1943521 |
| Province of Ontario 1.9% 12/2/2051  | CAD | 210000 | 88736 |
| Province of Ontario 2.05% 6/2/2030  | CAD | 59000 | 40495 |
| Province of Ontario 2.15% 6/2/2031  | CAD | 170000 | 115402 |
| Province of Ontario 2.65% 12/2/2050  | CAD | 49000 | 24794 |
| Province of Ontario 2.7% 6/2/2029  | CAD | 1703000 | 1209974 |
| Province of Ontario 2.8% 6/2/2048  | CAD | 1868000 | 995027 |
| Province of Ontario 2.9% 12/2/2046  | CAD | 480000 | 264809 |
| Province of Ontario 2.9% 6/2/2049  | CAD | 1735000 | 932264 |
| Province of Ontario 2.95% 9/8/2030  | CAD | 1620000 | 1150618 |
| Province of Ontario 3.1% 1/31/2034 (b) | EUR | 280000 | 318857 |
| Province of Ontario 3.65% 6/2/2033  | CAD | 1500000 | 1080958 |
| Province of Ontario 3.75% 12/2/2053  | CAD | 210000 | 129095 |
| Province of Ontario 4.1% 3/4/2033  | CAD | 840000 | 623379 |
| Province of Ontario 4.45% 12/2/2056  | CAD | 240000 | 166155 |
| Province of Ontario 4.6% 12/2/2055  | CAD | 2250000 | 1596075 |
| Province of Ontario 4.6% 6/2/2039  | CAD | 230000 | 170486 |
| Province of Ontario 4.7% 6/2/2037  | CAD | 190000 | 143526 |
| Province of Quebec 0% 10/29/2030 (b) | EUR | 1050000 | 1058383 |
| Province of Quebec 0.5% 1/25/2032 (b) | EUR | 330000 | 328087 |
| Province of Quebec 1.5% 9/1/2031  | CAD | 1966000 | 1283395 |
| Province of Quebec 1.9% 9/1/2030  | CAD | 131000 | 88992 |
| Province of Quebec 2.3% 9/1/2029  | CAD | 1179000 | 825320 |
| Province of Quebec 2.85% 12/1/2053  | CAD | 2270000 | 1147418 |
| Province of Quebec 3.1% 12/1/2051  | CAD | 230000 | 124660 |
| Province of Quebec 3.5% 12/1/2045  | CAD | 880000 | 534231 |
| Province of Quebec 3.5% 12/1/2048  | CAD | 270000 | 159648 |
| Province of Quebec 3.6% 9/1/2033  | CAD | 300000 | 214559 |
| Province of Quebec 3.65% 5/20/2032  | CAD | 410000 | 297319 |
| Province of Quebec 4.4% 12/1/2055  | CAD | 260000 | 176023 |
| Province of Quebec 5% 12/1/2038  | CAD | 90000 | 68937 |
| Province of Quebec 5% 12/1/2041  | CAD | 420000 | 317562 |
| Province of Saskatchewan 3.1% 6/2/2050  | CAD | 293000 | 161554 |
| Province of Saskatchewan 3.25% 9/24/2035 (b) | EUR | 150000 | 170379 |
| Province of Saskatchewan 3.3% 6/2/2048  | CAD | 150000 | 87002 |
| Province of Saskatchewan 3.8% 6/2/2035  | CAD | 570000 | 407502 |
| Province of Saskatchewan 3.9% 6/2/2033  | CAD | 70000 | 51206 |
| Province of Saskatchewan 4.75% 6/1/2040  | CAD | 120000 | 89766 |
| TOTAL CANADA |  |  | 67130009 |
| CHILE - 0.0%  |  |  |  |
| Chilean Republic 1.25% 1/29/2040  | EUR | 114000 | 91578 |
| Chilean Republic 1.875% 5/27/2030  | EUR | 100000 | 108436 |
| TOTAL CHILE |  |  | 200014 |
| CHINA - 0.1%  |  |  |  |
| Peoples Republic of China 0.5% 11/12/2031 (b) | EUR | 820000 | 826583 |
| Peoples Republic of China 0.625% 11/25/2035 (b) | EUR | 150000 | 139713 |
| TOTAL CHINA |  |  | 966296 |
| CYPRUS - 0.1%  |  |  |  |
| Republic of Cyprus 0.625% 1/21/2030 (b) | EUR | 50000 | 53122 |
| Republic of Cyprus 1.25% 1/21/2040 (b) | EUR | 130000 | 107096 |
| Republic of Cyprus 2.25% 4/16/2050 (b) | EUR | 59000 | 48917 |
| Republic of Cyprus 2.375% 9/25/2028 (b) | EUR | 584000 | 667058 |
| TOTAL CYPRUS |  |  | 876193 |
| DENMARK - 0.5%  |  |  |  |
| Danish Kingdom 0% 11/15/2031  | DKK | 1700000 | 228144 |
| Danish Kingdom 0% 11/15/2031  | DKK | 610000 | 81921 |
| Danish Kingdom 0.25% 11/15/2052  | DKK | 3891000 | 289897 |
| Danish Kingdom 0.5% 11/15/2027  | DKK | 11030000 | 1658848 |
| Danish Kingdom 0.5% 11/15/2029  | DKK | 16594000 | 2398348 |
| Danish Kingdom 2.25% 11/15/2033  | DKK | 3120000 | 467360 |
| Danish Kingdom 2.25% 11/15/2035  | DKK | 4640000 | 680468 |
| Danish Kingdom 4.5% 11/15/2039  | DKK | 3960000 | 711415 |
| TOTAL DENMARK |  |  | 6516401 |
| ESTONIA - 0.0%  |  |  |  |
| Republic of Estonia 0.125% 6/10/2030 (b) | EUR | 380000 | 387302 |
| FINLAND - 0.6%  |  |  |  |
| Finnish Government 0% 9/15/2030 (b)(e) | EUR | 740000 | 754745 |
| Finnish Government 0.125% 4/15/2036 (b)(e) | EUR | 452000 | 381079 |
| Finnish Government 0.125% 4/15/2052 (b)(e) | EUR | 294000 | 134448 |
| Finnish Government 0.25% 9/15/2040 (b)(e) | EUR | 433000 | 312038 |
| Finnish Government 0.5% 4/15/2043 (b)(e) | EUR | 1243000 | 856565 |
| Finnish Government 0.5% 9/15/2028 (b)(e) | EUR | 1080000 | 1184414 |
| Finnish Government 1.125% 4/15/2034 (b)(e) | EUR | 166000 | 164459 |
| Finnish Government 1.5% 9/15/2032 (b)(e) | EUR | 1180000 | 1242470 |
| Finnish Government 2.625% 4/15/2032 (b)(e) | EUR | 370000 | 419580 |
| Finnish Government 2.625% 7/4/2042 (b)(e) | EUR | 20000 | 20247 |
| Finnish Government 2.875% 4/15/2029 (b)(e) | EUR | 440000 | 510688 |
| Finnish Government 2.95% 4/15/2055 (b)(e) | EUR | 200000 | 194562 |
| Finnish Government 3% 9/15/2033 (b)(e) | EUR | 200000 | 229886 |
| Finnish Government 3% 9/15/2035 (b)(e) | EUR | 520000 | 588129 |
| TOTAL FINLAND |  |  | 6993310 |
| FRANCE - 8.8%  |  |  |  |
| Action Logement Services 0.375% 10/5/2031 (b) | EUR | 600000 | 590507 |
| Action Logement Services 3.125% 9/28/2037 (b) | EUR | 100000 | 106498 |
| Agence France Locale 3% 8/20/2032 (b) | EUR | 200000 | 224496 |
| Agence France Locale 3.125% 3/20/2034 (b) | EUR | 100000 | 111054 |
| Caisse d'Amortissement de la Dette Sociale 0% 11/25/2030 (b) | EUR | 900000 | 900877 |
| Caisse d'Amortissement de la Dette Sociale 0% 2/25/2028 (b) | EUR | 600000 | 657509 |
| Caisse d'Amortissement de la Dette Sociale 0% 5/25/2031 (b) | EUR | 300000 | 294947 |
| Caisse d'Amortissement de la Dette Sociale 0.6% 11/25/2029 (b) | EUR | 1400000 | 1484622 |
| Caisse d'Amortissement de la Dette Sociale 1.75% 11/25/2027 (b) | EUR | 500000 | 568018 |
| Caisse d'Amortissement de la Dette Sociale 3% 11/25/2031 (b) | EUR | 200000 | 228072 |
| French Government 0% 11/25/2029 (b)(e) | EUR | 1147000 | 1193705 |
| French Government 0% 11/25/2030 (b)(e) | EUR | 1209000 | 1216339 |
| French Government 0% 11/25/2031 (b)(e) | EUR | 1617000 | 1568796 |
| French Government 0% 5/25/2032 (b)(e) | EUR | 2183000 | 2072558 |
| French Government 0.5% 5/25/2029 (b)(e) | EUR | 1326000 | 1424934 |
| French Government 0.5% 5/25/2040 (b)(e) | EUR | 3197000 | 2304530 |
| French Government 0.5% 5/25/2072 (b)(e) | EUR | 3920000 | 1237386 |
| French Government 0.5% 6/25/2044 (b)(e) | EUR | 690000 | 428461 |
| French Government 0.75% 2/25/2028 (b)(e) | EUR | 7210000 | 8029035 |
| French Government 0.75% 5/25/2028 (b)(e) | EUR | 473000 | 524058 |
| French Government 0.75% 5/25/2052 (b)(e) | EUR | 2316000 | 1192147 |
| French Government 0.75% 5/25/2053 (b)(e) | EUR | 2348000 | 1170385 |
| French Government 1.25% 5/25/2034 (b)(e) | EUR | 137000 | 133507 |
| French Government 1.25% 5/25/2036 (b)(e) | EUR | 1858000 | 1705481 |
| French Government 1.25% 5/25/2038 (b)(e) | EUR | 390000 | 336689 |
| French Government 1.5% 5/25/2031 (b)(e) | EUR | 1913000 | 2046762 |
| French Government 1.5% 5/25/2050 (b)(e) | EUR | 494000 | 333602 |
| French Government 1.75% 5/25/2066 (b)(e) | EUR | 2063000 | 1234735 |
| French Government 1.75% 6/25/2039 (b)(e) | EUR | 655000 | 589587 |
| French Government 2% 11/25/2032 (b)(e) | EUR | 8700000 | 9290711 |
| French Government 2% 5/25/2048 (b)(e) | EUR | 124000 | 97069 |
| French Government 2.5% 5/25/2030 (b)(e) | EUR | 840000 | 953612 |
| French Government 2.5% 5/25/2043 (b)(e) | EUR | 9170000 | 8470739 |
| French Government 2.5% 9/24/2027 (b)(e) | EUR | 5340000 | 6151848 |
| French Government 2.7% 2/25/2031 (b)(e) | EUR | 5580000 | 6345017 |
| French Government 2.75% 2/25/2029 (b)(e) | EUR | 12510000 | 14421990 |
| French Government 2.75% 2/25/2030 (b)(e) | EUR | 3520000 | 4039165 |
| French Government 3% 11/25/2034 (b)(e) | EUR | 3680000 | 4086606 |
| French Government 3% 5/25/2033 (b)(e) | EUR | 870000 | 983179 |
| French Government 3% 5/25/2054 (b)(e) | EUR | 610000 | 547679 |
| French Government 3.2% 5/25/2035 (b)(e) | EUR | 1430000 | 1603308 |
| French Government 3.25% 5/25/2055 (b)(e) | EUR | 1090000 | 1021767 |
| French Government 3.5% 11/25/2033 (b)(e) | EUR | 2300000 | 2671961 |
| French Government 3.5% 11/25/2035 (b)(e) | EUR | 8030000 | 9171540 |
| French Government 3.75% 5/25/2056 (b)(e) | EUR | 150000 | 152968 |
| French Government 4% 4/25/2060 (b)(e) | EUR | 490000 | 524273 |
| French Government 4.1% 5/25/2046 (b)(e) | EUR | 1290000 | 1460019 |
| French Government 4.75% 4/25/2035 (b)(e) | EUR | 100000 | 126031 |
| Societe Des Grands Projets EPIC 0% 11/25/2030 (b) | EUR | 1500000 | 1500261 |
| Societe Des Grands Projets EPIC 1.7% 5/25/2050 (b) | EUR | 500000 | 348666 |
| Ville de Paris 1.375% 11/20/2034 (b) | EUR | 100000 | 95385 |
| Ville de Paris 3.75% 5/25/2040 (b) | EUR | 100000 | 109781 |
| TOTAL FRANCE |  |  | 108082872 |
| GERMANY - 9.2%  |  |  |  |
| Free State of Saxony 0.01% 12/17/2035 (b) | EUR | 490000 | 414507 |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH 0.01% 2/4/2031 (b) | EUR | 50000 | 49921 |
| German Federal Republic 0.25% 2/15/2029 (b) | EUR | 6000 | 6493 |
| German Federal Republic 0.5% 2/15/2028 (b) | EUR | 7000 | 7791 |
| German Federal Republic 1.7% 8/15/2032 (b) | EUR | 6950000 | 7561640 |
| German Federal Republic 1.8% 8/15/2053 (b) | EUR | 390000 | 322192 |
| German Federal Republic 2% 12/16/2027 (b) | EUR | 5040000 | 5769402 |
| German Federal Republic 2.1% 4/12/2029 (b) | EUR | 3960000 | 4512432 |
| German Federal Republic 2.1% 4/12/2029 (b) | EUR | 680000 | 774934 |
| German Federal Republic 2.2% 10/10/2030 (b) | EUR | 17300000 | 19598145 |
| German Federal Republic 2.2% 3/11/2027 (b) | EUR | 10000 | 11523 |
| German Federal Republic 2.3% 2/15/2033 (b) | EUR | 6380000 | 7153416 |
| German Federal Republic 2.5% 10/11/2029 (b) | EUR | 800000 | 921813 |
| German Federal Republic 2.5% 11/15/2032 (b) | EUR | 340000 | 385672 |
| German Federal Republic 2.5% 4/16/2031 (b) | EUR | 7320000 | 8397555 |
| German Federal Republic 2.5% 7/4/2044 (b) | EUR | 2370000 | 2413758 |
| German Federal Republic 2.5% 8/15/2046 (b) | EUR | 9180000 | 9250073 |
| German Federal Republic 2.5% 8/15/2054 (b) | EUR | 2680000 | 2579888 |
| German Federal Republic 2.6% 8/15/2035 (b) | EUR | 11900000 | 13332070 |
| German Federal Republic 2.9% 2/15/2036 (b) | EUR | 9930000 | 11428397 |
| German Federal Republic 2.9% 8/15/2056 (b) | EUR | 3500000 | 3641370 |
| German Federal Republic 3.25% 7/4/2042 (b)(f) | EUR | 520000 | 594602 |
| German Federal Republic 3.4% 5/15/2047 (b) | EUR | 2200000 | 2543217 |
| German Federal Republic 4% 1/4/2037 (b) | EUR | 40000 | 50216 |
| German Federal Republic 4.75% 7/4/2040 (b) | EUR | 20000 | 27036 |
| Land Berlin 0.125% 11/24/2045 (b) | EUR | 270000 | 160012 |
| Land Berlin 2.75% 2/14/2033  | EUR | 340000 | 384465 |
| State of Brandenburg 0.05% 7/1/2031 (b) | EUR | 110000 | 109108 |
| State of Bremen 0.15% 10/24/2031  | EUR | 50000 | 49383 |
| State of Bremen 0.4% 8/20/2049 (b) | EUR | 29000 | 16173 |
| State of Hesse 0.01% 6/18/2031 (b) | EUR | 540000 | 535185 |
| State of Hesse 0.125% 10/10/2031  | EUR | 210000 | 207621 |
| State of Hesse 2.75% 1/10/2034 (b) | EUR | 520000 | 584301 |
| State of Lower Saxony 0.01% 1/10/2031 (b) | EUR | 130000 | 130805 |
| State of Lower Saxony 0.01% 11/25/2027 (b) | EUR | 430000 | 474945 |
| State of Lower Saxony 0.05% 3/9/2035 (b) | EUR | 510000 | 445872 |
| State of Lower Saxony 0.125% 1/9/2032 (b) | EUR | 200000 | 196186 |
| State of Lower Saxony 0.75% 3/21/2031  | EUR | 170000 | 176705 |
| State of Lower Saxony 1.125% 9/12/2033 (b) | EUR | 70000 | 70236 |
| State of North Rhine-Westphalia Germany 0% 10/12/2035 (b) | EUR | 80000 | 68019 |
| State of North Rhine-Westphalia Germany 0.2% 1/27/2051 (b) | EUR | 50000 | 25203 |
| State of North Rhine-Westphalia Germany 0.2% 3/31/2027 (b) | EUR | 1513000 | 1707613 |
| State of North Rhine-Westphalia Germany 0.2% 4/9/2030 (b) | EUR | 725000 | 752918 |
| State of North Rhine-Westphalia Germany 0.5% 11/25/2039 (b) | EUR | 72000 | 56588 |
| State of North Rhine-Westphalia Germany 0.625% 7/21/2031 (b) | EUR | 24000 | 24571 |
| State of North Rhine-Westphalia Germany 0.8% 7/30/2049 (b) | EUR | 434000 | 277909 |
| State of North Rhine-Westphalia Germany 1.25% 5/12/2036 (b) | EUR | 226000 | 214723 |
| State of North Rhine-Westphalia Germany 1.375% 1/15/2120 (b) | EUR | 70000 | 34495 |
| State of North Rhine-Westphalia Germany 1.5% 6/12/2040 (b) | EUR | 160000 | 142770 |
| State of North Rhine-Westphalia Germany 1.55% 6/16/2048 (b) | EUR | 178000 | 140835 |
| State of North Rhine-Westphalia Germany 1.65% 2/22/2038 (b) | EUR | 607000 | 580175 |
| State of North Rhine-Westphalia Germany 1.95% 9/26/2078 (b) | EUR | 270000 | 193449 |
| State of North Rhine-Westphalia Germany 2% 6/15/2032 (b) | EUR | 590000 | 642440 |
| State of North Rhine-Westphalia Germany 2.15% 3/21/2119 (b) | EUR | 70000 | 50961 |
| State of North Rhine-Westphalia Germany 3% 3/20/2054 (b) | EUR | 510000 | 518017 |
| State of Rhineland-Palatinate 0.01% 1/21/2031 (b) | EUR | 340000 | 341403 |
| State of Rhineland-Palatinate 0.75% 2/23/2032  | EUR | 130000 | 131699 |
| State of Saxony-Anhalt 3.15% 2/6/2054  | EUR | 50000 | 51852 |
| State of Schleswig-Holstein Germany 0.05% 7/8/2031 (b) | EUR | 410000 | 406307 |
| State of Schleswig-Holstein Germany 2.875% 4/10/2035 (b) | EUR | 230000 | 258343 |
| TOTAL GERMANY |  |  | 111909350 |
| GREECE - 0.3%  |  |  |  |
| Greek Government 1.875% 1/24/2052 (b)(e) | EUR | 320000 | 226913 |
| Greek Government 3.375% 6/15/2034 (b)(e) | EUR | 200000 | 226992 |
| Greek Government 3.375% 6/16/2036 (b)(e) | EUR | 240000 | 266262 |
| Greek Government 3.9% 1/30/2033 (b) | EUR | 1280000 | 1518494 |
| Greek Government 4.2% 1/30/2042 (b) | EUR | 960000 | 1106008 |
| TOTAL GREECE |  |  | 3344669 |
| HONG KONG - 0.0%  |  |  |  |
| Hong Kong Government 1.59% 3/4/2036  | HKD | 1050000 | 118043 |
| HUNGARY - 0.0%  |  |  |  |
| Hungary Government 1.625% 4/28/2032 (b) | EUR | 246000 | 245530 |
| Hungary Government 1.75% 10/10/2027 (b) | EUR | 150000 | 169721 |
| Hungary Government 1.75% 6/5/2035 (b) | EUR | 130000 | 118351 |
| TOTAL HUNGARY |  |  | 533602 |
| INDONESIA - 0.0%  |  |  |  |
| Indonesia Government 1.45% 9/18/2026  | EUR | 430000 | 493437 |
| IRELAND - 0.4%  |  |  |  |
| Republic of Ireland 0% 10/18/2031 (b) | EUR | 430000 | 425361 |
| Republic of Ireland 0.2% 10/18/2030 (b) | EUR | 86000 | 88579 |
| Republic of Ireland 0.35% 10/18/2032 (b) | EUR | 290000 | 284349 |
| Republic of Ireland 0.4% 5/15/2035 (b) | EUR | 355000 | 321478 |
| Republic of Ireland 0.55% 4/22/2041 (b) | EUR | 130000 | 98965 |
| Republic of Ireland 1.1% 5/15/2029 (b) | EUR | 1129000 | 1242279 |
| Republic of Ireland 1.3% 5/15/2033 (b) | EUR | 570000 | 588479 |
| Republic of Ireland 1.35% 3/18/2031 (b) | EUR | 130000 | 140447 |
| Republic of Ireland 1.5% 5/15/2050 (b) | EUR | 460000 | 352443 |
| Republic of Ireland 1.7% 5/15/2037 (b) | EUR | 380000 | 374729 |
| Republic of Ireland 2% 2/18/2045 (b) | EUR | 750000 | 683619 |
| Republic of Ireland 2.6% 10/18/2034 (b) | EUR | 160000 | 178107 |
| Republic of Ireland 3.1% 6/18/2036 (b) | EUR | 480000 | 547609 |
| Republic of Ireland 3.15% 10/18/2055 (b) | EUR | 120000 | 125351 |
| TOTAL IRELAND |  |  | 5451795 |
| ISRAEL - 0.0%  |  |  |  |
| Israel Government 1.5% 1/16/2029 (b) | EUR | 335000 | 365257 |
| ITALY - 7.5%  |  |  |  |
| Cassa Depositi e Prestiti SpA 1% 2/11/2030 (b) | EUR | 100000 | 105806 |
| Italian Republic 0.45% 2/15/2029 (b) | EUR | 190000 | 204898 |
| Italian Republic 0.5% 7/15/2028 (b) | EUR | 1040000 | 1140738 |
| Italian Republic 0.9% 4/1/2031 (b) | EUR | 82000 | 84806 |
| Italian Republic 0.95% 6/1/2032 (b) | EUR | 1241000 | 1244551 |
| Italian Republic 0.95% 8/1/2030 (b) | EUR | 142000 | 149943 |
| Italian Republic 0.95% 9/15/2027 (b) | EUR | 1948000 | 2195531 |
| Italian Republic 1.35% 4/1/2030 (b) | EUR | 1900000 | 2057760 |
| Italian Republic 1.45% 3/1/2036 (b)(e) | EUR | 1347000 | 1257859 |
| Italian Republic 1.5% 4/30/2045 (b)(e) | EUR | 4960000 | 3629618 |
| Italian Republic 1.65% 3/1/2032 (b)(e) | EUR | 575000 | 605742 |
| Italian Republic 1.8% 3/1/2041 (b)(e) | EUR | 2541000 | 2169752 |
| Italian Republic 2.05% 8/1/2027 (b) | EUR | 213000 | 244054 |
| Italian Republic 2.15% 3/1/2072 (b)(e) | EUR | 2820000 | 1905374 |
| Italian Republic 2.15% 9/1/2052 (b)(e) | EUR | 172000 | 128051 |
| Italian Republic 2.25% 9/1/2036 (b)(e) | EUR | 639000 | 640208 |
| Italian Republic 2.4% 3/15/2029 (b) | EUR | 1430000 | 1625428 |
| Italian Republic 2.45% 9/1/2033 (b)(e) | EUR | 897000 | 966523 |
| Italian Republic 2.5% 12/1/2032 (b) | EUR | 260000 | 284398 |
| Italian Republic 2.65% 12/1/2027 (b) | EUR | 640000 | 738427 |
| Italian Republic 2.65% 6/15/2028 (b) | EUR | 6030000 | 6941305 |
| Italian Republic 2.7% 10/1/2030 (b)(e) | EUR | 1300000 | 1470577 |
| Italian Republic 2.7% 3/1/2047 (b)(e) | EUR | 116000 | 104042 |
| Italian Republic 2.8% 12/1/2028 (b) | EUR | 640000 | 739078 |
| Italian Republic 2.8% 6/15/2029 (b) | EUR | 1740000 | 2001869 |
| Italian Republic 2.85% 2/1/2031 (b) | EUR | 1270000 | 1441154 |
| Italian Republic 2.95% 7/1/2030 (b) | EUR | 4590000 | 5258102 |
| Italian Republic 2.95% 9/1/2038 (b)(e) | EUR | 433000 | 450234 |
| Italian Republic 3% 8/1/2029 (b) | EUR | 1708000 | 1977114 |
| Italian Republic 3.1% 3/1/2040 (b)(e) | EUR | 1208000 | 1244374 |
| Italian Republic 3.15% 11/15/2031 (b)(e) | EUR | 1190000 | 1365393 |
| Italian Republic 3.15% 3/15/2033 (b)(e) | EUR | 700000 | 789415 |
| Italian Republic 3.25% 11/15/2032 (b)(e) | EUR | 980000 | 1115613 |
| Italian Republic 3.25% 7/15/2032 (b)(e) | EUR | 5450000 | 6247980 |
| Italian Republic 3.35% 3/1/2035 (b)(e) | EUR | 1808000 | 2039622 |
| Italian Republic 3.45% 2/1/2036 (b) | EUR | 2010000 | 2243896 |
| Italian Republic 3.45% 3/1/2048 (b)(e) | EUR | 1000 | 1006 |
| Italian Republic 3.45% 7/15/2027 (b) | EUR | 5780000 | 6737631 |
| Italian Republic 3.45% 7/15/2031 (b) | EUR | 1860000 | 2170391 |
| Italian Republic 3.5% 2/15/2031 (b)(e) | EUR | 330000 | 386404 |
| Italian Republic 3.6% 10/1/2035 (b) | EUR | 1730000 | 1961628 |
| Italian Republic 3.65% 8/1/2035 (b)(e) | EUR | 6070000 | 6950593 |
| Italian Republic 3.7% 6/15/2030 (b) | EUR | 1220000 | 1442570 |
| Italian Republic 3.85% 12/15/2029 (b) | EUR | 1770000 | 2103752 |
| Italian Republic 3.85% 2/1/2035 (b) | EUR | 970000 | 1133530 |
| Italian Republic 3.85% 7/1/2034 (b) | EUR | 1280000 | 1501591 |
| Italian Republic 3.85% 9/1/2049 (b)(e) | EUR | 679000 | 722703 |
| Italian Republic 4% 11/15/2030 (b) | EUR | 2510000 | 3004204 |
| Italian Republic 4.1% 2/1/2029 (b) | EUR | 130000 | 154820 |
| Italian Republic 4.1% 4/30/2046 (b)(e) | EUR | 860000 | 956357 |
| Italian Republic 4.15% 10/1/2039 (b)(e) | EUR | 50000 | 58231 |
| Italian Republic 4.2% 3/1/2034 (b) | EUR | 590000 | 710075 |
| Italian Republic 4.3% 10/1/2054 (b)(e) | EUR | 270000 | 302280 |
| Italian Republic 4.4% 5/1/2033 (b) | EUR | 760000 | 928763 |
| Italian Republic 4.45% 9/1/2043 (b)(e) | EUR | 2760000 | 3259429 |
| Italian Republic 4.5% 10/1/2053 (b)(e) | EUR | 390000 | 451710 |
| Italian Republic 4.65% 10/1/2055 (b)(e) | EUR | 490000 | 574954 |
| Italian Republic 5% 8/1/2034 (b)(e) | EUR | 20000 | 25377 |
| Italian Republic 5% 8/1/2039 (b)(e) | EUR | 20000 | 25395 |
| Italian Republic 6.5% 11/1/2027 (b) | EUR | 50000 | 61121 |
| TOTAL ITALY |  |  | 92433750 |
| JAPAN - 12.1%  |  |  |  |
| Japan Government 0.005% 6/20/2027  | JPY | 230000000 | 1428927 |
| Japan Government 0.1% 12/20/2027  | JPY | 439850000 | 2715056 |
| Japan Government 0.1% 12/20/2028  | JPY | 135350000 | 822100 |
| Japan Government 0.1% 12/20/2029  | JPY | 277200000 | 1650591 |
| Japan Government 0.1% 12/20/2030  | JPY | 83550000 | 486803 |
| Japan Government 0.1% 12/20/2031  | JPY | 453900000 | 2585170 |
| Japan Government 0.1% 3/20/2027  | JPY | 4100000 | 25586 |
| Japan Government 0.1% 3/20/2028  | JPY | 53650000 | 329844 |
| Japan Government 0.1% 3/20/2029  | JPY | 299800000 | 1812674 |
| Japan Government 0.1% 3/20/2030  | JPY | 15400000 | 91217 |
| Japan Government 0.1% 3/20/2031  | JPY | 407600000 | 2362248 |
| Japan Government 0.1% 6/20/2028  | JPY | 780800000 | 4781607 |
| Japan Government 0.1% 6/20/2028  | JPY | 302750000 | 1853968 |
| Japan Government 0.1% 6/20/2030  | JPY | 393950000 | 2320563 |
| Japan Government 0.1% 9/20/2027  | JPY | 510700000 | 3164983 |
| Japan Government 0.1% 9/20/2027  | JPY | 177000000 | 1096957 |
| Japan Government 0.1% 9/20/2028  | JPY | 1221050000 | 7447453 |
| Japan Government 0.1% 9/20/2030  | JPY | 362600000 | 2124111 |
| Japan Government 0.2% 12/20/2027  | JPY | 169000000 | 1044931 |
| Japan Government 0.2% 12/20/2028  | JPY | 46550000 | 283491 |
| Japan Government 0.2% 3/20/2032  | JPY | 68000000 | 387292 |
| Japan Government 0.2% 6/20/2032  | JPY | 227950000 | 1290492 |
| Japan Government 0.2% 9/20/2032  | JPY | 1110350000 | 6250069 |
| Japan Government 0.3% 12/20/2039  | JPY | 900000 | 4065 |
| Japan Government 0.3% 6/20/2039  | JPY | 144250000 | 663584 |
| Japan Government 0.3% 6/20/2046  | JPY | 17900000 | 63286 |
| Japan Government 0.3% 9/20/2039  | JPY | 56150000 | 255927 |
| Japan Government 0.4% 3/20/2029  | JPY | 182000000 | 1110302 |
| Japan Government 0.4% 3/20/2036  | JPY | 192500000 | 1003134 |
| Japan Government 0.4% 3/20/2040  | JPY | 51800000 | 235581 |
| Japan Government 0.4% 3/20/2050  | JPY | 17400000 | 54743 |
| Japan Government 0.4% 3/20/2056  | JPY | 333750000 | 873993 |
| Japan Government 0.4% 6/20/2040  | JPY | 10450000 | 47121 |
| Japan Government 0.4% 9/20/2040  | JPY | 73150000 | 327021 |
| Japan Government 0.4% 9/20/2049  | JPY | 5450000 | 17483 |
| Japan Government 0.5% 12/20/2038  | JPY | 15550000 | 74920 |
| Japan Government 0.5% 3/20/2033  | JPY | 52850000 | 300372 |
| Japan Government 0.5% 3/20/2049  | JPY | 10450000 | 35217 |
| Japan Government 0.5% 9/20/2036  | JPY | 93750000 | 486162 |
| Japan Government 0.6% 12/20/2033  | JPY | 301400000 | 1696230 |
| Japan Government 0.6% 12/20/2037  | JPY | 6700000 | 33787 |
| Japan Government 0.6% 6/20/2037  | JPY | 136750000 | 700494 |
| Japan Government 0.6% 6/20/2050  | JPY | 27350000 | 90736 |
| Japan Government 0.7% 12/20/2048  | JPY | 10800000 | 38846 |
| Japan Government 0.7% 2/1/2027  | JPY | 276600000 | 1737542 |
| Japan Government 0.7% 3/20/2037  | JPY | 22050000 | 115178 |
| Japan Government 0.7% 6/20/2048  | JPY | 13100000 | 47874 |
| Japan Government 0.7% 9/20/2038  | JPY | 863100000 | 4306877 |
| Japan Government 0.8% 3/20/2034  | JPY | 190550000 | 1083565 |
| Japan Government 0.8% 3/20/2042  | JPY | 149000000 | 678663 |
| Japan Government 0.8% 9/20/2033  | JPY | 83150000 | 478001 |
| Japan Government 0.8% 9/20/2047  | JPY | 10200000 | 39189 |
| Japan Government 0.9% 3/20/2057  | JPY | 146150000 | 455473 |
| Japan Government 0.9% 6/20/2042  | JPY | 345000000 | 1586922 |
| Japan Government 0.9% 9/20/2034  | JPY | 598400000 | 3396177 |
| Japan Government 0.9% 9/20/2048  | JPY | 249150000 | 951595 |
| Japan Government 1% 10/1/2027  | JPY | 172950000 | 1085609 |
| Japan Government 1% 12/20/2035  | JPY | 647550000 | 3611344 |
| Japan Government 1% 3/20/2052  | JPY | 170000000 | 601513 |
| Japan Government 1.1% 3/20/2043  | JPY | 45600000 | 212644 |
| Japan Government 1.1% 6/20/2030  | JPY | 725150000 | 4456656 |
| Japan Government 1.1% 6/20/2034  | JPY | 27100000 | 157143 |
| Japan Government 1.1% 6/20/2043  | JPY | 110150000 | 509955 |
| Japan Government 1.1% 9/20/2042  | JPY | 219650000 | 1036688 |
| Japan Government 1.2% 12/20/2034  | JPY | 163750000 | 948628 |
| Japan Government 1.2% 3/20/2035  | JPY | 19650000 | 113295 |
| Japan Government 1.2% 6/20/2053  | JPY | 19800000 | 72614 |
| Japan Government 1.3% 12/20/2043  | JPY | 398750000 | 1890166 |
| Japan Government 1.3% 3/20/2063  | JPY | 47600000 | 156300 |
| Japan Government 1.3% 6/20/2052  | JPY | 232000000 | 890194 |
| Japan Government 1.3% 9/20/2030  | JPY | 220300000 | 1361672 |
| Japan Government 1.4% 12/20/2042  | JPY | 193650000 | 956128 |
| Japan Government 1.4% 12/20/2045  | JPY | 232050000 | 1070434 |
| Japan Government 1.4% 3/20/2035  | JPY | 138300000 | 811307 |
| Japan Government 1.4% 3/20/2053  | JPY | 110700000 | 431768 |
| Japan Government 1.4% 3/20/2055  | JPY | 5500000 | 20940 |
| Japan Government 1.4% 9/20/2052  | JPY | 52050000 | 204505 |
| Japan Government 1.5% 6/20/2035  | JPY | 1986450000 | 11713990 |
| Japan Government 1.5% 9/20/2043  | JPY | 51950000 | 256804 |
| Japan Government 1.6% 12/20/2030  | JPY | 184800000 | 1155175 |
| Japan Government 1.6% 12/20/2052  | JPY | 170150000 | 702617 |
| Japan Government 1.6% 12/20/2053  | JPY | 171100000 | 697801 |
| Japan Government 1.6% 3/20/2033  | JPY | 4300000 | 26377 |
| Japan Government 1.6% 3/20/2044  | JPY | 163650000 | 813320 |
| Japan Government 1.6% 6/20/2030  | JPY | 4600000 | 28856 |
| Japan Government 1.7% 9/20/2035  | JPY | 786650000 | 4703387 |
| Japan Government 1.8% 9/20/2044  | JPY | 438650000 | 2234661 |
| Japan Government 1.8% 9/20/2053  | JPY | 32000000 | 137786 |
| Japan Government 1.9% 3/20/2053  | JPY | 42450000 | 188383 |
| Japan Government 1.9% 6/20/2044  | JPY | 66600000 | 346440 |
| Japan Government 2% 12/20/2044  | JPY | 184950000 | 970506 |
| Japan Government 2% 3/20/2042  | JPY | 110000000 | 606007 |
| Japan Government 2.1% 12/20/2035  | JPY | 862000000 | 5321830 |
| Japan Government 2.1% 9/20/2054  | JPY | 106900000 | 489239 |
| Japan Government 2.2% 3/20/2064  | JPY | 454450000 | 1978021 |
| Japan Government 2.2% 6/20/2054  | JPY | 19550000 | 92110 |
| Japan Government 2.3% 12/20/2054  | JPY | 64800000 | 311182 |
| Japan Government 2.3% 5/20/2032  | JPY | 1000000 | 6435 |
| Japan Government 2.4% 3/20/2045  | JPY | 107500000 | 599884 |
| Japan Government 2.4% 3/20/2055  | JPY | 62950000 | 309030 |
| Japan Government 2.5% 6/20/2045  | JPY | 1681250000 | 9503317 |
| Japan Government 2.7% 9/20/2045  | JPY | 627050000 | 3648154 |
| Japan Government 3.1% 3/20/2065  | JPY | 1341550000 | 7357201 |
| Japan Government 3.2% 12/20/2045  | JPY | 386350000 | 2417024 |
| Japan Government 3.2% 9/20/2055  | JPY | 24000000 | 139577 |
| Japan Government 3.4% 12/20/2055  | JPY | 182000000 | 1101442 |
| TOTAL JAPAN |  |  | 147802252 |
| LATVIA - 0.1%  |  |  |  |
| Latvia Government International Bond 1.125% 5/30/2028 (b) | EUR | 330000 | 365468 |
| Latvia Government International Bond 1.375% 5/16/2036 (b) | EUR | 470000 | 432049 |
| TOTAL LATVIA |  |  | 797517 |
| LITHUANIA - 0.1%  |  |  |  |
| Lithuania Government 0.5% 6/19/2029 (b) | EUR | 982000 | 1045592 |
| Lithuania Government 2.1% 5/26/2047 (b) | EUR | 230000 | 179462 |
| Lithuania Government 2.125% 10/22/2035 (b) | EUR | 57000 | 57059 |
| Lithuania Government 2.875% 1/28/2030 (b) | EUR | 130000 | 148618 |
| Lithuania Government 3.875% 6/14/2033 (b) | EUR | 90000 | 105653 |
| TOTAL LITHUANIA |  |  | 1536384 |
| LUXEMBOURG - 0.1%  |  |  |  |
| State of the Grand-Duchy of Luxembourg 0% 3/24/2031 (b) | EUR | 230000 | 230491 |
| State of the Grand-Duchy of Luxembourg 0% 9/14/2032 (b) | EUR | 210000 | 200837 |
| State of the Grand-Duchy of Luxembourg 1.375% 5/25/2029 (b) | EUR | 1040000 | 1149471 |
| TOTAL LUXEMBOURG |  |  | 1580799 |
| MEXICO - 0.0%  |  |  |  |
| United Mexican States 1.125% 1/17/2030  | EUR | 100000 | 103482 |
| United Mexican States 2.125% 10/25/2051  | EUR | 100000 | 59757 |
| United Mexican States 2.25% 8/12/2036  | EUR | 130000 | 116677 |
| United Mexican States 2.875% 4/8/2039  | EUR | 185000 | 165039 |
| TOTAL MEXICO |  |  | 444955 |
| MULTI-NATIONAL - 2.6%  |  |  |  |
| European Financial Stability Facility 0% 10/13/2027 (b) | EUR | 85000 | 94282 |
| European Financial Stability Facility 0.05% 1/18/2052 (b) | EUR | 225000 | 103791 |
| European Financial Stability Facility 0.05% 10/17/2029 (b) | EUR | 23000 | 24116 |
| European Financial Stability Facility 0.7% 1/20/2050 (b) | EUR | 176000 | 107287 |
| European Financial Stability Facility 0.75% 5/3/2027 (b) | EUR | 43000 | 48715 |
| European Financial Stability Facility 0.875% 4/10/2035 (b) | EUR | 610000 | 573050 |
| European Financial Stability Facility 1.25% 5/24/2033 (b) | EUR | 1849000 | 1883796 |
| European Financial Stability Facility 1.45% 9/5/2040 (b) | EUR | 1125000 | 989321 |
| European Financial Stability Facility 2.875% 2/13/2034 (b) | EUR | 1400000 | 1584281 |
| European Financial Stability Facility 3.375% 8/30/2038 (b) | EUR | 50000 | 57398 |
| European Stability Mechanism 0.01% 3/4/2030 (b) | EUR | 35000 | 36323 |
| European Stability Mechanism 0.5% 3/5/2029 (b) | EUR | 2229000 | 2418187 |
| European Stability Mechanism 0.75% 3/15/2027 (b) | EUR | 184000 | 209123 |
| European Stability Mechanism 0.75% 9/5/2028 (b) | EUR | 48000 | 52921 |
| European Stability Mechanism 0.875% 7/18/2042 (b) | EUR | 266000 | 207823 |
| European Stability Mechanism 1.125% 5/3/2032 (b) | EUR | 47000 | 49033 |
| European Stability Mechanism 1.2% 5/23/2033 (b) | EUR | 37000 | 37898 |
| European Stability Mechanism 1.625% 11/17/2036 (b) | EUR | 218000 | 213970 |
| European Stability Mechanism 1.85% 12/1/2055 (b) | EUR | 186000 | 146842 |
| European Stability Mechanism 2.125% 11/17/2028 (b) | EUR | 2440000 | 2776727 |
| European Union 0% 10/4/2030 (b) | EUR | 2889000 | 2940558 |
| European Union 0% 7/4/2035 (b) | EUR | 3297000 | 2823135 |
| European Union 0.1% 10/4/2040 (b) | EUR | 946000 | 668516 |
| European Union 0.25% 4/22/2036 (b) | EUR | 380000 | 324484 |
| European Union 0.3% 11/4/2050 (b) | EUR | 982000 | 509694 |
| European Union 0.45% 5/2/2046 (b) | EUR | 170000 | 105303 |
| European Union 0.45% 7/4/2041 (b) | EUR | 162000 | 115828 |
| European Union 0.7% 7/6/2051 (b) | EUR | 1070000 | 600466 |
| European Union 0.875% 3/11/2037 (b) | EUR | 100000 | 88177 |
| European Union 1.125% 4/4/2036 (b) | EUR | 94000 | 88402 |
| European Union 1.25% 2/4/2043 (b) | EUR | 172000 | 135307 |
| European Union 1.25% 4/4/2033 (b) | EUR | 1418000 | 1445237 |
| European Union 1.875% 5/25/2037 (b) | EUR | 5000000 | 4909205 |
| European Union 2% 10/4/2027 (b) | EUR | 860000 | 984049 |
| European Union 2.5% 10/4/2052 (b) | EUR | 380000 | 330351 |
| European Union 3% 3/4/2053 (b) | EUR | 1120000 | 1075650 |
| European Union 3.375% 10/5/2054 (b) | EUR | 660000 | 674770 |
| European Union 3.75% 10/12/2045 (b) | EUR | 550000 | 619778 |
| European Union 4% 10/12/2055 (b) | EUR | 1870000 | 2128415 |
| TOTAL MULTI-NATIONAL |  |  | 32182209 |
| NETHERLANDS - 1.6%  |  |  |  |
| Dutch Government 0% 1/15/2052 (b)(e) | EUR | 185000 | 89602 |
| Dutch Government 0% 7/15/2030 (b)(e) | EUR | 3028000 | 3124068 |
| Dutch Government 0.25% 7/15/2029 (b)(e) | EUR | 1336000 | 1427453 |
| Dutch Government 0.5% 1/15/2040 (b)(e) | EUR | 1722000 | 1376419 |
| Dutch Government 0.5% 7/15/2032 (b)(e) | EUR | 501000 | 501867 |
| Dutch Government 0.75% 7/15/2027 (b)(e) | EUR | 1666000 | 1881912 |
| Dutch Government 0.75% 7/15/2028 (b)(e) | EUR | 2860000 | 3171272 |
| Dutch Government 2% 1/15/2054 (b)(e) | EUR | 580000 | 497183 |
| Dutch Government 2.5% 1/15/2033 (b)(e) | EUR | 80000 | 90384 |
| Dutch Government 2.5% 7/15/2033 (b)(e) | EUR | 740000 | 832542 |
| Dutch Government 2.5% 7/15/2034 (b)(e) | EUR | 190000 | 212054 |
| Dutch Government 2.5% 7/15/2035 (b)(e) | EUR | 1720000 | 1903158 |
| Dutch Government 2.75% 1/15/2047 (b)(e) | EUR | 1390000 | 1443284 |
| Dutch Government 2.75% 7/15/2036 (b)(e) | EUR | 440000 | 490301 |
| Dutch Government 3.25% 1/15/2044 (b)(e) | EUR | 710000 | 803978 |
| Dutch Government 3.5% 1/15/2056 (b)(e) | EUR | 610000 | 709046 |
| Dutch Government 3.75% 1/15/2042 (b)(e) | EUR | 530000 | 641458 |
| Dutch Government 4% 1/15/2037 (b)(e) | EUR | 30000 | 37358 |
| TOTAL NETHERLANDS |  |  | 19233339 |
| NEW ZEALAND - 0.5%  |  |  |  |
| New Zealand Government 0.25% 5/15/2028  | NZD | 5230000 | 2805063 |
| New Zealand Government 1.5% 5/15/2031  | NZD | 2032000 | 1021886 |
| New Zealand Government 1.75% 5/15/2041  | NZD | 1452000 | 542615 |
| New Zealand Government 2% 5/15/2032  | NZD | 380000 | 190827 |
| New Zealand Government 2.75% 4/15/2037 (b) | NZD | 410000 | 194175 |
| New Zealand Government 4.5% 5/15/2030  | NZD | 390000 | 228044 |
| New Zealand Government 4.5% 5/15/2035  | NZD | 1870000 | 1064095 |
| New Zealand Government 5% 5/15/2054  | NZD | 290000 | 158792 |
| New Zealand Local Government Funding Agency Bond 5.1% 11/28/2030  | AUD | 50000 | 34243 |
| TOTAL NEW ZEALAND |  |  | 6239740 |
| NORWAY - 0.2%  |  |  |  |
| Kingdom of Norway 1.375% 8/19/2030 (b)(e) | NOK | 5110000 | 465733 |
| Kingdom of Norway 2.125% 5/18/2032 (b)(e) | NOK | 6630000 | 604981 |
| Kingdom of Norway 3% 8/15/2033 (b)(e) | NOK | 6860000 | 650598 |
| Kingdom of Norway 3.5% 10/6/2042 (b)(e) | NOK | 2430000 | 226472 |
| Kingdom of Norway 3.75% 6/12/2035 (b)(e) | NOK | 5300000 | 523924 |
| TOTAL NORWAY |  |  | 2471708 |
| POLAND - 0.1%  |  |  |  |
| Bank Gospodarstwa Krajowego 4% 3/13/2032 (b) | EUR | 330000 | 389341 |
| Republic of Poland 1% 3/7/2029 (b) | EUR | 309000 | 337871 |
| Republic of Poland 2% 3/8/2049 (b) | EUR | 17000 | 12902 |
| Republic of Poland 3.875% 2/14/2033 (b) | EUR | 220000 | 258928 |
| Republic of Poland 4.125% 1/11/2044 (b) | EUR | 100000 | 111282 |
| TOTAL POLAND |  |  | 1110324 |
| PORTUGAL - 0.6%  |  |  |  |
| Portugal Obrigacoes do Tesouro 0.475% 10/18/2030 (b)(e) | EUR | 1028000 | 1072114 |
| Portugal Obrigacoes do Tesouro 0.7% 10/15/2027 (b)(e) | EUR | 350000 | 392864 |
| Portugal Obrigacoes do Tesouro 0.9% 10/12/2035 (b)(e) | EUR | 734000 | 680941 |
| Portugal Obrigacoes do Tesouro 1% 4/12/2052 (b)(e) | EUR | 220000 | 133526 |
| Portugal Obrigacoes do Tesouro 1.65% 7/16/2032 (b)(e) | EUR | 253000 | 270359 |
| Portugal Obrigacoes do Tesouro 1.95% 6/15/2029 (b)(e) | EUR | 458000 | 518042 |
| Portugal Obrigacoes do Tesouro 2.25% 4/18/2034 (b)(e) | EUR | 260000 | 280105 |
| Portugal Obrigacoes do Tesouro 2.875% 10/20/2034 (b)(e) | EUR | 390000 | 437326 |
| Portugal Obrigacoes do Tesouro 3% 6/15/2035 (b)(e) | EUR | 890000 | 1000473 |
| Portugal Obrigacoes do Tesouro 3.25% 6/13/2036 (b)(e) | EUR | 610000 | 696677 |
| Portugal Obrigacoes do Tesouro 3.625% 6/12/2054 (b)(e) | EUR | 270000 | 291476 |
| Portugal Obrigacoes do Tesouro 3.875% 2/15/2030 (b)(e) | EUR | 760000 | 915039 |
| Portugal Obrigacoes do Tesouro 4.1% 2/15/2045 (b)(e) | EUR | 730000 | 871317 |
| Republic of Portugal 2.125% 10/17/2028 (b)(e) | EUR | 250000 | 285344 |
| TOTAL PORTUGAL |  |  | 7845603 |
| ROMANIA - 0.1%  |  |  |  |
| Romanian Republic 1.375% 12/2/2029 (b) | EUR | 567000 | 584666 |
| Romanian Republic 2.125% 3/7/2028 (b) | EUR | 470000 | 525866 |
| Romanian Republic 2.875% 4/13/2042 (b) | EUR | 60000 | 43310 |
| Romanian Republic 2.875% 5/26/2028 (b) | EUR | 32000 | 36141 |
| Romanian Republic 3.375% 1/28/2050 (b) | EUR | 54000 | 37886 |
| TOTAL ROMANIA |  |  | 1227869 |
| RUSSIA - 0.0%  |  |  |  |
| Ministry of Finance of the Russian Federation 7.6% (g)(h) | RUB | 4237000 | 0 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Kingdom of Saudi Arabia 2% 7/9/2039 (b) | EUR | 163000 | 141436 |
| SINGAPORE - 0.5%  |  |  |  |
| Republic of Singapore 1.625% 7/1/2031  | SGD | 520000 | 396374 |
| Republic of Singapore 1.875% 10/1/2051  | SGD | 330000 | 232519 |
| Republic of Singapore 2.25% 8/1/2036  | SGD | 768000 | 594816 |
| Republic of Singapore 2.375% 7/1/2039  | SGD | 325000 | 253350 |
| Republic of Singapore 2.625% 5/1/2028  | SGD | 1016000 | 806767 |
| Republic of Singapore 2.625% 8/1/2032  | SGD | 1740000 | 1394763 |
| Republic of Singapore 2.75% 3/1/2035  | SGD | 140000 | 113224 |
| Republic of Singapore 2.75% 3/1/2046  | SGD | 470000 | 387070 |
| Republic of Singapore 2.75% 4/1/2042  | SGD | 260000 | 212913 |
| Republic of Singapore 2.875% 9/1/2027  | SGD | 690000 | 546471 |
| Republic of Singapore 2.875% 9/1/2030  | SGD | 650000 | 526016 |
| Republic of Singapore 3% 8/1/2072 (b) | SGD | 770000 | 676755 |
| Republic of Singapore Treasury Bills 3% 4/1/2029  | SGD | 700000 | 563618 |
| TOTAL SINGAPORE |  |  | 6704656 |
| SLOVAKIA - 0.3%  |  |  |  |
| Slovak Republic 0.125% 6/17/2027 (b) | EUR | 288000 | 322529 |
| Slovak Republic 0.375% 4/21/2036 (b) | EUR | 400000 | 332025 |
| Slovak Republic 0.75% 4/9/2030 (b) | EUR | 600000 | 634756 |
| Slovak Republic 1% 10/13/2051 (b) | EUR | 160000 | 90844 |
| Slovak Republic 1% 10/9/2030 (b) | EUR | 110000 | 115861 |
| Slovak Republic 1% 5/14/2032 (b) | EUR | 120000 | 121866 |
| Slovak Republic 1.625% 1/21/2031 (b) | EUR | 348000 | 376525 |
| Slovak Republic 1.875% 3/9/2037 (b) | EUR | 515000 | 489916 |
| Slovak Republic 2.25% 6/12/2068 (b) | EUR | 240000 | 168448 |
| Slovak Republic 3.75% 3/6/2034 (b) | EUR | 180000 | 210818 |
| Slovak Republic 4% 2/23/2043 (b) | EUR | 240000 | 268949 |
| TOTAL SLOVAKIA |  |  | 3132537 |
| SLOVENIA - 0.1%  |  |  |  |
| Republic of Slovenia 0.125% 7/1/2031 (b) | EUR | 288000 | 288162 |
| Republic of Slovenia 0.6875% 3/3/2081 (b) | EUR | 550000 | 174803 |
| Republic of Slovenia 1.1875% 3/14/2029 (b) | EUR | 560000 | 618673 |
| Republic of Slovenia 1.75% 11/3/2040 (b) | EUR | 89000 | 78856 |
| Republic of Slovenia 2.25% 3/3/2032 (b) | EUR | 230000 | 254236 |
| Republic of Slovenia 3.625% 3/11/2033 (b) | EUR | 110000 | 130468 |
| TOTAL SLOVENIA |  |  | 1545198 |
| SPAIN - 5.1%  |  |  |  |
| Autonomous Community of Madrid Spain 0.827% 7/30/2027 (b) | EUR | 50000 | 56392 |
| Autonomous Community of Madrid Spain 1.571% 4/30/2029 (b) | EUR | 606000 | 673696 |
| Basque Government 1.45% 4/30/2028 (b) | EUR | 370000 | 416219 |
| Junta de Andalucia 0.5% 4/30/2031 (b) | EUR | 180000 | 182866 |
| Junta de Andalucia 3.25% 10/31/2033 (b) | EUR | 160000 | 183200 |
| Spanish Kingdom 0% 1/31/2028  | EUR | 1320000 | 1454946 |
| Spanish Kingdom 0.1% 4/30/2031 (b)(e) | EUR | 1410000 | 1416183 |
| Spanish Kingdom 0.5% 10/31/2031 (b)(e) | EUR | 976000 | 988537 |
| Spanish Kingdom 0.5% 4/30/2030 (b)(e) | EUR | 143000 | 150487 |
| Spanish Kingdom 0.6% 10/31/2029 (b)(e) | EUR | 574000 | 615515 |
| Spanish Kingdom 0.7% 4/30/2032 (b)(e) | EUR | 140000 | 141431 |
| Spanish Kingdom 0.8% 7/30/2027 (b)(e) | EUR | 1203000 | 1357542 |
| Spanish Kingdom 0.85% 7/30/2037 (b)(e) | EUR | 1098000 | 948635 |
| Spanish Kingdom 1% 10/31/2050 (b)(e) | EUR | 1856000 | 1140661 |
| Spanish Kingdom 1% 7/30/2042 (b)(e) | EUR | 111000 | 84220 |
| Spanish Kingdom 1.2% 10/31/2040 (b)(e) | EUR | 2179000 | 1790948 |
| Spanish Kingdom 1.25% 10/31/2030 (b)(e) | EUR | 3826000 | 4124505 |
| Spanish Kingdom 1.4% 4/30/2028 (b)(e) | EUR | 100000 | 112674 |
| Spanish Kingdom 1.45% 10/31/2027 (b)(e) | EUR | 100000 | 113454 |
| Spanish Kingdom 1.45% 10/31/2071 (b)(e) | EUR | 2110000 | 1135897 |
| Spanish Kingdom 1.45% 4/30/2029 (b)(e) | EUR | 2176000 | 2421778 |
| Spanish Kingdom 1.85% 7/30/2035 (b)(e) | EUR | 480000 | 487632 |
| Spanish Kingdom 1.9% 10/31/2052 (b)(e) | EUR | 960000 | 721780 |
| Spanish Kingdom 1.95% 7/30/2030 (b)(e) | EUR | 26000 | 28959 |
| Spanish Kingdom 2.35% 7/30/2033 (b)(e) | EUR | 292000 | 319310 |
| Spanish Kingdom 2.4% 5/31/2028  | EUR | 50000 | 57443 |
| Spanish Kingdom 2.5% 5/31/2027  | EUR | 4980000 | 5745835 |
| Spanish Kingdom 2.55% 10/31/2032 (b)(e) | EUR | 2490000 | 2783981 |
| Spanish Kingdom 2.7% 1/31/2030  | EUR | 5210000 | 5994421 |
| Spanish Kingdom 2.7% 10/31/2048 (b)(e) | EUR | 189000 | 176464 |
| Spanish Kingdom 3% 1/31/2033  | EUR | 1530000 | 1748803 |
| Spanish Kingdom 3.1% 7/30/2031  | EUR | 1100000 | 1277080 |
| Spanish Kingdom 3.15% 4/30/2033 (b)(e) | EUR | 510000 | 589639 |
| Spanish Kingdom 3.15% 4/30/2035 (b)(e) | EUR | 530000 | 602554 |
| Spanish Kingdom 3.2% 10/31/2035 (b)(e) | EUR | 4240000 | 4806386 |
| Spanish Kingdom 3.25% 4/30/2034 (b)(e) | EUR | 1110000 | 1278212 |
| Spanish Kingdom 3.3% 4/30/2036 (b)(e) | EUR | 1000000 | 1135673 |
| Spanish Kingdom 3.45% 10/31/2034 (b)(e) | EUR | 1460000 | 1707307 |
| Spanish Kingdom 3.45% 7/30/2043 (b)(e) | EUR | 6000000 | 6556258 |
| Spanish Kingdom 3.5% 1/31/2041 (b)(e) | EUR | 210000 | 234233 |
| Spanish Kingdom 3.5% 5/31/2029  | EUR | 2220000 | 2623201 |
| Spanish Kingdom 3.55% 10/31/2033 (b)(e) | EUR | 1630000 | 1921351 |
| Spanish Kingdom 4% 10/31/2054 (b)(e) | EUR | 230000 | 261491 |
| Spanish Kingdom 5.15% 10/31/2028 (b)(e) | EUR | 1660000 | 2033596 |
| TOTAL SPAIN |  |  | 62601395 |
| SWEDEN - 0.6%  |  |  |  |
| Sweden Kingdom 0.125% 5/12/2031 (b) | SEK | 18230000 | 1703518 |
| Sweden Kingdom 0.5% 11/24/2045 (b) | SEK | 1040000 | 68815 |
| Sweden Kingdom 0.75% 11/12/2029 (b) | SEK | 26050000 | 2589666 |
| Sweden Kingdom 0.75% 5/12/2028 (b) | SEK | 16670000 | 1701827 |
| Sweden Kingdom 1.375% 6/23/2071 (b) | SEK | 580000 | 34500 |
| Sweden Kingdom 1.75% 11/11/2033 (b) | SEK | 2500000 | 247019 |
| Sweden Kingdom 2.25% 6/1/2032 (b) | SEK | 5270000 | 545156 |
| Sweden Kingdom 2.5% 10/15/2036 (b) | SEK | 6850000 | 700478 |
| Sweden Kingdom 3.5% 3/30/2039 (b) | SEK | 760000 | 84939 |
| TOTAL SWEDEN |  |  | 7675918 |
| SWITZERLAND - 0.9%  |  |  |  |
| Swiss Confederation 0% 6/22/2029 (b) | CHF | 1602000 | 1998549 |
| Swiss Confederation 0% 6/26/2034 (b) | CHF | 974000 | 1188659 |
| Swiss Confederation 0% 7/24/2039 (b) | CHF | 273000 | 321489 |
| Swiss Confederation 0.25% 6/23/2035 (b) | CHF | 2660000 | 3305779 |
| Swiss Confederation 0.5% 5/24/2055 (b) | CHF | 400000 | 495240 |
| Swiss Confederation 0.5% 6/28/2045 (b) | CHF | 710000 | 878717 |
| Swiss Confederation 1.25% 6/28/2043 (b) | CHF | 260000 | 363651 |
| Swiss Confederation 1.5% 4/30/2042 (b) | CHF | 200000 | 287778 |
| Swiss Confederation 2% 6/25/2064 (b) | CHF | 240000 | 460265 |
| Swiss Confederation 2.5% 3/8/2036 (b) | CHF | 280000 | 424044 |
| Swiss Confederation 3.25% 6/27/2027 (b) | CHF | 590000 | 767249 |
| Swiss Confederation 3.5% 4/8/2033 (b) | CHF | 365000 | 559821 |
| TOTAL SWITZERLAND |  |  | 11051241 |
| UNITED KINGDOM - 6.1%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.375% 10/22/2030 (b) | GBP | 447000 | 496124 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 10/22/2050 (b) | GBP | 85000 | 39563 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 7/31/2035 (b) | GBP | 1562000 | 1419511 |
| United Kingdom of Great Britain and Northern Ireland 0.875% 1/31/2046 (b) | GBP | 505000 | 299965 |
| United Kingdom of Great Britain and Northern Ireland 1.125% 10/22/2073 (b) | GBP | 14280000 | 5571152 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 10/22/2041 (b) | GBP | 4399076 | 3362300 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/22/2027 (b) | GBP | 42000 | 53417 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/31/2051 (b) | GBP | 1370000 | 766959 |
| United Kingdom of Great Britain and Northern Ireland 1.5% 7/22/2047 (b) | GBP | 195000 | 129619 |
| United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2054 (b) | GBP | 359000 | 211334 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 1/22/2049 (b) | GBP | 742000 | 507510 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 7/22/2057 (b) | GBP | 1184000 | 696524 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 9/7/2037 (b) | GBP | 7000 | 6655 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/22/2044 (b) | GBP | 400000 | 398754 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/31/2033 (b) | GBP | 1480000 | 1800755 |
| United Kingdom of Great Britain and Northern Ireland 3.5% 1/22/2045 (b) | GBP | 8850000 | 9076189 |
| United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (b) | GBP | 1670000 | 1655398 |
| United Kingdom of Great Britain and Northern Ireland 4% 10/22/2063 (b) | GBP | 430000 | 433697 |
| United Kingdom of Great Britain and Northern Ireland 4.125% 3/7/2031 (b) | GBP | 2720000 | 3545607 |
| United Kingdom of Great Britain and Northern Ireland 4.125% 7/22/2029 (b) | GBP | 2100000 | 2757777 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2040 (b) | GBP | 19000 | 22606 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2046 (b) | GBP | 170000 | 190838 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2055 (b) | GBP | 30000 | 32435 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (b) | GBP | 160000 | 208734 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (b) | GBP | 3250000 | 4139440 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 9/7/2039 (b) | GBP | 13000 | 15687 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 1/31/2040 (b) | GBP | 190000 | 230718 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 3/7/2030 (b) | GBP | 8390000 | 11088624 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 7/31/2054 (b) | GBP | 390000 | 429614 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 12/7/2042 (b) | GBP | 550000 | 660222 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 3/7/2035 (b) | GBP | 13690000 | 17649393 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 6/7/2028 (b) | GBP | 3180000 | 4219422 |
| United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (b) | GBP | 560000 | 735604 |
| United Kingdom of Great Britain and Northern Ireland 4.75% 10/22/2035 (b) | GBP | 1220000 | 1594072 |
| United Kingdom of Great Britain and Northern Ireland 5.375% 1/31/2056 (b) | GBP | 240000 | 310912 |
| TOTAL UNITED KINGDOM |  |  | 74757131 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $946,115,211) |  |  | <br> **876461493** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 28.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 28.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 28.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 28.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.8%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| NBN Co Ltd 4.125% 3/15/2029 (b) | EUR | 530000 | 628251 |
| Telstra Group Ltd 1.375% 3/26/2029 (b) | EUR | 370000 | 405912 |
| Telstra Group Ltd 4.9% 3/8/2028  | AUD | 220000 | 151025 |
| TOTAL COMMUNICATION SERVICES |  |  | 1185188 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Woolworths Group Ltd 5.91% 11/29/2034 (b) | AUD | 150000 | 101869 |
| Financials - 0.4% |  |  |  |
| Banks - 0.4% |  |  |  |
| Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(c) | GBP | 140000 | 180468 |
| Australia & New Zealand Banking Group Ltd 5.35% 11/4/2027  | AUD | 300000 | 207538 |
| Australia & New Zealand Banking Group Ltd 5.906% 8/12/2032 (c) | AUD | 620000 | 428988 |
| Australia & New Zealand Banking Group Ltd 6.124% 7/25/2039 (c) | AUD | 160000 | 108682 |
| Commonwealth Bank of Australia 0.125% 10/15/2029 (b) | EUR | 120000 | 125624 |
| Commonwealth Bank of Australia 2.907% 11/11/2030 (b) | EUR | 290000 | 332854 |
| Commonwealth Bank of Australia 4.266% 6/4/2034 (c) | EUR | 180000 | 209953 |
| Commonwealth Bank of Australia 4.4% 8/18/2027  | AUD | 260000 | 177665 |
| Commonwealth Bank of Australia 5.252% 9/12/2035 (b)(c) | AUD | 180000 | 120305 |
| Commonwealth Bank of Australia 6.86% 11/9/2032 (b)(c) | AUD | 540000 | 379141 |
| National Australia Bank Ltd 1.375% 8/30/2028 (b) | EUR | 520000 | 576094 |
| National Australia Bank Ltd 2.125% 5/24/2028 (b) | EUR | 160000 | 181013 |
| National Australia Bank Ltd 2.347% 8/30/2029 (b) | EUR | 130000 | 147245 |
| National Australia Bank Ltd 4.95% 5/10/2027  | AUD | 530000 | 365107 |
| National Australia Bank Ltd 5.774% 7/30/2040 (b)(c) | AUD | 100000 | 65919 |
| National Australia Bank Ltd 6.163% 3/9/2033 (b)(c) | AUD | 420000 | 291964 |
| Westpac Banking Corp 5.754% 4/3/2034 (b)(c) | AUD | 400000 | 275036 |
| Westpac Banking Corp 5.815% 6/4/2040 (b)(c) | AUD | 90000 | 59619 |
| Westpac Banking Corp 7.199% 11/15/2038 (c) | AUD | 100000 | 72867 |
|  |  |  | 4306082 |
| Capital Markets - 0.0% |  |  |  |
| Macquarie Group Ltd 0.943% 1/19/2029 (b) | EUR | 410000 | 443142 |
| Financial Services - 0.0% |  |  |  |
| Australian Capital Territory 2.5% 10/22/2032 (b) | AUD | 440000 | 257055 |
| Australian Capital Territory 5.25% 10/23/2036 (b) | AUD | 110000 | 72572 |
|  |  |  | 329627 |
| TOTAL FINANCIALS |  |  | 5078851 |
| Industrials - 0.1% |  |  |  |
| Passenger Airlines - 0.0% |  |  |  |
| Australia Pacific Airports Melbourne Pty Ltd 3.763% 11/25/2031  | AUD | 220000 | 136095 |
| Transportation Infrastructure - 0.1% |  |  |  |
| Sydney Airport Finance Co Pty Ltd 1.75% 4/26/2028 (b) | EUR | 310000 | 346989 |
| Sydney Airport Finance Co Pty Ltd 5.9% 4/19/2034 (b) | AUD | 160000 | 108649 |
| Transurban Finance Co Pty Ltd 3% 4/8/2030 (b) | EUR | 190000 | 215245 |
| Transurban Finance Co Pty Ltd 3.713% 3/12/2032 (b) | EUR | 100000 | 115562 |
| Transurban Finance Co Pty Ltd 4.225% 4/26/2033 (b) | EUR | 100000 | 118040 |
|  |  |  | 904485 |
| TOTAL INDUSTRIALS |  |  | 1040580 |
| Materials - 0.2% |  |  |  |
| Containers & Packaging - 0.2% |  |  |  |
| Amcor UK Finance PLC 1.125% 6/23/2027  | EUR | 1384000 | 1560304 |
| Metals & Mining - 0.0% |  |  |  |
| BHP Billiton Finance Ltd 3.18% 9/4/2031 (b) | EUR | 200000 | 226376 |
| Glencore Capital Finance DAC 0.75% 3/1/2029 (b) | EUR | 240000 | 257093 |
| Glencore Finance Canada Ltd 4.045% 10/10/2032  | CAD | 150000 | 106196 |
|  |  |  | 589665 |
| TOTAL MATERIALS |  |  | 2149969 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 1.625% 3/11/2081 (b)(c) | EUR | 100000 | 114305 |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 190000 | 132237 |
|  |  |  | 246542 |
| Gas Utilities - 0.0% |  |  |  |
| APA Infrastructure Ltd 2% 7/15/2030 (b) | EUR | 110000 | 118890 |
| TOTAL UTILITIES |  |  | 365432 |
| TOTAL AUSTRALIA |  |  | 9921889 |
| AUSTRIA - 0.2%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| OMV AG 2.375% 4/9/2032 (b) | EUR | 76000 | 83554 |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.01% 11/19/2035 (b) | EUR | 100000 | 83274 |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.1% 5/12/2031 (b) | EUR | 300000 | 298054 |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 3% 5/17/2027 (b) | EUR | 100000 | 115844 |
| Erste Group Bank AG 0.01% 9/11/2029 (b) | EUR | 400000 | 418417 |
| Erste Group Bank AG 0.25% 9/14/2029 (b) | EUR | 400000 | 415322 |
| Erste Group Bank AG 3% 4/20/2032 (b) | EUR | 300000 | 344310 |
| Erste Group Bank AG 4% 1/15/2035 (b)(c) | EUR | 100000 | 114598 |
| Raiffeisen Bank International AG 6% 9/15/2028 (b)(c) | EUR | 300000 | 358751 |
| Raiffeisenlandesbank Niederoesterreich-Wien AG 2.375% 8/31/2032 (b) | EUR | 100000 | 109730 |
| TOTAL FINANCIALS |  |  | 2258300 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Autobahnen- und Schnell- strassen-Finanzierungs AG 0.1% 7/16/2035 (b) | EUR | 710000 | 612117 |
| TOTAL AUSTRIA |  |  | 2953971 |
| BELGIUM - 0.3%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Communaute Francaise de Belgique 0.25% 1/23/2030  | EUR | 300000 | 310360 |
| Communaute Francaise de Belgique 1.625% 5/3/2032 (b) | EUR | 100000 | 104242 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 414602 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Anheuser-Busch InBev Finance Inc 4.32% 5/15/2047  | CAD | 110000 | 69972 |
| Anheuser-Busch InBev SA/NV 1.5% 4/18/2030 (b) | EUR | 49000 | 52829 |
| Anheuser-Busch InBev SA/NV 2% 3/17/2028 (b) | EUR | 23000 | 26065 |
| Anheuser-Busch InBev SA/NV 2.85% 5/25/2037 (b) | GBP | 200000 | 205468 |
| Anheuser-Busch InBev SA/NV 3.7% 4/2/2040 (b) | EUR | 331000 | 360601 |
| Anheuser-Busch InBev SA/NV 3.95% 3/22/2044 (b) | EUR | 130000 | 140117 |
|  |  |  | 855052 |
| Food Products - 0.0% |  |  |  |
| Barry Callebaut Services NV 4% 6/14/2029 (b) | EUR | 100000 | 116334 |
| TOTAL CONSUMER STAPLES |  |  | 971386 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Belfius Bank SA 5.25% 4/19/2033 (b)(c) | EUR | 200000 | 236080 |
| Dexia SA 1% 10/18/2027 (b) | EUR | 100000 | 112367 |
| KBC Group NV 0.125% 1/14/2029 (b)(c) | EUR | 200000 | 218609 |
| KBC Group NV 0.625% 12/7/2031 (b)(c) | EUR | 300000 | 342185 |
| KBC Group NV 3.375% 11/24/2033 (b)(c) | EUR | 100000 | 112150 |
| KBC Group NV 4.375% 4/19/2030 (b)(c) | EUR | 200000 | 237105 |
| KBC Group NV 4.75% 4/17/2035 (b)(c) | EUR | 100000 | 118048 |
| TOTAL FINANCIALS |  |  | 1376544 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Elia Transmission Belgium SA 0.875% 4/28/2030 (b) | EUR | 100000 | 104397 |
| FLUVIUS System Operator CV 0.25% 6/14/2028 (b) | EUR | 500000 | 542232 |
| FLUVIUS System Operator CV 3.875% 5/9/2033 (b) | EUR | 100000 | 116021 |
| TOTAL UTILITIES |  |  | 762650 |
| TOTAL BELGIUM |  |  | 3525182 |
| CANADA - 2.5%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Bell Canada 4.45% 2/27/2047 (b) | CAD | 29000 | 18608 |
| Bell Canada 4.75% 9/29/2044  | CAD | 120000 | 80257 |
| Bell Canada 5.15% 8/24/2034  | CAD | 590000 | 440289 |
| TELUS Corp 2.05% 10/7/2030  | CAD | 740000 | 499605 |
| TELUS Corp 5.95% 9/8/2053  | CAD | 170000 | 130238 |
|  |  |  | 1168997 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| Rogers Communications Inc 2.9% 12/9/2030  | CAD | 968000 | 670057 |
| Rogers Communications Inc 5.9% 9/21/2033  | CAD | 350000 | 274035 |
|  |  |  | 944092 |
| TOTAL COMMUNICATION SERVICES |  |  | 2113089 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Alimentation Couche-Tard Inc 3.647% 5/12/2031 (b) | EUR | 130000 | 149697 |
| Loblaw Cos Ltd 3.564% 12/12/2029  | CAD | 200000 | 143067 |
| TOTAL CONSUMER STAPLES |  |  | 292764 |
| Energy - 0.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| Enbridge Inc 5.15% 12/17/2055 (c) | CAD | 570000 | 404990 |
| Enbridge Pipelines Inc 4.13% 8/9/2046  | CAD | 406000 | 247088 |
| Inter Pipeline Ltd/AB 4.232% 6/1/2027  | CAD | 1253683 | 907347 |
| Inter Pipeline Ltd/AB 4.637% 5/30/2044  | CAD | 50000 | 32187 |
| Keyera Corp 3.959% 5/29/2030  | CAD | 761000 | 548400 |
| North West Redwater Partnership / NWR Financing Co Ltd 4.35% 1/10/2039  | CAD | 591000 | 408020 |
| Pembina Pipeline Corp 4.74% 1/21/2047  | CAD | 402000 | 264022 |
| Suncor Energy Inc 3.95% 3/4/2051  | CAD | 50000 | 29204 |
| Transcanada Pipelines Ltd Residual Strip 3% 9/18/2029 (b) | CAD | 30000 | 21160 |
| Transcanada Pipelines Ltd Residual Strip 4.18% 7/3/2048 (b) | CAD | 33000 | 20036 |
| Transcanada Pipelines Ltd Residual Strip 4.35% 6/6/2046  | CAD | 456000 | 285493 |
| TOTAL ENERGY |  |  | 3167947 |
| Financials - 1.6% |  |  |  |
| Banks - 1.2% |  |  |  |
| Bank of Montreal 3.19% 3/1/2028  | CAD | 585000 | 419949 |
| Bank of Montreal 3.75% 7/10/2030 (b)(c) | EUR | 190000 | 220884 |
| Bank of Montreal 5.039% 5/29/2028  | CAD | 320000 | 237078 |
| Bank of Montreal 6.034% 9/7/2033 (c) | CAD | 60000 | 45349 |
| Bank of Nova Scotia/The 0.25% 11/1/2028 (b) | EUR | 660000 | 707464 |
| Bank of Nova Scotia/The 2.516% 6/18/2029 (b) | EUR | 270000 | 307721 |
| Bank of Nova Scotia/The 3.1% 2/2/2028  | CAD | 85000 | 60933 |
| Bank of Nova Scotia/The 3.934% 5/3/2032 (c) | CAD | 860000 | 622087 |
| Bank of Nova Scotia/The 4.442% 11/15/2035 (c) | CAD | 260000 | 188448 |
| Bank of Nova Scotia/The 5.679% 8/2/2033 (c) | CAD | 160000 | 119942 |
| Canadian Imperial Bank of Commerce 0.01% 4/30/2029 (b) | EUR | 3019000 | 3188067 |
| Canadian Imperial Bank of Commerce 3.807% 7/9/2029 (b) | EUR | 190000 | 222422 |
| Canadian Imperial Bank of Commerce 4.9% 4/2/2027 (c) | CAD | 840000 | 603884 |
| Canadian Imperial Bank of Commerce 5.33% 1/20/2033 (c) | CAD | 240000 | 177580 |
| Federation des Caisses Desjardins du Quebec 4.123% 8/25/2032  | CAD | 190000 | 136955 |
| Federation des Caisses Desjardins du Quebec 5.279% 5/15/2034 (c) | CAD | 50000 | 37301 |
| Federation des Caisses Desjardins du Quebec 5.467% 11/17/2028  | CAD | 80000 | 60155 |
| National Bank of Canada 5.426% 8/16/2032 (c) | CAD | 240000 | 177276 |
| Royal Bank of Canada 0.01% 1/27/2031 (b) | EUR | 120000 | 119227 |
| Royal Bank of Canada 2.125% 4/26/2029 (b) | EUR | 110000 | 122801 |
| Royal Bank of Canada 2.14% 11/3/2031 (c) | CAD | 2730000 | 1951464 |
| Royal Bank of Canada 3.125% 9/27/2031 (b)(c) | EUR | 320000 | 362682 |
| Royal Bank of Canada 4.464% 10/17/2035 (c) | CAD | 180000 | 130885 |
| Royal Bank of Canada 4.612% 7/26/2027  | CAD | 530000 | 387603 |
| Royal Bank of Canada 4.632% 5/1/2028  | CAD | 880000 | 647294 |
| Royal Bank of Canada 5.01% 2/1/2033 (c) | CAD | 250000 | 184186 |
| Toronto Dominion Bank 1.952% 4/8/2030 (b) | EUR | 220000 | 239419 |
| Toronto Dominion Bank 2.776% 9/3/2027 (b) | EUR | 840000 | 969493 |
| Toronto Dominion Bank 2.973% 9/9/2032 (b) | EUR | 310000 | 353317 |
| Toronto Dominion Bank 3.06% 1/26/2032 (b)(c) | CAD | 340000 | 244064 |
| Toronto Dominion Bank 3.631% 12/13/2029 (b) | EUR | 520000 | 604027 |
| Toronto Dominion Bank 4.002% 10/31/2030 (c) | CAD | 210000 | 151986 |
| Toronto Dominion Bank 4.423% 10/31/2035 (c) | CAD | 100000 | 72330 |
| Toronto Dominion Bank 4.68% 1/8/2029  | CAD | 350000 | 258892 |
| Toronto Dominion Bank 5.177% 4/9/2034 (b)(c) | CAD | 270000 | 200940 |
|  |  |  | 14534105 |
| Capital Markets - 0.3% |  |  |  |
| Brookfield Corp 3.8% 3/16/2027  | CAD | 260000 | 187799 |
| Brookfield Finance II Inc 5.399% 12/11/2055  | CAD | 60000 | 42897 |
| CPPIB Capital Inc 0.25% 4/6/2027 (b) | EUR | 300000 | 338576 |
| CPPIB Capital Inc 1.25% 12/7/2027 (b) | GBP | 544000 | 681551 |
| CPPIB Capital Inc 3% 6/15/2028 (b) | CAD | 1310000 | 942003 |
| CPPIB Capital Inc 3.25% 8/27/2035 (b) | EUR | 340000 | 387654 |
| CPPIB Capital Inc 4.2% 5/2/2028 (b) | AUD | 90000 | 61324 |
| CPPIB Capital Inc 4.4% 1/15/2029 (b) | AUD | 1010000 | 686703 |
| IGM Financial Inc 4.206% 3/21/2050 (b) | CAD | 50000 | 31213 |
| Ontario Teachers' Finance Trust 0.95% 11/24/2051 (b) | EUR | 110000 | 64993 |
| PSP Capital Inc 1.5% 3/15/2028 (b) | CAD | 340000 | 237724 |
| Teranet Holdings LP 5.754% 12/17/2040  | CAD | 60000 | 43739 |
|  |  |  | 3706176 |
| Consumer Finance - 0.0% |  |  |  |
| Toyota Credit Canada Inc 3.65% 8/19/2030  | CAD | 340000 | 242576 |
| Insurance - 0.1% |  |  |  |
| Fairfax Financial Holdings Ltd 2.75% 3/29/2028 (b) | EUR | 380000 | 430843 |
| Great-West Lifeco Inc 5.998% 11/16/2039  | CAD | 50000 | 39659 |
| Intact Financial Corp 4.653% 5/16/2034 (c) | CAD | 260000 | 191852 |
| Manulife Financial Corp 5.409% 3/10/2033 (c) | CAD | 310000 | 230018 |
| Sun Life Financial Inc 2.06% 10/1/2035 (c) | CAD | 200000 | 133881 |
| Sun Life Financial Inc 2.58% 5/10/2032 (b)(c) | CAD | 460000 | 327940 |
| Sun Life Financial Inc 2.8% 11/21/2033 (c) | CAD | 480000 | 337030 |
|  |  |  | 1691223 |
| TOTAL FINANCIALS |  |  | 20174080 |
| Industrials - 0.1% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Coastal Gaslink Pipeline LP 5.857% 3/30/2049  | CAD | 80000 | 62596 |
| Electrical Equipment - 0.0% |  |  |  |
| Brookfield Renewable Partners ULC 4.29% 11/5/2049  | CAD | 70000 | 42695 |
| Brookfield Renewable Partners ULC 5.84% 11/5/2036  | CAD | 80000 | 62273 |
|  |  |  | 104968 |
| Ground Transportation - 0.0% |  |  |  |
| Canadian National Railway Co 3.6% 8/1/2047  | CAD | 229000 | 135415 |
| Canadian Pacific Railway Co 6.45% 11/17/2039  | CAD | 90000 | 74179 |
|  |  |  | 209594 |
| Transportation Infrastructure - 0.1% |  |  |  |
| 407 International Inc 2.84% 3/7/2050  | CAD | 73000 | 36905 |
| 407 International Inc 3.65% 9/8/2044 (b) | CAD | 295000 | 180450 |
| Greater Toronto Airports Authority 2.75% 10/17/2039  | CAD | 516000 | 300131 |
|  |  |  | 517486 |
| TOTAL INDUSTRIALS |  |  | 894644 |
| Real Estate - 0.0% |  |  |  |
| Office REITs - 0.0% |  |  |  |
| Allied Properties Real Estate Investment Trust 3.113% 4/8/2027  | CAD | 110000 | 78695 |
| Retail REITs - 0.0% |  |  |  |
| Choice Properties Real Estate Investment Trust 2.848% 5/21/2027  | CAD | 200000 | 143201 |
| Choice Properties Real Estate Investment Trust 4.178% 3/8/2028  | CAD | 128000 | 92977 |
| Choice Properties Real Estate Investment Trust 5.03% 2/28/2031  | CAD | 60000 | 44853 |
| RioCan Real Estate Investment Trust 2.361% 3/10/2027  | CAD | 440000 | 313740 |
| SmartCentres Real Estate Investment Trust 2.307% 12/18/2028  | CAD | 100000 | 69376 |
|  |  |  | 664147 |
| TOTAL REAL ESTATE |  |  | 742842 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.3% |  |  |  |
| AltaLink LP 3.717% 12/3/2046  | CAD | 338000 | 205458 |
| Brookfield Infrastructure Finance ULC 5.98% 2/14/2033  | CAD | 90000 | 70580 |
| Bruce Power LP 4.7% 12/21/2027  | CAD | 410000 | 300566 |
| Bruce Power LP 4.746% 6/21/2049 (b) | CAD | 70000 | 46949 |
| FortisAlberta Inc 2.632% 6/8/2051  | CAD | 50000 | 23722 |
| Hydro One Inc 1.69% 1/16/2031  | CAD | 417000 | 278833 |
| Hydro One Inc 3.02% 4/5/2029  | CAD | 30000 | 21352 |
| Hydro One Inc 4.46% 1/27/2053  | CAD | 230000 | 153011 |
| Hydro One Inc 5% 10/19/2046  | CAD | 280000 | 203453 |
| Hydro One Inc 5.36% 5/20/2036  | CAD | 50000 | 38734 |
| Hydro-Quebec 2.1% 2/15/2060  | CAD | 70000 | 27939 |
| Hydro-Quebec 4% 2/15/2055  | CAD | 220000 | 138558 |
| Hydro-Quebec 4% 2/15/2063  | CAD | 1050000 | 654336 |
| Hydro-Quebec 5% 2/15/2050  | CAD | 370000 | 273650 |
| Nova Scotia Power Inc 5.61% 6/15/2040  | CAD | 70000 | 53010 |
| Nova Scotia Power Inc 5.67% 11/14/2035  | CAD | 90000 | 69525 |
| Ontario Power Generation Inc 3.215% 4/8/2030  | CAD | 100000 | 70790 |
| Ontario Power Generation Inc 3.838% 6/22/2048  | CAD | 120000 | 71536 |
| Ontario Power Generation Inc 4.248% 1/18/2049  | CAD | 50000 | 31726 |
| Toronto Hydro Corp 2.43% 12/11/2029  | CAD | 80000 | 55841 |
|  |  |  | 2789569 |
| Gas Utilities - 0.0% |  |  |  |
| Enbridge Gas Inc 3.65% 4/1/2050  | CAD | 290000 | 168691 |
| FortisBC Energy Inc 2.82% 8/9/2049  | CAD | 70000 | 35211 |
|  |  |  | 203902 |
| Multi-Utilities - 0.0% |  |  |  |
| CU Inc 3.548% 11/22/2047  | CAD | 280000 | 163686 |
| EPCOR Utilities Inc 3.554% 11/27/2047  | CAD | 571000 | 333685 |
|  |  |  | 497371 |
| TOTAL UTILITIES |  |  | 3490842 |
| TOTAL CANADA |  |  | 30876208 |
| DENMARK - 0.3%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Carlsberg Breweries A/S 3.5% 2/28/2035 (b) | EUR | 160000 | 178501 |
| Financials - 0.3% |  |  |  |
| Banks - 0.2% |  |  |  |
| Danske Bank A/S 0.75% 6/9/2029 (b)(c) | EUR | 270000 | 295159 |
| Danske Bank A/S 3.375% 12/2/2033 (b)(c) | EUR | 100000 | 111999 |
| Danske Bank A/S 4.5% 11/9/2028 (b)(c) | EUR | 110000 | 129660 |
| Danske Bank A/S 4.625% 4/13/2027 (b)(c) | GBP | 100000 | 132364 |
| Danske Bank A/S 4.625% 5/14/2034 (b)(c) | EUR | 100000 | 117936 |
| Jyske Bank A/S 0.25% 2/17/2028 (b)(c) | EUR | 100000 | 112799 |
| Jyske Bank A/S 2.875% 5/5/2029 (b)(c) | EUR | 200000 | 229492 |
|  |  |  | 1129409 |
| Financial Services - 0.1% |  |  |  |
| Kommunekredit 0% 11/17/2029  | EUR | 240000 | 250166 |
| Kommunekredit 0% 8/27/2030 (b) | EUR | 130000 | 132430 |
| Kommunekredit 0.125% 9/26/2040 (b) | EUR | 100000 | 71211 |
| Kommunekredit 2.375% 9/15/2032 (b) | EUR | 370000 | 411758 |
| Nykredit Realkredit A/S 3.5% 1/12/2033 (b) | EUR | 120000 | 134702 |
|  |  |  | 1000267 |
| TOTAL FINANCIALS |  |  | 2129676 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Novo Nordisk Finance Netherlands BV 3.375% 5/21/2034 (b) | EUR | 240000 | 269885 |
| Novo Nordisk Finance Netherlands BV 4% 11/20/2045 (b) | EUR | 130000 | 142145 |
| TOTAL HEALTH CARE |  |  | 412030 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DSV Finance BV 3.375% 11/6/2032 (b) | EUR | 200000 | 226242 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Orsted AS 2.125% 5/17/2027 (b) | GBP | 104000 | 132863 |
| Orsted AS 2.5% 5/16/2033 (b) | GBP | 104000 | 109725 |
| Orsted AS 5.125% 9/13/2034 (b) | GBP | 290000 | 355466 |
| TOTAL UTILITIES |  |  | 598054 |
| TOTAL DENMARK |  |  | 3544503 |
| FINLAND - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Banks - 0.2% |  |  |  |
| Nordea Bank Abp 0.5% 3/19/2031 (b) | EUR | 120000 | 119924 |
| Nordea Bank Abp 0.625% 8/18/2031 (b)(c) | EUR | 220000 | 253261 |
| Nordea Bank Abp 2.5% 5/23/2029 (b) | EUR | 244000 | 275230 |
| Nordea Bank Abp 2.75% 5/2/2030 (b) | EUR | 260000 | 294185 |
| Nordea Kiinnitysluottopankki Oyj 2.5% 9/14/2032 (b) | EUR | 110000 | 122840 |
| Nordea Kiinnitysluottopankki Oyj 3% 8/28/2035 (b) | EUR | 900000 | 1013165 |
| OP Mortgage Bank 0.01% 11/19/2030 (b) | EUR | 180000 | 181155 |
| OP Mortgage Bank 0.05% 4/21/2028 (b) | EUR | 550000 | 600256 |
| OP Mortgage Bank 2.625% 7/9/2030 (b) | EUR | 100000 | 113855 |
|  |  |  | 2973871 |
| Capital Markets - 0.0% |  |  |  |
| Finnvera Oyj 2.875% 8/30/2029 (b) | EUR | 200000 | 230878 |
| Financial Services - 0.1% |  |  |  |
| Kuntarahoitus Oyj 0.25% 2/25/2032 (b) | EUR | 140000 | 137458 |
| Kuntarahoitus Oyj 2.75% 2/2/2034 (b) | EUR | 330000 | 369036 |
| Kuntarahoitus Oyj 5.125% 7/22/2027 (b) | GBP | 120000 | 159887 |
| OP Corporate Bank plc 0.1% 11/16/2027 (b) | EUR | 130000 | 143312 |
|  |  |  | 809693 |
| TOTAL FINLAND |  |  | 4014442 |
| FRANCE - 5.6%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Ile-de-France Mobilites 0.4% 5/28/2031 (b) | EUR | 300000 | 299597 |
| Ile-de-France Mobilites 0.95% 2/16/2032 (b) | EUR | 300000 | 301830 |
| Ile-de-France Mobilites 3.7% 6/14/2038 (b) | EUR | 100000 | 111093 |
| Orange SA 0.75% 6/29/2034 (b) | EUR | 600000 | 544076 |
| Orange SA 3.25% 1/15/2032 (b) | GBP | 200000 | 237118 |
| Orange SA 3.5% 11/13/2034 (b) | EUR | 100000 | 111944 |
| Orange SA 4.125% 11/13/2045 (b) | EUR | 200000 | 218691 |
| Orange SA 8.125% 1/28/2033  | EUR | 70000 | 102609 |
|  |  |  | 1926958 |
| Media - 0.0% |  |  |  |
| Publicis Groupe SA 2.875% 6/12/2029 (b) | EUR | 200000 | 227100 |
| TOTAL COMMUNICATION SERVICES |  |  | 2154058 |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Cie Generale des Etablissements Michelin SCA 0.25% 11/2/2032 (b) | EUR | 200000 | 186741 |
| Automobiles - 0.0% |  |  |  |
| RCI Banque SA 4.125% 4/4/2031 (b) | EUR | 110000 | 128433 |
| RCI Banque SA 4.875% 10/2/2029 (b) | EUR | 270000 | 322690 |
|  |  |  | 451123 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Accor SA 3.875% 3/11/2031 (b) | EUR | 100000 | 114433 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |  |
| Kering SA 3.625% 3/11/2036 (b) | EUR | 200000 | 219265 |
| Kering SA 5% 11/23/2032 (b) | GBP | 100000 | 128744 |
| LVMH Moet Hennessy Louis Vuitton SE 0.375% 2/11/2031 (b) | EUR | 500000 | 501268 |
|  |  |  | 849277 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1601574 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Pernod Ricard SA 3.25% 2/4/2033 (b) | EUR | 100000 | 110673 |
| Pernod Ricard SA 3.625% 5/7/2034 (b) | EUR | 200000 | 224225 |
|  |  |  | 334898 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Carrefour SA 2.875% 12/8/2028 (b) | EUR | 300000 | 342583 |
| Carrefour SA 3.75% 10/10/2030 (b) | EUR | 200000 | 232729 |
|  |  |  | 575312 |
| Food Products - 0.0% |  |  |  |
| Danone SA 3.071% 9/7/2032 (b) | EUR | 200000 | 224768 |
| Personal Care Products - 0.0% |  |  |  |
| L'Oreal SA 3.375% 1/19/2036 (b) | EUR | 100000 | 112715 |
| TOTAL CONSUMER STAPLES |  |  | 1247693 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| TotalEnergies Capital International SA 1.491% 4/8/2027 (b) | EUR | 100000 | 114035 |
| TotalEnergies Capital International SA 3.852% 3/3/2045 (b) | EUR | 300000 | 316503 |
| TOTAL ENERGY |  |  | 430538 |
| Financials - 3.6% |  |  |  |
| Banks - 2.7% |  |  |  |
| Agence Francaise de Developpement EPIC 0.125% 9/29/2031 (b) | EUR | 200000 | 192908 |
| Arkea Public Sector SCF SA 0.875% 3/31/2028 (b) | EUR | 200000 | 221789 |
| Arkea Public Sector SCF SA 3.004% 1/27/2032 (b) | EUR | 200000 | 228426 |
| Banque Federative du Credit Mutuel SA 0.625% 11/19/2027 (b) | EUR | 100000 | 110846 |
| Banque Federative du Credit Mutuel SA 0.75% 1/17/2030 (b) | EUR | 200000 | 208265 |
| Banque Federative du Credit Mutuel SA 0.875% 12/7/2027 (b) | GBP | 600000 | 741660 |
| Banque Federative du Credit Mutuel SA 1.125% 1/19/2032 (b) | EUR | 100000 | 99712 |
| Banque Federative du Credit Mutuel SA 1.125% 11/19/2031 (b) | EUR | 300000 | 298054 |
| Banque Federative du Credit Mutuel SA 1.25% 5/26/2027 (b) | EUR | 100000 | 113468 |
| Banque Federative du Credit Mutuel SA 1.25% 6/3/2030 (b) | EUR | 300000 | 314454 |
| Banque Federative du Credit Mutuel SA 2.5% 5/25/2028 (b) | EUR | 300000 | 339352 |
| Banque Federative du Credit Mutuel SA 2.625% 11/6/2029 (b) | EUR | 100000 | 111935 |
| Banque Federative du Credit Mutuel SA 3.75% 5/14/2036 (b)(c) | EUR | 100000 | 112815 |
| Banque Federative du Credit Mutuel SA 3.875% 6/16/2032 (b)(c) | EUR | 200000 | 231502 |
| Banque Federative du Credit Mutuel SA 4% 1/26/2033 (b) | EUR | 100000 | 115835 |
| Banque Federative du Credit Mutuel SA 4.375% 5/2/2030 (b) | EUR | 100000 | 118746 |
| Banque Federative du Credit Mutuel SA 4.75% 11/10/2031 (b) | EUR | 500000 | 603934 |
| Banque Federative du Credit Mutuel SA 5.1264% 5/24/2027 (b) | AUD | 820000 | 563830 |
| BNP Paribas SA 0.5% 1/19/2030 (b)(c) | EUR | 300000 | 318839 |
| BNP Paribas SA 0.5% 2/19/2028 (b)(c) | EUR | 400000 | 452160 |
| BNP Paribas SA 0.5% 5/30/2028 (b)(c) | EUR | 1900000 | 2127459 |
| BNP Paribas SA 0.625% 12/3/2032 (b) | EUR | 100000 | 93437 |
| BNP Paribas SA 0.875% 7/11/2030 (b)(c) | EUR | 100000 | 106003 |
| BNP Paribas SA 1.25% 7/13/2031 (b) | GBP | 100000 | 107005 |
| BNP Paribas SA 1.625% 7/2/2031 (b) | EUR | 100000 | 103573 |
| BNP Paribas SA 1.875% 12/14/2027 (b) | GBP | 200000 | 250739 |
| BNP Paribas SA 2% 5/24/2031 (b)(c) | GBP | 200000 | 263390 |
| BNP Paribas SA 2% 9/13/2036 (b) | GBP | 100000 | 92170 |
| BNP Paribas SA 2.5% 3/31/2032 (b)(c) | EUR | 100000 | 114015 |
| BNP Paribas SA 2.538% 7/13/2029 (c) | CAD | 1200000 | 840276 |
| BNP Paribas SA 2.75% 7/25/2028 (b)(c) | EUR | 1200000 | 1376805 |
| BNP Paribas SA 4.159% 8/28/2034 (b)(c) | EUR | 200000 | 231429 |
| BNP Paribas SA 4.75% 11/13/2032 (b)(c) | EUR | 300000 | 361144 |
| BNP Paribas SA 6.3175% 11/15/2035 (b)(c) | GBP | 200000 | 269599 |
| BPCE SA 0.25% 1/14/2031 (b) | EUR | 200000 | 198450 |
| BPCE SA 0.5% 1/14/2028 (b)(c) | EUR | 2000000 | 2268120 |
| BPCE SA 0.5% 9/15/2027 (b)(c) | EUR | 600000 | 686577 |
| BPCE SA 0.75% 3/3/2031 (b) | EUR | 200000 | 200405 |
| BPCE SA 1% 1/14/2032 (b) | EUR | 200000 | 197740 |
| BPCE SA 1.625% 1/31/2028 (b) | EUR | 100000 | 112130 |
| BPCE SA 2.25% 3/2/2032 (b)(c) | EUR | 100000 | 114234 |
| BPCE SA 2.5% 11/30/2032 (b)(c) | GBP | 100000 | 125977 |
| BPCE SA 3.625% 10/1/2033 (b)(c) | EUR | 100000 | 112600 |
| BPCE SA 3.875% 2/26/2036 (b)(c) | EUR | 100000 | 112325 |
| BPCE SA 4% 1/20/2034 (b)(c) | EUR | 100000 | 114620 |
| BPCE SA 4.125% 3/8/2033 (b)(c) | EUR | 200000 | 232091 |
| BPCE SA 4.625% 3/2/2030 (b)(c) | EUR | 200000 | 237558 |
| BPCE SA 5.125% 1/25/2035 (b)(c) | EUR | 100000 | 118964 |
| BPCE SA 5.75% 6/1/2033 (b)(c) | EUR | 300000 | 360102 |
| Caisse des Depots et Consignations 3% 5/25/2029 (b) | EUR | 500000 | 577264 |
| Carrefour Banque SA 4.079% 5/5/2027 (b) | EUR | 100000 | 116208 |
| Cie de Financement Foncier SA 0.01% 10/29/2035 (b) | EUR | 700000 | 577256 |
| Cie de Financement Foncier SA 0.01% 4/16/2029 (b) | EUR | 1000000 | 1057148 |
| Credit Agricole Home Loan SFH SA 0.05% 12/6/2029 (b) | EUR | 200000 | 207704 |
| Credit Agricole Home Loan SFH SA 1.5% 9/28/2038 (b) | EUR | 300000 | 270147 |
| Credit Agricole Home Loan SFH SA 3% 12/11/2032 (b) | EUR | 200000 | 227590 |
| Credit Agricole Home Loan SFH SA 3% 7/9/2032 (b) | EUR | 700000 | 799565 |
| Credit Agricole SA 0.375% 4/20/2028 (b) | EUR | 100000 | 108945 |
| Credit Agricole SA 0.5% 9/21/2029 (b)(c) | EUR | 100000 | 107607 |
| Credit Agricole SA 1.125% 7/12/2032 (b) | EUR | 400000 | 393284 |
| Credit Agricole SA 1.874% 12/9/2031 (b)(c) | GBP | 200000 | 258929 |
| Credit Agricole SA 2.625% 3/17/2027 (b) | EUR | 107000 | 122917 |
| Credit Agricole SA 3.75% 1/23/2031 (b)(c) | EUR | 300000 | 347863 |
| Credit Agricole SA 3.875% 11/28/2034 (b) | EUR | 100000 | 115625 |
| Credit Agricole SA 4% 1/18/2033 (b) | EUR | 100000 | 117591 |
| Credit Agricole SA 4.875% 10/23/2029 (b) | GBP | 100000 | 131202 |
| Credit Agricole SA 5.5% 7/31/2032 (b)(c) | GBP | 500000 | 660173 |
| Credit Agricole SA 5.5% 8/28/2033 (b)(c) | EUR | 200000 | 239759 |
| Credit Agricole SA 5.75% 11/29/2027 (b)(c) | GBP | 500000 | 665744 |
| Credit Agricole SA/London 1% 7/3/2029 (b) | EUR | 700000 | 752881 |
| Credit Mutuel Arkea SA 0.375% 10/3/2028 (b) | EUR | 300000 | 323723 |
| Credit Mutuel Arkea SA 0.875% 10/25/2031 (b) | EUR | 200000 | 198115 |
| Credit Mutuel Arkea SA 0.875% 3/11/2033 (b) | EUR | 100000 | 93917 |
| Credit Mutuel Arkea SA 3.307% 5/6/2032 (b) | EUR | 100000 | 113182 |
| HSBC Continental Europe SA 0.1% 9/3/2027 (b) | EUR | 200000 | 221971 |
| HSBC Continental Europe SA 1.375% 9/4/2028 (b) | EUR | 700000 | 777704 |
| La Banque Postale Home Loan SFH SA 2.75% 6/12/2032 (b) | EUR | 400000 | 450394 |
| La Banque Postale SA 0.75% 8/2/2032 (b)(c) | EUR | 100000 | 111785 |
| La Banque Postale SA 1% 2/9/2028 (b)(c) | EUR | 400000 | 453921 |
| La Banque Postale SA 3.5% 6/13/2030 (b) | EUR | 200000 | 232019 |
| La Banque Postale SA 5.625% 9/21/2028 (b)(c) | GBP | 100000 | 132764 |
| SFIL SA 0.05% 6/4/2029 (b) | EUR | 400000 | 420560 |
| SFIL SA 0.25% 12/1/2031 (b) | EUR | 200000 | 194388 |
| SFIL SA 3.125% 9/17/2029 (b) | EUR | 100000 | 115568 |
| Societe Generale SA 0.875% 9/22/2028 (b)(c) | EUR | 500000 | 557904 |
| Societe Generale SA 0.875% 9/24/2029 (b) | EUR | 100000 | 105505 |
| Societe Generale SA 1.125% 6/30/2031 (b)(c) | EUR | 200000 | 229756 |
| Societe Generale SA 1.25% 12/7/2027 (b) | GBP | 300000 | 372422 |
| Societe Generale SA 1.25% 6/12/2030 (b) | EUR | 200000 | 209776 |
| Societe Generale SA 1.75% 3/22/2029 (b) | EUR | 200000 | 219334 |
| Societe Generale SA 3.875% 11/20/2035 (b)(c) | EUR | 100000 | 113346 |
| Societe Generale SA 4.25% 11/16/2032 (b) | EUR | 100000 | 120044 |
| Societe Generale SA 4.25% 12/6/2030 (b)(c) | EUR | 200000 | 235104 |
| Societe Generale SA 5.25% 9/6/2032 (b)(c) | EUR | 200000 | 236466 |
| Societe Generale SA 5.637% 9/9/2032 (b)(c) | GBP | 200000 | 263324 |
|  |  |  | 31385861 |
| Capital Markets - 0.1% |  |  |  |
| Bpifrance SACA 0.05% 9/26/2029 (b) | EUR | 600000 | 623520 |
| Bpifrance SACA 0.25% 3/29/2030 (b) | EUR | 100000 | 103006 |
| Bpifrance SACA 2.125% 11/29/2027 (b) | EUR | 200000 | 228147 |
| Bpifrance SACA 3.125% 7/1/2033 (b) | EUR | 500000 | 560718 |
|  |  |  | 1515391 |
| Financial Services - 0.6% |  |  |  |
| Arkea Home Loans SFH SA 3.072% 2/7/2034 (b) | EUR | 100000 | 112873 |
| Arkea Home Loans SFH SA 3.25% 8/1/2033 (b) | EUR | 100000 | 114658 |
| BPCE SFH SA 0.01% 10/16/2028 (b) | EUR | 500000 | 536831 |
| BPCE SFH SA 3.25% 6/26/2035 (b) | EUR | 200000 | 226516 |
| BPCE SFH SA 3.375% 6/27/2033 (b) | EUR | 400000 | 463092 |
| Caisse de Refinancement de l'Habitat SA 0.01% 10/8/2029 (b) | EUR | 600000 | 625139 |
| Caisse de Refinancement de l'Habitat SA 2.75% 4/12/2028 (b) | EUR | 100000 | 115197 |
| Caisse de Refinancement de l'Habitat SA 2.875% 3/25/2031 (b) | EUR | 300000 | 342724 |
| Caisse de Refinancement de l'Habitat SA 3% 4/25/2033 (b) | EUR | 100000 | 113303 |
| Caisse de Refinancement de l'Habitat SA 3.125% 6/3/2036 (b) | EUR | 100000 | 111548 |
| Caisse Francaise de Financement Local SA 0.125% 2/15/2036 (b) | EUR | 900000 | 747149 |
| Caisse Francaise de Financement Local SA 0.125% 6/30/2031 (b) | EUR | 1200000 | 1182727 |
| Caisse Francaise de Financement Local SA 1.5% 6/28/2038 (b) | EUR | 100000 | 90346 |
| Edenred SE 3.625% 6/13/2031 (b) | EUR | 100000 | 114721 |
| UNEDIC ASSEO 0% 11/25/2028 (b) | EUR | 200000 | 214343 |
| UNEDIC ASSEO 0.25% 11/25/2029 (b) | EUR | 600000 | 628671 |
| UNEDIC ASSEO 0.25% 7/16/2035 (b) | EUR | 400000 | 339418 |
| UNEDIC ASSEO 0.875% 5/25/2028 (b) | EUR | 400000 | 443557 |
| UNEDIC ASSEO 1.25% 10/21/2027 (b) | EUR | 100000 | 112887 |
| UNEDIC ASSEO 1.5% 4/20/2032 (b) | EUR | 100000 | 104367 |
| UNEDIC ASSEO 1.75% 11/25/2032 (b) | EUR | 500000 | 523338 |
|  |  |  | 7263405 |
| Insurance - 0.2% |  |  |  |
| AXA SA 1.875% 7/10/2042 (b)(c) | EUR | 253000 | 257141 |
| AXA SA 3.375% 7/6/2047 (b)(c) | EUR | 100000 | 115383 |
| CNP Assurances SA 1.25% 1/27/2029 (b) | EUR | 300000 | 325537 |
| CNP Assurances SA 2.5% 6/30/2051 (b)(c) | EUR | 100000 | 107200 |
| Credit Agricole Assurances SA 1.5% 10/6/2031 (b) | EUR | 100000 | 101968 |
| Credit Agricole Assurances SA 2% 7/17/2030 (b) | EUR | 200000 | 213282 |
| Credit Agricole Assurances SA 5.875% 10/25/2033 (b) | EUR | 100000 | 126655 |
| Groupe des Assurances du Credit Mutuel SADIR 3.75% 4/30/2029 (b) | EUR | 400000 | 465730 |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal 0.625% 6/21/2027 (b) | EUR | 700000 | 782678 |
|  |  |  | 2495574 |
| TOTAL FINANCIALS |  |  | 42660231 |
| Health Care - 0.1% |  |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |  |
| EssilorLuxottica SA 0.5% 6/5/2028 (b) | EUR | 600000 | 657947 |
| Industrials - 0.7% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Airbus SE 2.375% 6/9/2040 (b) | EUR | 166000 | 156626 |
| Building Products - 0.0% |  |  |  |
| Cie de Saint-Gobain SA 3.375% 4/8/2030 (b) | EUR | 200000 | 230004 |
| Cie de Saint-Gobain SA 3.625% 4/8/2034 (b) | EUR | 100000 | 113536 |
| Cie de Saint-Gobain SA 3.875% 11/29/2030 (b) | EUR | 200000 | 234101 |
|  |  |  | 577641 |
| Construction & Engineering - 0.1% |  |  |  |
| Bouygues SA 0.5% 2/11/2030 (b) | EUR | 100000 | 103992 |
| Bouygues SA 2.25% 6/29/2029 (b) | EUR | 500000 | 558405 |
| Bouygues SA 3.25% 6/30/2037 (b) | EUR | 100000 | 108889 |
| Bouygues SA 4.625% 6/7/2032 (b) | EUR | 100000 | 121630 |
|  |  |  | 892916 |
| Electrical Equipment - 0.0% |  |  |  |
| Legrand SA 0.375% 10/6/2031 (b) | EUR | 200000 | 194771 |
| Ground Transportation - 0.4% |  |  |  |
| Ayvens SA 4% 7/5/2027 (b) | EUR | 200000 | 233760 |
| SNCF Reseau 0.75% 5/25/2036 (b) | EUR | 300000 | 254366 |
| SNCF Reseau 0.875% 1/22/2029 (b) | EUR | 1000000 | 1085392 |
| SNCF Reseau 1.125% 5/19/2027 (b) | EUR | 1100000 | 1247240 |
| Societe Nationale SNCF SACA 0.625% 4/17/2030 (b) | EUR | 500000 | 521864 |
| Societe Nationale SNCF SACA 3.125% 11/2/2027 (b) | EUR | 500000 | 580414 |
| Societe Nationale SNCF SACA 3.125% 5/25/2034 (b) | EUR | 300000 | 331963 |
|  |  |  | 4254999 |
| Transportation Infrastructure - 0.2% |  |  |  |
| Aeroports de Paris SA 1% 1/5/2029 (b) | EUR | 600000 | 650011 |
| APRR SA 1.875% 1/6/2031 (b) | EUR | 200000 | 215636 |
| Autoroutes du Sud de la France SA 2.75% 9/2/2032 (b) | EUR | 300000 | 328626 |
| La Poste SA 1.375% 4/21/2032 (b) | EUR | 400000 | 406718 |
|  |  |  | 1600991 |
| TOTAL INDUSTRIALS |  |  | 7677944 |
| Information Technology - 0.1% |  |  |  |
| IT Services - 0.1% |  |  |  |
| Capgemini SE 1.125% 6/23/2030 (b) | EUR | 100000 | 103896 |
| Capgemini SE 2% 4/15/2029 (b) | EUR | 500000 | 551228 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 655124 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Air Liquide Finance SA 3.5% 11/5/2037 (b) | EUR | 100000 | 110319 |
| Air Liquide Finance SA 3.5% 3/21/2035 (b) | EUR | 100000 | 113626 |
| Arkema SA 0.75% 12/3/2029 (b) | EUR | 100000 | 105102 |
| Arkema SA 3.5% 9/9/2033 (b) | EUR | 100000 | 110919 |
| TOTAL MATERIALS |  |  | 439966 |
| Real Estate - 0.2% |  |  |  |
| Diversified REITs - 0.0% |  |  |  |
| Covivio SA/France 1.625% 6/23/2030 (b) | EUR | 200000 | 210885 |
| ICADE 1.625% 2/28/2028 (b) | EUR | 300000 | 333222 |
|  |  |  | 544107 |
| Office REITs - 0.0% |  |  |  |
| Gecina SA 1.375% 1/26/2028 (b) | EUR | 200000 | 222756 |
| Gecina SA 3.375% 8/4/2035 (b) | EUR | 100000 | 108674 |
|  |  |  | 331430 |
| Retail REITs - 0.2% |  |  |  |
| Klepierre SA 0.875% 2/17/2031 (b) | EUR | 100000 | 100248 |
| Klepierre SA 3.875% 9/23/2033 (b) | EUR | 100000 | 114095 |
| Unibail-Rodamco-Westfield SE 0.75% 10/25/2028 (b) | EUR | 500000 | 541547 |
| Unibail-Rodamco-Westfield SE 1% 2/27/2027 (b) | EUR | 600000 | 681289 |
| Unibail-Rodamco-Westfield SE 1.5% 5/29/2029 (b) | EUR | 120000 | 129719 |
| Unibail-Rodamco-Westfield SE 1.75% 7/1/2049 (b) | EUR | 100000 | 64258 |
| Unibail-Rodamco-Westfield SE 3.5% 9/11/2029 (b) | EUR | 400000 | 459534 |
|  |  |  | 2090690 |
| TOTAL REAL ESTATE |  |  | 2966227 |
| Utilities - 0.5% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| Coentreprise de Transport d'Electricite SA 1.5% 7/29/2028 (b) | EUR | 100000 | 110966 |
| Electricite de France SA 1% 11/29/2033 (b) | EUR | 100000 | 93592 |
| Electricite de France SA 2% 12/9/2049 (b) | EUR | 400000 | 274649 |
| Electricite de France SA 5.5% 1/25/2035 (b) | GBP | 300000 | 380078 |
| Electricite de France SA 6.5% 11/8/2064 (b) | GBP | 100000 | 122242 |
| RTE Reseau de Transport d'Electricite SADIR 0% 9/9/2027 (b) | EUR | 1200000 | 1328935 |
| RTE Reseau de Transport d'Electricite SADIR 0.625% 7/8/2032 (b) | EUR | 500000 | 481723 |
| RTE Reseau de Transport d'Electricite SADIR 3.5% 4/30/2033 (b) | EUR | 100000 | 113639 |
|  |  |  | 2905824 |
| Multi-Utilities - 0.3% |  |  |  |
| Engie SA 0.375% 10/26/2029 (b) | EUR | 700000 | 730924 |
| Engie SA 1.25% 10/24/2041 (b) | EUR | 300000 | 221084 |
| Engie SA 1.75% 3/27/2028 (b) | EUR | 1000000 | 1125942 |
| Engie SA 1.875% 9/19/2033 (b) | EUR | 100000 | 100588 |
| Engie SA 3.875% 3/6/2036 (b) | EUR | 100000 | 114175 |
| Engie SA 4.25% 1/11/2043 (b) | EUR | 100000 | 110854 |
| Engie SA 5.625% 4/3/2053 (b) | GBP | 100000 | 114543 |
| Veolia Environnement SA 0.664% 1/15/2031 (b) | EUR | 100000 | 100396 |
| Veolia Environnement SA 1.25% 4/15/2028 (b) | EUR | 100000 | 110877 |
| Veolia Environnement SA 1.25% 5/14/2035 (b) | EUR | 100000 | 91817 |
| Veolia Environnement SA 1.625% 9/17/2030 (b) | EUR | 200000 | 212305 |
| Veolia Environnement SA 3.324% 6/17/2032 (b) | EUR | 100000 | 112791 |
|  |  |  | 3146296 |
| Water Utilities - 0.0% |  |  |  |
| Suez SACA 1.875% 5/24/2027 (b) | EUR | 100000 | 113951 |
| Suez SACA 2.375% 5/24/2030 (b) | EUR | 200000 | 220214 |
| Suez SACA 2.875% 5/24/2034 (b) | EUR | 100000 | 105727 |
| Suez SACA 4.625% 11/3/2028 (b) | EUR | 100000 | 118769 |
|  |  |  | 558661 |
| TOTAL UTILITIES |  |  | 6610781 |
| TOTAL FRANCE |  |  | 67102083 |
| GERMANY - 3.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Deutsche Telekom AG 1.375% 7/5/2034 (b) | EUR | 240000 | 233370 |
| Deutsche Telekom AG 1.75% 12/9/2049 (b) | EUR | 50000 | 35905 |
| Deutsche Telekom AG 3.125% 2/6/2034 (b) | GBP | 60000 | 68449 |
| Deutsche Telekom AG 3.25% 3/20/2036 (b) | EUR | 180000 | 199622 |
| TOTAL COMMUNICATION SERVICES |  |  | 537346 |
| Consumer Discretionary - 0.4% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch GmbH 4% 6/2/2035 (b) | EUR | 100000 | 114991 |
| Robert Bosch GmbH 4.375% 6/2/2043 (b) | EUR | 100000 | 110634 |
|  |  |  | 225625 |
| Automobiles - 0.4% |  |  |  |
| BMW Canada Inc 3.7% 9/5/2029  | CAD | 360000 | 257942 |
| BMW Finance NV 1.5% 2/6/2029 (b) | EUR | 86000 | 94873 |
| BMW Finance NV 3.25% 7/22/2030 (b) | EUR | 350000 | 404644 |
| BMW Finance NV 3.75% 11/20/2034 (b) | EUR | 200000 | 229604 |
| BMW US Capital LLC 3.375% 2/2/2034 (b) | EUR | 100000 | 111615 |
| Mercedes-Benz Finance Canada Inc 4.7% 10/10/2030 (b) | GBP | 200000 | 259268 |
| Mercedes-Benz Group AG 1.125% 8/8/2034 (b) | EUR | 267000 | 251797 |
| Mercedes-Benz Group AG 1.5% 7/3/2029 (b) | EUR | 44000 | 48097 |
| Mercedes-Benz Group AG 2.375% 5/22/2030 (b) | EUR | 100000 | 111593 |
| Mercedes-Benz International Finance BV 3.25% 9/15/2027 (b) | EUR | 410000 | 474111 |
| Volkswagen Financial Services NV 3.25% 4/13/2027 (b) | GBP | 200000 | 259477 |
| Volkswagen Financial Services NV 5.25% 7/14/2031 (b) | GBP | 600000 | 778124 |
| Volkswagen International Finance NV 1.625% 1/16/2030 (b) | EUR | 45000 | 48196 |
| Volkswagen International Finance NV 3.25% 11/18/2030 (b) | EUR | 200000 | 224646 |
| Volkswagen International Finance NV 4.125% 11/16/2038 (b) | EUR | 200000 | 221605 |
|  |  |  | 3775592 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 4001217 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vier Gas Transport GmbH 1.5% 9/25/2028 (b) | EUR | 100000 | 111138 |
| Vier Gas Transport GmbH 3.375% 11/11/2031 (b) | EUR | 100000 | 113778 |
| TOTAL ENERGY |  |  | 224916 |
| Financials - 2.2% |  |  |  |
| Banks - 0.6% |  |  |  |
| Commerzbank AG 0.01% 3/11/2030  | EUR | 183000 | 188590 |
| Commerzbank AG 1.25% 1/9/2034  | EUR | 58000 | 58243 |
| Commerzbank AG 1.375% 12/29/2031 (b)(c) | EUR | 300000 | 343713 |
| Commerzbank AG 1.5% 8/28/2028 (b) | EUR | 100000 | 111765 |
| Commerzbank AG 1.875% 2/28/2028 (b) | EUR | 700000 | 789016 |
| Commerzbank AG 2.75% 1/9/2031 (b) | EUR | 860000 | 981743 |
| Commerzbank AG 3.125% 6/6/2030 (b)(c) | EUR | 200000 | 227570 |
| Commerzbank AG 4.125% 6/30/2037 (b)(c) | EUR | 100000 | 113408 |
| Commerzbank AG 4.625% 3/21/2028 (b)(c) | EUR | 300000 | 351700 |
| Hamburg Commercial Bank AG 4.875% 3/30/2027 (b) | EUR | 270000 | 317454 |
| Investitionsbank Berlin 0.01% 7/15/2027  | EUR | 500000 | 558187 |
| Landesbank Baden-Wuerttemberg 0.25% 5/19/2033 (b) | EUR | 1020000 | 963059 |
| Landesbank Baden-Wuerttemberg 0.375% 5/7/2029 (b) | EUR | 100000 | 104899 |
| Landesbank Baden-Wuerttemberg 3% 4/26/2027 (b) | EUR | 200000 | 231788 |
| Lloyds Bank GmbH 2.875% 9/9/2032 (b) | EUR | 300000 | 340392 |
| Muenchener Hypothekenbank eG 1.875% 8/25/2032 (b) | EUR | 60000 | 64623 |
| NRW Bank 0.5% 6/17/2041 (b) | EUR | 50000 | 36303 |
| NRW Bank 0.875% 4/12/2034  | EUR | 387000 | 374351 |
| NRW Bank 1.625% 8/3/2032 (b) | EUR | 740000 | 785831 |
| UniCredit Bank GmbH 0.25% 1/15/2032 (b) | EUR | 39000 | 38289 |
| UniCredit Bank GmbH 0.375% 1/17/2033 (b) | EUR | 200000 | 191557 |
| UniCredit Bank GmbH 0.85% 5/22/2034 (b) | EUR | 102000 | 97010 |
|  |  |  | 7269491 |
| Capital Markets - 0.1% |  |  |  |
| Deutsche Bank AG 1.375% 2/17/2032 (b)(c) | EUR | 200000 | 205541 |
| Deutsche Bank AG 1.875% 2/23/2028 (b)(c) | EUR | 200000 | 228556 |
| Deutsche Bank AG 3.25% 5/24/2028 (b)(c) | EUR | 100000 | 115508 |
| Deutsche Bank AG 3.375% 2/13/2031 (b)(c) | EUR | 200000 | 226944 |
| Deutsche Bank AG 4% 6/24/2032 (b)(c) | EUR | 100000 | 115637 |
| Deutsche Bank AG 4.125% 4/4/2030 (b)(c) | EUR | 200000 | 233662 |
| Deutsche Bank AG 6.125% 12/12/2030 (b)(c) | GBP | 300000 | 405784 |
| Deutsche Boerse AG 0.125% 2/22/2031 (b) | EUR | 100000 | 99019 |
| Deutsche Boerse AG 1.5% 4/4/2032 (b) | EUR | 100000 | 103527 |
|  |  |  | 1734178 |
| Consumer Finance - 0.1% |  |  |  |
| Grenke Finance PLC 5.75% 7/6/2029 (b) | EUR | 100000 | 121425 |
| Volkswagen Financial Services AG 0.375% 2/12/2030 (b) | EUR | 70000 | 71515 |
| Volkswagen Financial Services AG 0.875% 1/31/2028 (b) | EUR | 630000 | 695760 |
| Volkswagen Financial Services AG 3.375% 4/6/2028 (b) | EUR | 32000 | 37001 |
|  |  |  | 925701 |
| Financial Services - 1.3% |  |  |  |
| Aareal Bank AG 0.01% 2/1/2028 (b) | EUR | 100000 | 109604 |
| Aareal Bank AG 3% 8/5/2031 (b) | EUR | 280000 | 320295 |
| Free and Hanseatic City of Hamburg 0.25% 2/18/2041 (b) | EUR | 190000 | 135620 |
| Free and Hanseatic City of Hamburg 1.2% 6/3/2033 (b) | EUR | 390000 | 395042 |
| KfW 0% 9/15/2028 (b) | EUR | 442000 | 478353 |
| KfW 0% 9/17/2030 (b) | EUR | 261000 | 266239 |
| KfW 0.01% 5/5/2027 (b) | EUR | 38000 | 42712 |
| KfW 0.05% 9/29/2034 (b) | EUR | 1284000 | 1146266 |
| KfW 0.625% 1/7/2028  | EUR | 1834000 | 2047255 |
| KfW 0.625% 2/22/2027  | EUR | 283000 | 321658 |
| KfW 0.75% 12/7/2027 (b) | GBP | 320000 | 398507 |
| KfW 0.75% 6/28/2028  | EUR | 72000 | 79731 |
| KfW 0.875% 7/4/2039 (b) | EUR | 110000 | 92812 |
| KfW 1.375% 2/2/2028 (b) | SEK | 310000 | 31942 |
| KfW 2.375% 4/11/2028 (b) | EUR | 2010000 | 2308161 |
| KfW 2.625% 1/10/2034 (b) | EUR | 420000 | 470627 |
| KfW 2.75% 2/14/2033 (b) | EUR | 2470000 | 2806841 |
| KfW 2.875% 12/28/2029 (b) | EUR | 740000 | 857455 |
| KfW 4.45% 1/16/2030  | AUD | 690000 | 467682 |
| Landwirtschaftliche Rentenbank 0.05% 1/31/2031 (b) | EUR | 480000 | 483718 |
| Landwirtschaftliche Rentenbank 0.05% 12/18/2029 (b) | EUR | 42000 | 43808 |
| Landwirtschaftliche Rentenbank 0.875% 12/15/2026 (b) | GBP | 19000 | 24560 |
| Landwirtschaftliche Rentenbank 2.6% 3/23/2027 (b) | AUD | 60000 | 40519 |
| Landwirtschaftliche Rentenbank 2.625% 7/8/2032 (b) | EUR | 830000 | 938931 |
| Landwirtschaftliche Rentenbank 4% 1/19/2028  | AUD | 350000 | 237592 |
| Volkswagen Leasing GmbH 0.625% 7/19/2029 (b) | EUR | 50000 | 52186 |
| Volkswagen Leasing GmbH 4% 4/11/2031 (b) | EUR | 290000 | 337869 |
|  |  |  | 14935985 |
| Insurance - 0.1% |  |  |  |
| Allianz Finance II BV 1.5% 1/15/2030 (b) | EUR | 200000 | 217926 |
| Allianz SE 1.301% 9/25/2049 (b)(c) | EUR | 400000 | 425451 |
| Allianz SE 4.252% 7/5/2052 (b)(c) | EUR | 200000 | 232137 |
| Hannover Rueck SE 1.75% 10/8/2040 (b)(c) | EUR | 200000 | 211018 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1% 5/26/2042 (b)(c) | EUR | 200000 | 194854 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1.25% 5/26/2041 (b)(c) | EUR | 200000 | 204216 |
|  |  |  | 1485602 |
| TOTAL FINANCIALS |  |  | 26350957 |
| Health Care - 0.0% |  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Sartorius Finance BV 4.5% 9/14/2032 (b) | EUR | 100000 | 118719 |
| Pharmaceuticals - 0.0% |  |  |  |
| Bayer AG 1.375% 7/6/2032 (b) | EUR | 300000 | 298437 |
| Bayer AG 4.625% 5/26/2033 (b) | EUR | 120000 | 143885 |
|  |  |  | 442322 |
| TOTAL HEALTH CARE |  |  | 561041 |
| Industrials - 0.3% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.375% 7/3/2033 (b) | EUR | 100000 | 114644 |
| Deutsche Post AG 3.5% 3/25/2036 (b) | EUR | 150000 | 169455 |
| Deutsche Post AG 3.75% 11/25/2037 (b) | EUR | 70000 | 79464 |
|  |  |  | 363563 |
| Electrical Equipment - 0.1% |  |  |  |
| Eurogrid GmbH 0.741% 4/21/2033 (b) | EUR | 100000 | 93522 |
| Eurogrid GmbH 3.598% 2/1/2029 (b) | EUR | 600000 | 698467 |
| Eurogrid GmbH 3.732% 10/18/2035 (b) | EUR | 100000 | 112500 |
|  |  |  | 904489 |
| Ground Transportation - 0.0% |  |  |  |
| Deutsche Bahn AG 0.625% 12/8/2050 (b) | EUR | 144000 | 77547 |
| Deutsche Bahn AG 0.625% 4/15/2036 (b) | EUR | 260000 | 226101 |
| Deutsche Bahn AG 0.875% 6/23/2039 (b) | EUR | 198000 | 159605 |
|  |  |  | 463253 |
| Industrial Conglomerates - 0.2% |  |  |  |
| Siemens Financieringsmaatschappij NV 0.125% 9/5/2029 (b) | EUR | 24000 | 25082 |
| Siemens Financieringsmaatschappij NV 1.75% 2/28/2039 (b) | EUR | 23000 | 20550 |
| Siemens Financieringsmaatschappij NV 3% 11/22/2028 (b) | EUR | 500000 | 576415 |
| Siemens Financieringsmaatschappij NV 3% 9/8/2033 (b) | EUR | 100000 | 111962 |
| Siemens Financieringsmaatschappij NV 3.125% 5/22/2032 (b) | EUR | 200000 | 227309 |
| Siemens Financieringsmaatschappij NV 3.125% 5/27/2033 (b) | EUR | 200000 | 226299 |
| Siemens Financieringsmaatschappij NV 3.625% 2/24/2043 (b) | EUR | 100000 | 106249 |
| Siemens Financieringsmaatschappij NV 4% 5/27/2045 (b) | EUR | 100000 | 111092 |
|  |  |  | 1404958 |
| Machinery - 0.0% |  |  |  |
| Traton Finance Luxembourg SA 2.875% 8/26/2028 (b) | EUR | 400000 | 453171 |
| TOTAL INDUSTRIALS |  |  | 3589434 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| BASF SE 4.25% 3/8/2032 (b) | EUR | 200000 | 239007 |
| Construction Materials - 0.0% |  |  |  |
| Heidelberg Materials Finance Luxembourg SA 4.875% 11/21/2033 (b) | EUR | 100000 | 121833 |
| TOTAL MATERIALS |  |  | 360840 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Aroundtown SA 0.375% 4/15/2027 (b) | EUR | 200000 | 224380 |
| Aroundtown SA 1.45% 7/9/2028 (b) | EUR | 100000 | 109895 |
| Aroundtown SA 3.625% 4/10/2031 (b) | GBP | 120000 | 140953 |
| LEG Immobilien SE 0.75% 6/30/2031 (b) | EUR | 100000 | 97981 |
| LEG Immobilien SE 0.875% 1/17/2029 (b) | EUR | 200000 | 214794 |
| LEG Immobilien SE 0.875% 11/28/2027 (b) | EUR | 100000 | 111112 |
| Vonovia SE 0.625% 10/7/2027 (b) | EUR | 200000 | 222760 |
| Vonovia SE 0.75% 9/1/2032 (b) | EUR | 100000 | 94804 |
| Vonovia SE 1% 1/28/2041 (b) | EUR | 100000 | 68951 |
| Vonovia SE 1% 6/16/2033 (b) | EUR | 400000 | 373106 |
| Vonovia SE 1.5% 6/14/2041 (b) | EUR | 100000 | 74150 |
| Vonovia SE 4.5% 11/12/2040 (b) | EUR | 100000 | 110516 |
| TOTAL REAL ESTATE |  |  | 1843402 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| Amprion GmbH 0.625% 9/23/2033 (b) | EUR | 200000 | 183324 |
| Amprion GmbH 3.45% 9/22/2027 (b) | EUR | 100000 | 115980 |
| Amprion GmbH 3.971% 9/22/2032 (b) | EUR | 200000 | 234335 |
| Amprion GmbH 4.125% 9/7/2034 (b) | EUR | 100000 | 116679 |
| E.ON International Finance BV 1.5% 7/31/2029 (b) | EUR | 115000 | 125527 |
| E.ON International Finance BV 3.5% 9/3/2035 (b) | EUR | 300000 | 336093 |
| E.ON International Finance BV 5.75% 2/14/2033 (b) | EUR | 130000 | 168429 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(c) | EUR | 100000 | 108450 |
| EnBW International Finance BV 0.5% 3/1/2033 (b) | EUR | 391000 | 366385 |
| EnBW International Finance BV 3.75% 11/20/2035 (b) | EUR | 120000 | 137365 |
|  |  |  | 1892567 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| RWE AG 2.75% 5/24/2030 (b) | EUR | 120000 | 135947 |
| Multi-Utilities - 0.1% |  |  |  |
| E.ON SE 0.35% 2/28/2030 (b) | EUR | 190000 | 196065 |
| E.ON SE 0.75% 2/20/2028 (b) | EUR | 99000 | 109541 |
| E.ON SE 0.875% 10/18/2034 (b) | EUR | 117000 | 106720 |
| E.ON SE 0.875% 8/20/2031 (b) | EUR | 200000 | 201653 |
| E.ON SE 3.5% 1/12/2028 (b) | EUR | 140000 | 162906 |
| E.ON SE 4.125% 3/25/2044 (b) | EUR | 110000 | 124006 |
| E.ON SE 5.461% 10/21/2035 (b) | AUD | 260000 | 169994 |
|  |  |  | 1070885 |
| TOTAL UTILITIES |  |  | 3099399 |
| TOTAL GERMANY |  |  | 40568552 |
| GREECE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Eurobank SA 3.25% 3/12/2030 (b)(c) | EUR | 260000 | 295538 |
| HONG KONG - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Hongkong & Shanghai Banking Corp Ltd-The-/Sydney 5.1% 3/3/2028 (b) | AUD | 250000 | 172046 |
| IRELAND - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| AIB Group PLC 4.625% 5/20/2035 (b)(c) | EUR | 110000 | 128895 |
| AIB Group PLC 4.625% 7/23/2029 (b)(c) | EUR | 250000 | 296144 |
| Bank of Ireland Group PLC 0.375% 5/10/2027 (b)(c) | EUR | 140000 | 161450 |
| Bank of Ireland Group PLC 1.375% 8/11/2031 (b)(c) | EUR | 100000 | 115354 |
| Bank of Ireland Group PLC 3.625% 5/19/2032 (b)(c) | EUR | 170000 | 195842 |
| TOTAL FINANCIALS |  |  | 897685 |
| Materials - 0.0% |  |  |  |
| Containers & Packaging - 0.0% |  |  |  |
| Smurfit Kappa Treasury ULC 1% 9/22/2033 (b) | EUR | 100000 | 93492 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| ESB Finance DAC 1.125% 6/11/2030 (b) | EUR | 135000 | 142003 |
| ESB Finance DAC 1.875% 7/21/2035 (b) | GBP | 130000 | 125965 |
| ESB Finance DAC 4% 10/3/2028 (b) | EUR | 250000 | 293279 |
| TOTAL UTILITIES |  |  | 561247 |
| TOTAL IRELAND |  |  | 1552424 |
| ITALY - 0.9%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Eni SpA 3.625% 5/19/2027 (b) | EUR | 100000 | 116230 |
| Eni SpA 4.25% 5/19/2033 (b) | EUR | 290000 | 346180 |
| TOTAL ENERGY |  |  | 462410 |
| Financials - 0.5% |  |  |  |
| Banks - 0.4% |  |  |  |
| Credit Agricole Italia SpA 0.375% 1/20/2032 (b) | EUR | 200000 | 196555 |
| Credit Agricole Italia SpA 3.5% 1/15/2030 (b) | EUR | 400000 | 469488 |
| Iccrea Banca SpA 3.5% 6/5/2034 (b) | EUR | 120000 | 139230 |
| Iccrea Banca SpA 4% 11/8/2027 (b) | EUR | 140000 | 164429 |
| Intesa Sanpaolo SpA 0.75% 3/16/2028 (b) | EUR | 360000 | 396869 |
| Intesa Sanpaolo SpA 2.5% 1/15/2030 (b) | GBP | 100000 | 120490 |
| Intesa Sanpaolo SpA 2.925% 10/14/2030 (b) | EUR | 230000 | 257943 |
| Intesa Sanpaolo SpA 4.875% 5/19/2030 (b) | EUR | 200000 | 243415 |
| Intesa Sanpaolo SpA 5.125% 8/29/2031 (b) | EUR | 100000 | 124030 |
| Intesa Sanpaolo SpA 6.625% 5/31/2033 (b) | GBP | 140000 | 195888 |
| Mediobanca Banca di Credito Finanziario SpA 2.375% 6/30/2027 (b) | EUR | 160000 | 183972 |
| Mediobanca Banca di Credito Finanziario SpA 2.625% 8/5/2030 (b) | EUR | 210000 | 237905 |
| Mediobanca Banca di Credito Finanziario SpA 4.625% 2/7/2029 (b)(c) | EUR | 200000 | 235557 |
| Mediobanca Banca di Credito Finanziario SpA 4.75% 3/14/2028 (b)(c) | EUR | 100000 | 117174 |
| UniCredit SpA 0.85% 1/19/2031 (b) | EUR | 340000 | 347583 |
| UniCredit SpA 2.2% 7/22/2027 (b)(c) | EUR | 490000 | 565785 |
| UniCredit SpA 2.731% 1/15/2032 (b)(c) | EUR | 400000 | 459285 |
| UniCredit SpA 3.2% 9/22/2031 (b)(c) | EUR | 330000 | 372217 |
| UniCredit SpA 4.3% 1/23/2031 (b)(c) | EUR | 230000 | 271485 |
| UniCredit SpA 4.45% 2/16/2029 (b)(c) | EUR | 320000 | 376338 |
|  |  |  | 5475638 |
| Insurance - 0.1% |  |  |  |
| Generali 1.713% 6/30/2032 (b) | EUR | 100000 | 101472 |
| Generali 2.124% 10/1/2030 (b) | EUR | 130000 | 140109 |
| Generali 2.429% 7/14/2031 (b) | EUR | 290000 | 312190 |
| Generali 5.5% 10/27/2047 (b)(c) | EUR | 100000 | 118117 |
|  |  |  | 671888 |
| TOTAL FINANCIALS |  |  | 6147526 |
| Industrials - 0.1% |  |  |  |
| Transportation Infrastructure - 0.1% |  |  |  |
| Autostrade per l'Italia SpA 1.875% 9/26/2029 (b) | EUR | 460000 | 502661 |
| Autostrade per l'Italia SpA 2% 12/4/2028 (b) | EUR | 200000 | 222258 |
| Autostrade per l'Italia SpA 2.25% 1/25/2032 (b) | EUR | 100000 | 105868 |
| TOTAL INDUSTRIALS |  |  | 830787 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| ENEL Finance International NV 0.375% 6/17/2027 (b) | EUR | 220000 | 246482 |
| ENEL Finance International NV 0.75% 6/17/2030 (b) | EUR | 110000 | 113675 |
| ENEL Finance International NV 0.875% 1/17/2031 (b) | EUR | 170000 | 173528 |
| ENEL Finance International NV 0.875% 9/28/2034 (b) | EUR | 100000 | 90049 |
| ENEL Finance International NV 2.875% 4/11/2029 (b) | GBP | 636000 | 789033 |
| ENEL Finance International NV 4% 2/20/2031 (b) | EUR | 410000 | 482773 |
| Terna - Rete Elettrica Nazionale 0.375% 6/23/2029 (b) | EUR | 120000 | 126323 |
| Terna - Rete Elettrica Nazionale 1.375% 7/26/2027 (b) | EUR | 150000 | 169678 |
| Terna - Rete Elettrica Nazionale 3.125% 2/17/2032 (b) | EUR | 160000 | 180382 |
|  |  |  | 2371923 |
| Gas Utilities - 0.1% |  |  |  |
| Italgas SpA 1% 12/11/2031 (b) | EUR | 210000 | 210458 |
| Snam SpA 0.75% 6/20/2029 (b) | EUR | 420000 | 448545 |
| Snam SpA 3.25% 7/1/2032 (b) | EUR | 110000 | 123909 |
| Snam SpA 3.875% 2/19/2034 (b) | EUR | 100000 | 115311 |
|  |  |  | 898223 |
| Multi-Utilities - 0.0% |  |  |  |
| A2A SpA 0.625% 7/15/2031 (b) | EUR | 140000 | 139020 |
| ACEA SpA 1.5% 6/8/2027 (b) | EUR | 217000 | 246351 |
| Hera SpA 0.875% 7/5/2027 (b) | EUR | 190000 | 213809 |
|  |  |  | 599180 |
| TOTAL UTILITIES |  |  | 3869326 |
| TOTAL ITALY |  |  | 11310049 |
| JAPAN - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NTT Finance Corp 3.678% 7/16/2033 (b) | EUR | 210000 | 240541 |
| NTT Finance Corp 4.091% 7/16/2037 (b) | EUR | 180000 | 206719 |
| TOTAL COMMUNICATION SERVICES |  |  | 447260 |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Development Bank of Japan Inc 3.125% 4/13/2028 (b) | EUR | 140000 | 162406 |
| Mitsubishi UFJ Financial Group Inc 3.556% 9/5/2032 (b)(c) | EUR | 220000 | 252044 |
| Mizuho Financial Group Inc 0.797% 4/15/2030 (b) | EUR | 470000 | 488127 |
| Mizuho Financial Group Inc 1.412% 7/13/2033  | JPY | 12000000 | 68883 |
| Mizuho Financial Group Inc 4.416% 5/20/2033 (b) | EUR | 100000 | 119116 |
| Mizuho Financial Group Inc 5.628% 6/13/2028 (b) | GBP | 380000 | 508721 |
| Sumitomo Mitsui Financial Group Inc 0.632% 10/23/2029 (b) | EUR | 210000 | 220486 |
| Sumitomo Mitsui Financial Group Inc 3.573% 5/28/2032 (b) | EUR | 120000 | 137200 |
|  |  |  | 1956983 |
| Consumer Finance - 0.0% |  |  |  |
| Toyota Motor Finance Netherlands BV 3.125% 7/11/2029 (b) | EUR | 280000 | 320323 |
| Toyota Motor Finance Netherlands BV 3.5% 1/13/2028 (b) | EUR | 300000 | 348540 |
|  |  |  | 668863 |
| TOTAL FINANCIALS |  |  | 2625846 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Takeda Pharmaceutical Co Ltd 2% 7/9/2040  | EUR | 157000 | 136475 |
| Industrials - 0.1% |  |  |  |
| Ground Transportation - 0.1% |  |  |  |
| East Japan Railway Co 1.104% 9/15/2039 (b) | EUR | 160000 | 128315 |
| East Japan Railway Co 1.162% 9/15/2028 (b) | GBP | 210000 | 254389 |
| East Japan Railway Co 3.533% 9/4/2036 (b) | EUR | 130000 | 145064 |
| East Japan Railway Co 3.727% 9/2/2037 (b) | EUR | 120000 | 135100 |
| TOTAL INDUSTRIALS |  |  | 662868 |
| TOTAL JAPAN |  |  | 3872449 |
| LUXEMBOURG - 0.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| SES SA 0.875% 11/4/2027 (b) | EUR | 330000 | 365585 |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| JAB Holdings BV 1% 7/14/2031 (b) | EUR | 100000 | 101136 |
| JAB Holdings BV 2.25% 12/19/2039 (b) | EUR | 100000 | 87168 |
| JAB Holdings BV 2.5% 6/25/2029 (b) | EUR | 100000 | 112172 |
| TOTAL FINANCIALS |  |  | 300476 |
| Real Estate - 0.2% |  |  |  |
| Industrial REITs - 0.1% |  |  |  |
| Prologis International Funding II SA 1.75% 3/15/2028 (b) | EUR | 514000 | 577291 |
| Prologis International Funding II SA 2.375% 11/14/2030 (b) | EUR | 230000 | 251110 |
| Prologis International Funding II SA 3.125% 6/1/2031 (b) | EUR | 120000 | 133784 |
|  |  |  | 962185 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Blackstone Property Partners Europe Holdings Sarl 1.25% 4/26/2027 (b) | EUR | 313000 | 353173 |
| CBRE Open-Ended Funds SCA SICAV-SIF 0.5% 1/27/2028 (b) | EUR | 200000 | 218142 |
| Logicor Financing Sarl 1.625% 7/15/2027 (b) | EUR | 290000 | 328620 |
| Logicor Financing Sarl 4.25% 7/18/2029 (b) | EUR | 220000 | 257189 |
| P3 Group Sarl 1.625% 1/26/2029 (b) | EUR | 220000 | 240043 |
|  |  |  | 1397167 |
| TOTAL REAL ESTATE |  |  | 2359352 |
| TOTAL LUXEMBOURG |  |  | 3025413 |
| MEXICO - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| America Movil SAB de CV 0.75% 6/26/2027  | EUR | 100000 | 112238 |
| America Movil SAB de CV 2.125% 3/10/2028  | EUR | 200000 | 226010 |
| TOTAL COMMUNICATION SERVICES |  |  | 338248 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos Mexicanos 4.75% 2/26/2029 (b) | EUR | 100000 | 114809 |
| TOTAL MEXICO |  |  | 453057 |
| MULTI-NATIONAL - 1.7%  |  |  |  |
| Financials - 1.7% |  |  |  |
| Banks - 1.4% |  |  |  |
| African Development Bank 0.875% 5/24/2028  | EUR | 87000 | 96519 |
| Asian Development Bank 1.95% 7/22/2032  | EUR | 610000 | 662406 |
| Asian Development Bank 3.3% 8/8/2028 (b) | AUD | 55000 | 36581 |
| Asian Development Bank 3.875% 7/22/2027  | GBP | 310000 | 407177 |
| Asian Development Bank 4.65% 2/16/2027  | CAD | 700000 | 511980 |
| Council Of Europe Development Bank 0% 4/9/2027 (b) | EUR | 33000 | 37149 |
| Council Of Europe Development Bank 1% 4/13/2029 (b) | EUR | 210000 | 229693 |
| Council Of Europe Development Bank 2.75% 6/19/2035 (b) | EUR | 190000 | 211434 |
| European Investment Bank 0% 6/17/2027  | EUR | 215000 | 240936 |
| European Investment Bank 0% 9/9/2030 (b) | EUR | 309000 | 315371 |
| European Investment Bank 0.01% 5/15/2041 (b) | EUR | 330000 | 224631 |
| European Investment Bank 0.05% 10/13/2034 (b) | EUR | 1677000 | 1501596 |
| European Investment Bank 0.05% 11/15/2029 (b) | EUR | 2750000 | 2885167 |
| European Investment Bank 0.125% 6/20/2029 (b) | EUR | 578000 | 614751 |
| European Investment Bank 0.25% 1/20/2032 (b) | EUR | 530000 | 525353 |
| European Investment Bank 0.75% 7/15/2027  | AUD | 340000 | 222663 |
| European Investment Bank 1% 4/14/2032 (b) | EUR | 736000 | 760058 |
| European Investment Bank 1.125% 4/13/2033 (b) | EUR | 265000 | 269905 |
| European Investment Bank 2.875% 6/18/2035 (b) | EUR | 2410000 | 2706813 |
| European Investment Bank 3.625% 1/12/2032 (b) | GBP | 550000 | 691751 |
| European Investment Bank 4.25% 3/19/2029  | AUD | 1060000 | 717203 |
| Inter-American Development Bank 3.15% 6/26/2029  | AUD | 120000 | 78244 |
| Inter-American Development Bank 3.875% 2/15/2029  | GBP | 130000 | 169285 |
| International Development Association 0% 7/15/2031 (b) | EUR | 110000 | 108726 |
| International Development Association 0.7% 1/17/2042 (b) | EUR | 297000 | 223531 |
| International Development Association 2.5% 5/28/2030 (b) | EUR | 480000 | 545765 |
| International Development Association 2.75% 9/3/2032 (b) | EUR | 1110000 | 1259428 |
| International Development Association 3.625% 10/28/2050 (b) | EUR | 60000 | 67483 |
| International Development Association 4.75% 10/14/2031 (b) | GBP | 230000 | 306617 |
|  |  |  | 16628216 |
| Financial Services - 0.3% |  |  |  |
| IBRD Discount Notes 0.01% 4/24/2028  | EUR | 687000 | 751016 |
| IBRD Discount Notes 1% 12/21/2029  | GBP | 248000 | 289790 |
| IBRD Discount Notes 1.2% 8/8/2034  | EUR | 403000 | 400131 |
| IBRD Discount Notes 1.25% 12/13/2028  | GBP | 100000 | 121684 |
| IBRD Discount Notes 3% 7/23/2035  | EUR | 660000 | 747690 |
| IBRD Discount Notes 3.3% 8/14/2028  | AUD | 210000 | 139655 |
| IBRD Discount Notes 3.45% 9/13/2038  | EUR | 140000 | 162055 |
| International Finance Corp 3.15% 6/26/2029 (b) | AUD | 90000 | 58805 |
| International Finance Corp 4.5% 10/2/2028  | GBP | 370000 | 489732 |
| International Finance Corp 4.5% 5/20/2030 (b) | AUD | 860000 | 581365 |
|  |  |  | 3741923 |
| TOTAL FINANCIALS |  |  | 20370139 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| EUROFIMA 0.15% 10/10/2034 (b) | EUR | 191000 | 169712 |
| TOTAL MULTI-NATIONAL |  |  | 20539851 |
| NETHERLANDS - 1.6%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Koninklijke KPN NV 3.875% 7/3/2031 (b) | EUR | 300000 | 351710 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Heineken NV 1.75% 5/7/2040 (b) | EUR | 160000 | 136097 |
| Heineken NV 3.872% 10/3/2037 (b) | EUR | 220000 | 247792 |
|  |  |  | 383889 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Koninklijke Ahold Delhaize NV 0.375% 3/18/2030 (b) | EUR | 120000 | 123931 |
| Food Products - 0.0% |  |  |  |
| JDE Peet's NV 0.5% 1/16/2029 (b) | EUR | 130000 | 137420 |
| Magnum Icc Finance BV 4% 11/26/2037 (b) | EUR | 100000 | 111040 |
|  |  |  | 248460 |
| TOTAL CONSUMER STAPLES |  |  | 756280 |
| Financials - 1.4% |  |  |  |
| Banks - 1.3% |  |  |  |
| ABN AMRO Bank NV 0.375% 1/14/2035 (b) | EUR | 300000 | 271188 |
| ABN AMRO Bank NV 0.5% 9/23/2029 (b) | EUR | 300000 | 313505 |
| ABN AMRO Bank NV 1.375% 1/12/2037 (b) | EUR | 400000 | 377540 |
| ABN AMRO Bank NV 2.625% 8/30/2027 (b) | EUR | 100000 | 115262 |
| ABN AMRO Bank NV 3.875% 1/15/2032 (b) | EUR | 100000 | 116017 |
| ABN AMRO Bank NV 4.375% 10/20/2028 (b) | EUR | 400000 | 472786 |
| ABN AMRO Bank NV 4.5% 11/21/2034 (b) | EUR | 100000 | 120136 |
| ABN AMRO Bank NV 5.125% 2/22/2033 (b)(c) | EUR | 200000 | 235845 |
| BNG Bank NV 0% 1/20/2031 (b) | EUR | 120000 | 120267 |
| BNG Bank NV 0.75% 1/24/2029 (b) | EUR | 2384000 | 2600597 |
| BNG Bank NV 3% 1/11/2033 (b) | EUR | 1290000 | 1481198 |
| BNG Bank NV 3.3% 7/17/2028 (b) | AUD | 1267000 | 840974 |
| Cooperatieve Rabobank UA 0.125% 12/1/2031 (b) | EUR | 100000 | 98346 |
| Cooperatieve Rabobank UA 0.625% 2/25/2033 (b) | EUR | 100000 | 94285 |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (b) | EUR | 100000 | 102373 |
| Cooperatieve Rabobank UA 1.875% 7/12/2028 (b)(c) | GBP | 200000 | 254394 |
| Cooperatieve Rabobank UA 3.064% 2/1/2034 (b) | EUR | 400000 | 458097 |
| Cooperatieve Rabobank UA 3.202% 5/6/2036 (b) | EUR | 400000 | 457242 |
| Cooperatieve Rabobank UA 4% 1/10/2030 (b) | EUR | 500000 | 589194 |
| ING Bank NV 0.75% 2/18/2029 (b) | EUR | 100000 | 108786 |
| ING Bank NV 2.5% 9/2/2030 (b) | EUR | 400000 | 452562 |
| ING Bank NV 2.625% 1/10/2028 (b) | EUR | 100000 | 115152 |
| ING Bank NV 3% 5/21/2034 (b) | EUR | 300000 | 341233 |
| ING Groep NV 0.25% 2/1/2030 (b)(c) | EUR | 200000 | 211216 |
| ING Groep NV 0.25% 2/18/2029 (b)(c) | EUR | 500000 | 545791 |
| ING Groep NV 1% 11/16/2032 (b)(c) | EUR | 500000 | 556080 |
| ING Groep NV 2.125% 5/26/2031 (b)(c) | EUR | 400000 | 462004 |
| ING Groep NV 3.5% 9/3/2030 (b)(c) | EUR | 300000 | 345754 |
| ING Groep NV 3.875% 8/20/2037 (b)(c) | EUR | 100000 | 112408 |
| ING Groep NV 4.75% 5/23/2034 (b)(c) | EUR | 200000 | 241938 |
| ING Groep NV 4.875% 11/14/2027 (b)(c) | EUR | 200000 | 233907 |
| ING Groep NV 4.875% 9/17/2032 (b)(c) | GBP | 400000 | 514969 |
| ING Groep NV 5% 2/20/2035 (b)(c) | EUR | 100000 | 119277 |
| Nationale-Nederlanden Bank NV/The Netherlands 1% 9/25/2028 (b) | EUR | 700000 | 771598 |
| Nationale-Nederlanden Bank NV/The Netherlands 3.25% 5/28/2027 (b) | EUR | 200000 | 232443 |
| Nederlandse Waterschapsbank NV 0.75% 10/4/2041 (b) | EUR | 748000 | 564096 |
| Nederlandse Waterschapsbank NV 3.3% 5/2/2029 (b) | AUD | 40000 | 26211 |
|  |  |  | 15074671 |
| Financial Services - 0.0% |  |  |  |
| EXOR NV 1.75% 1/18/2028 (b) | EUR | 170000 | 190712 |
| EXOR NV 3.75% 2/14/2033 (b) | EUR | 110000 | 125030 |
|  |  |  | 315742 |
| Insurance - 0.1% |  |  |  |
| ASR Nederland NV 3.375% 5/2/2049 (b)(c) | EUR | 100000 | 113810 |
| NN Group NV 4.625% 1/13/2048 (b)(c) | EUR | 180000 | 210941 |
|  |  |  | 324751 |
| TOTAL FINANCIALS |  |  | 15715164 |
| Health Care - 0.0% |  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Koninklijke Philips NV 2.125% 11/5/2029 (b) | EUR | 110000 | 121597 |
| Koninklijke Philips NV 3.25% 5/23/2030 (b) | EUR | 220000 | 251370 |
| TOTAL HEALTH CARE |  |  | 372967 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Royal Schiphol Group NV 2% 4/6/2029 (b) | EUR | 117000 | 130893 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Akzo Nobel NV 4% 5/24/2033 (b) | EUR | 120000 | 137015 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CTP NV 0.75% 2/18/2027 (b) | EUR | 108000 | 121968 |
| CTP NV 1.25% 6/21/2029 (b) | EUR | 220000 | 235376 |
| CTP NV 3.625% 3/10/2031 (b) | EUR | 120000 | 134967 |
| TOTAL REAL ESTATE |  |  | 492311 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Alliander NV 3% 5/6/2033 (b) | EUR | 230000 | 253939 |
| Enexis Holding NV 0.75% 7/2/2031 (b) | EUR | 100000 | 100478 |
| Enexis Holding NV 3.375% 11/13/2035 (b) | EUR | 100000 | 111492 |
| Tennet Netherlands BV 0.875% 6/16/2035 (b) | EUR | 574000 | 537797 |
|  |  |  | 1003706 |
| Gas Utilities - 0.0% |  |  |  |
| Nederlandse Gasunie NV 3.5% 4/23/2035 (b) | EUR | 140000 | 158214 |
| TOTAL UTILITIES |  |  | 1161920 |
| TOTAL NETHERLANDS |  |  | 19118260 |
| NEW ZEALAND - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Westpac Securities NZ Ltd/London 0.01% 6/8/2028 (b) | EUR | 998000 | 1083032 |
| NORWAY - 0.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telenor ASA 1.125% 5/31/2029 (b) | EUR | 557000 | 602955 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Equinor ASA 1.375% 5/22/2032 (b) | EUR | 241000 | 245966 |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| DNB Bank ASA 3.125% 9/21/2027 (b)(c) | EUR | 170000 | 196831 |
| DNB Bank ASA 4% 8/17/2027 (b)(c) | GBP | 100000 | 132063 |
| DNB Bank ASA 4.625% 11/1/2029 (b)(c) | EUR | 200000 | 238191 |
| SpareBank 1 Boligkreditt AS 0.01% 9/22/2027 (b) | EUR | 1151000 | 1277385 |
| SpareBank 1 Boligkreditt AS 2.375% 2/13/2030 (b) | EUR | 380000 | 429599 |
|  |  |  | 2274069 |
| Capital Markets - 0.0% |  |  |  |
| Kommunalbanken AS 0.05% 10/24/2029 (b) | EUR | 500000 | 521598 |
| TOTAL FINANCIALS |  |  | 2795667 |
| Information Technology - 0.0% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| Statkraft AS 3.5% 6/9/2033 (b) | EUR | 140000 | 159601 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| DNB Boligkreditt AS 0.01% 1/21/2031 (b) | EUR | 200000 | 200964 |
| DNB Boligkreditt AS 2.625% 1/28/2030 (b) | EUR | 460000 | 525053 |
| TOTAL REAL ESTATE |  |  | 726017 |
| TOTAL NORWAY |  |  | 4530206 |
| PORTUGAL - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Banco Santander Totta SA 3.25% 2/15/2031 (b) | EUR | 100000 | 116236 |
| Banco Santander Totta SA 3.375% 4/19/2028 (b) | EUR | 400000 | 466687 |
| TOTAL FINANCIALS |  |  | 582923 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| EDP Finance BV 1.875% 9/21/2029 (b) | EUR | 100000 | 109896 |
| EDP Servicios Financieros Espana SA 4.375% 4/4/2032 (b) | EUR | 120000 | 143694 |
| TOTAL UTILITIES |  |  | 253590 |
| TOTAL PORTUGAL |  |  | 836513 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Anglo American Capital PLC 3.75% 6/15/2029 (b) | EUR | 260000 | 301636 |
| SPAIN - 1.0%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Telefonica Emisiones SA 0.664% 2/3/2030 (b) | EUR | 300000 | 312440 |
| Telefonica Emisiones SA 1.93% 10/17/2031 (b) | EUR | 300000 | 317528 |
| Telefonica Emisiones SA 4.055% 1/24/2036 (b) | EUR | 200000 | 225258 |
| TOTAL COMMUNICATION SERVICES |  |  | 855226 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Repsol Europe Finance Sarl 3.625% 9/5/2034 (b) | EUR | 100000 | 113795 |
| Financials - 0.7% |  |  |  |
| Banks - 0.7% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 3.375% 9/20/2027 (b) | EUR | 1100000 | 1277202 |
| Banco Bilbao Vizcaya Argentaria SA 3.5% 3/26/2031 (b) | EUR | 200000 | 232882 |
| Banco Bilbao Vizcaya Argentaria SA 4% 2/25/2037 (b)(c) | EUR | 100000 | 113722 |
| Banco Bilbao Vizcaya Argentaria SA 4.375% 10/14/2029 (b) | EUR | 300000 | 361190 |
| Banco Bilbao Vizcaya Argentaria SA 5.75% 9/15/2033 (b)(c) | EUR | 300000 | 359273 |
| Banco de Sabadell SA 3.5% 5/27/2031 (b)(c) | EUR | 200000 | 228983 |
| Banco Santander SA 0.2% 2/11/2028 (b) | EUR | 300000 | 328606 |
| Banco Santander SA 2.125% 2/8/2028 (b) | EUR | 100000 | 112989 |
| Banco Santander SA 2.25% 10/4/2032 (b)(c) | GBP | 300000 | 380939 |
| Banco Santander SA 2.875% 7/14/2033 (b) | EUR | 500000 | 564369 |
| Banco Santander SA 3.25% 4/2/2029 (b)(c) | EUR | 300000 | 345636 |
| Banco Santander SA 3.5% 1/9/2030 (b)(c) | EUR | 300000 | 348053 |
| Banco Santander SA 3.75% 1/9/2034 (b) | EUR | 200000 | 230980 |
| Banco Santander SA 3.875% 4/22/2029 (b) | EUR | 400000 | 467882 |
| Banco Santander SA 5.125% 1/25/2030 (b) | GBP | 100000 | 132157 |
| Banco Santander SA 5.625% 1/27/2031 (b)(c) | GBP | 400000 | 533165 |
| Banco Santander SA 5.75% 8/23/2033 (b)(c) | EUR | 100000 | 119749 |
| Bankinter SA 4.375% 5/3/2030 (b)(c) | EUR | 200000 | 237583 |
| CaixaBank SA 0.5% 2/9/2029 (b)(c) | EUR | 400000 | 439286 |
| CaixaBank SA 0.75% 5/26/2028 (b)(c) | EUR | 300000 | 337535 |
| CaixaBank SA 3.375% 6/26/2035 (b) | EUR | 100000 | 111443 |
| CaixaBank SA 3.625% 9/19/2032 (b)(c) | EUR | 100000 | 114771 |
| CaixaBank SA 3.75% 1/27/2036 (b)(c) | EUR | 100000 | 112484 |
| CaixaBank SA 5% 7/19/2029 (b)(c) | EUR | 100000 | 119674 |
| CaixaBank SA 5.375% 11/14/2030 (b)(c) | EUR | 200000 | 245499 |
| CaixaBank SA 6.25% 2/23/2033 (b)(c) | EUR | 600000 | 720213 |
| TOTAL FINANCIALS |  |  | 8576265 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Abertis Infraestructuras SA 1.875% 3/26/2032 (b) | EUR | 100000 | 103899 |
| Abertis Infraestructuras SA 2.375% 9/27/2027 (b) | EUR | 400000 | 457143 |
| TOTAL INDUSTRIALS |  |  | 561042 |
| Information Technology - 0.1% |  |  |  |
| Communications Equipment - 0.1% |  |  |  |
| Cellnex Finance Co SA 1% 9/15/2027 (b) | EUR | 400000 | 448576 |
| Cellnex Finance Co SA 3.5% 5/22/2032 (b) | EUR | 100000 | 112693 |
| Cellnex Finance Co SA 3.625% 1/24/2029 (b) | EUR | 200000 | 231747 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 793016 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Iberdrola Finanzas SA 3.375% 11/22/2032 (b) | EUR | 200000 | 228301 |
| Iberdrola Finanzas SA 3.5% 5/16/2035 (b) | EUR | 100000 | 112857 |
|  |  |  | 341158 |
| Gas Utilities - 0.1% |  |  |  |
| Naturgy Finance Iberia SA 1.5% 1/29/2028 (b) | EUR | 600000 | 674258 |
| TOTAL UTILITIES |  |  | 1015416 |
| TOTAL SPAIN |  |  | 11914760 |
| SWEDEN - 1.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telia Co AB 0.125% 11/27/2030 (b) | EUR | 310000 | 308410 |
| Financials - 0.9% |  |  |  |
| Banks - 0.7% |  |  |  |
| Lansforsakringar Hypotek AB 2.75% 3/25/2030 (b) | EUR | 490000 | 561047 |
| Lansforsakringar Hypotek AB 3.75% 9/30/2030 (b) | SEK | 4000000 | 433082 |
| Skandinaviska Enskilda Banken AB 0.625% 11/12/2029 (b) | EUR | 200000 | 208903 |
| Skandinaviska Enskilda Banken AB 0.75% 11/15/2027 (b) | EUR | 100000 | 111765 |
| Skandinaviska Enskilda Banken AB 2.375% 5/8/2030 (b) | EUR | 630000 | 711113 |
| Skandinaviska Enskilda Banken AB 3% 11/6/2028 (b) | SEK | 4000000 | 423689 |
| Skandinaviska Enskilda Banken AB 3% 2/10/2032 (b) | EUR | 150000 | 169540 |
| Skandinaviska Enskilda Banken AB 3.25% 5/4/2028 (b) | EUR | 250000 | 291329 |
| Skandinaviska Enskilda Banken AB 3.75% 2/7/2028 (b) | EUR | 160000 | 186675 |
| Stadshypotek AB 0.01% 11/24/2028 (b) | EUR | 1850000 | 1983367 |
| Stadshypotek AB 2% 9/1/2028 (b) | SEK | 10000000 | 1035665 |
| Svenska Handelsbanken AB 0.5% 2/18/2030 (b) | EUR | 200000 | 206990 |
| Svenska Handelsbanken AB 1.375% 2/23/2029 (b) | EUR | 110000 | 120508 |
| Svenska Handelsbanken AB 3.25% 6/1/2033 (b)(c) | EUR | 170000 | 193993 |
| Svenska Handelsbanken AB 3.25% 8/27/2031 (b) | EUR | 100000 | 113947 |
| Sveriges Sakerstallda Obligationer AB 0.01% 3/14/2030 (b) | EUR | 620000 | 638405 |
| Sveriges Sakerstallda Obligationer AB 3.5% 6/14/2028 (b) | SEK | 8000000 | 857155 |
| Swedbank AB 0.3% 5/20/2027 (b)(c) | EUR | 240000 | 276669 |
| Swedbank AB 2.1% 5/25/2027 (b) | EUR | 108000 | 123745 |
| Swedbank AB 3.25% 9/24/2029 (b) | EUR | 230000 | 264303 |
|  |  |  | 8911890 |
| Financial Services - 0.2% |  |  |  |
| Danske Hypotek AB 3.5% 12/15/2027 (b) | SEK | 8000000 | 855626 |
| Investor AB 0.375% 10/29/2035 (b) | EUR | 110000 | 92678 |
| Investor AB 1.5% 9/12/2030 (b) | EUR | 220000 | 233973 |
| Swedbank Hypotek AB 3% 10/29/2030 (b) | SEK | 2800000 | 293825 |
| Swedbank Hypotek AB 3% 3/28/2029 (b) | SEK | 1900000 | 201131 |
| Swedbank Hypotek AB 3.125% 7/5/2028 (b) | EUR | 390000 | 453364 |
|  |  |  | 2130597 |
| TOTAL FINANCIALS |  |  | 11042487 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Akelius Residential Property Financing BV 1% 1/17/2028 (b) | EUR | 100000 | 109292 |
| Balder Finland Oyj 1% 1/20/2029 (b) | EUR | 130000 | 138274 |
| Fastighets AB Balder 1.25% 1/28/2028 (b) | EUR | 108000 | 119059 |
| Heimstaden Bostad AB 3.875% 11/5/2029 (b) | EUR | 140000 | 160051 |
| Heimstaden Bostad Treasury BV 1.375% 7/24/2028 (b) | EUR | 135000 | 148032 |
| TOTAL REAL ESTATE |  |  | 674708 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Vattenfall AB 0.125% 2/12/2029 (b) | EUR | 108000 | 114479 |
| TOTAL SWEDEN |  |  | 12140084 |
| SWITZERLAND - 0.9%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Swisscom Finance BV 0.375% 11/14/2028 (b) | EUR | 590000 | 634667 |
| Swisscom Finance BV 3.5% 8/29/2028 (b) | EUR | 680000 | 790940 |
| TOTAL COMMUNICATION SERVICES |  |  | 1425607 |
| Financials - 0.8% |  |  |  |
| Banks - 0.5% |  |  |  |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 3/13/2028 (b) | CHF | 600000 | 744816 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 7/25/2031 (b) | CHF | 340000 | 412590 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.1% 12/3/2031 (b) | CHF | 795000 | 967176 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.125% 3/23/2032 (b) | CHF | 1000000 | 1214916 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.5% 11/24/2028 (b) | CHF | 40000 | 50146 |
| UBS AG/Australia 5.808% 11/24/2028 (b) | AUD | 90000 | 62832 |
| UBS AG/London 0.25% 9/1/2028 (b) | EUR | 1090000 | 1168160 |
|  |  |  | 4620636 |
| Capital Markets - 0.1% |  |  |  |
| UBS Group AG 0.65% 1/14/2028 (b)(c) | EUR | 100000 | 113539 |
| UBS Group AG 1% 6/24/2027 (b)(c) | EUR | 150000 | 172761 |
| UBS Group AG 2.125% 11/15/2029 (b)(c) | GBP | 130000 | 158973 |
| UBS Group AG 2.875% 4/2/2032 (b)(c) | EUR | 590000 | 655042 |
| UBS Group AG 3.25% 2/12/2034 (b)(c) | EUR | 250000 | 276540 |
|  |  |  | 1376855 |
| Financial Services - 0.2% |  |  |  |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 10/26/2029 (b) | CHF | 50000 | 61478 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 8/26/2049 (b) | CHF | 520000 | 503269 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 12/19/2031 (b) | CHF | 1270000 | 1547513 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 3/19/2031 (b) | CHF | 460000 | 562911 |
|  |  |  | 2675171 |
| Insurance - 0.0% |  |  |  |
| Argentum Netherlands BV for Zurich Insurance Co Ltd 2.75% 2/19/2049 (b)(c) | EUR | 120000 | 135303 |
| Zurich Finance Ireland Designated Activity Co 1.625% 6/17/2039 (b) | EUR | 100000 | 87409 |
|  |  |  | 222712 |
| TOTAL FINANCIALS |  |  | 8895374 |
| Health Care - 0.0% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| Lonza Finance International NV 3.875% 4/24/2036 (b) | EUR | 100000 | 113434 |
| Industrials - 0.0% |  |  |  |
| Building Products - 0.0% |  |  |  |
| ABB Finance BV 0% 1/19/2030 (b) | EUR | 130000 | 132585 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Firmenich Productions Participations SAS 1.75% 4/30/2030 (b) | EUR | 290000 | 313668 |
| Construction Materials - 0.0% |  |  |  |
| Holcim Finance Luxembourg SA 0.5% 4/23/2031 (b) | EUR | 130000 | 128566 |
| TOTAL MATERIALS |  |  | 442234 |
| TOTAL SWITZERLAND |  |  | 11009234 |
| UNITED KINGDOM - 2.3%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| British Telecommunications PLC 3.625% 11/21/2047 (b) | GBP | 110000 | 94899 |
| British Telecommunications PLC 3.75% 1/3/2035 (b) | EUR | 100000 | 112448 |
| British Telecommunications PLC 3.75% 5/13/2031 (b) | EUR | 270000 | 313769 |
|  |  |  | 521116 |
| Media - 0.0% |  |  |  |
| Informa PLC 1.25% 4/22/2028 (b) | EUR | 250000 | 276091 |
| WPP Finance SA 4.125% 5/30/2028 (b) | EUR | 170000 | 197979 |
|  |  |  | 474070 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| CK Hutchison Group Telecom Finance SA 1.125% 10/17/2028 (b) | EUR | 100000 | 109047 |
| Vodafone Group PLC 6.375% 7/3/2050 (b) | GBP | 110000 | 139721 |
| Vodafone International Financing DAC 3.75% 12/2/2034 (b) | EUR | 330000 | 374508 |
|  |  |  | 623276 |
| TOTAL COMMUNICATION SERVICES |  |  | 1618462 |
| Consumer Discretionary - 0.1% |  |  |  |
| Diversified Consumer Services - 0.0% |  |  |  |
| WPP Finance 2013 3.625% 6/9/2031 (b) | EUR | 110000 | 121510 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Compass Group Finance Netherlands BV 3% 3/8/2030 (b) | EUR | 220000 | 250630 |
| Household Durables - 0.1% |  |  |  |
| Clarion Funding PLC 1.25% 11/13/2032 (b) | GBP | 120000 | 122154 |
| Clarion Funding PLC 1.875% 1/22/2035 (b) | GBP | 160000 | 154757 |
|  |  |  | 276911 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 649051 |
| Consumer Staples - 0.3% |  |  |  |
| Beverages - 0.1% |  |  |  |
| CCEP Finance Ireland DAC 0.875% 5/6/2033 (b) | EUR | 210000 | 200629 |
| Coca-Cola Europacific Partners PLC 0.7% 9/12/2031 (b) | EUR | 170000 | 168903 |
| Diageo Capital BV 1.5% 6/8/2029 (b) | EUR | 240000 | 262537 |
| Diageo Finance PLC 2.75% 6/8/2038 (b) | GBP | 150000 | 144547 |
| Diageo Finance PLC 3.125% 2/28/2031 (b) | EUR | 270000 | 306412 |
|  |  |  | 1083028 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Tesco Corporate Treasury Services PLC 1.875% 11/2/2028 (b) | GBP | 380000 | 465229 |
| Household Products - 0.0% |  |  |  |
| Reckitt Benckiser Treasury Services Nederland BV 0.75% 5/19/2030 (b) | EUR | 400000 | 414511 |
| Personal Care Products - 0.0% |  |  |  |
| Unilever Finance Netherlands BV 3.5% 2/15/2037 (b) | EUR | 390000 | 434661 |
| Tobacco - 0.2% |  |  |  |
| BAT International Finance PLC 2.25% 6/26/2028 (b) | GBP | 240000 | 298156 |
| BAT International Finance PLC 4.125% 4/12/2032 (b) | EUR | 160000 | 186368 |
| BAT Netherlands Finance BV 3.125% 4/7/2028 (b) | EUR | 100000 | 115347 |
| BAT Netherlands Finance BV 5.375% 2/16/2031 (b) | EUR | 260000 | 321689 |
| Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (b) | EUR | 220000 | 268663 |
|  |  |  | 1190223 |
| TOTAL CONSUMER STAPLES |  |  | 3587652 |
| Financials - 1.2% |  |  |  |
| Banks - 0.8% |  |  |  |
| Barclays PLC 0.577% 8/9/2029 (b)(c) | EUR | 810000 | 874915 |
| Barclays PLC 1.106% 5/12/2032 (b)(c) | EUR | 110000 | 111055 |
| Barclays PLC 3.25% 1/17/2033  | GBP | 399000 | 451140 |
| Barclays PLC 4.506% 1/31/2033 (b)(c) | EUR | 170000 | 201334 |
| Barclays PLC 4.973% 5/31/2036 (b)(c) | EUR | 130000 | 153968 |
| Barclays PLC 5.746% 7/31/2032 (b)(c) | GBP | 130000 | 172425 |
| HSBC Holdings PLC 3% 5/29/2030 (c) | GBP | 130000 | 160761 |
| HSBC Holdings PLC 3% 7/22/2028 (c) | GBP | 110000 | 141777 |
| HSBC Holdings PLC 3.313% 5/13/2030 (b)(c) | EUR | 230000 | 263533 |
| HSBC Holdings PLC 3.445% 9/25/2030 (b)(c) | EUR | 200000 | 229575 |
| HSBC Holdings PLC 3.608% 12/1/2033 (b)(c) | EUR | 170000 | 192563 |
| HSBC Holdings PLC 3.755% 5/20/2029 (b)(c) | EUR | 210000 | 244185 |
| HSBC Holdings PLC 3.911% 5/13/2034 (b)(c) | EUR | 130000 | 148751 |
| HSBC Holdings PLC 4.768% 8/28/2031 (b)(c) | AUD | 270000 | 178893 |
| HSBC Holdings PLC 6.364% 11/16/2032 (b)(c) | EUR | 600000 | 718825 |
| HSBC Holdings PLC 8.201% 11/16/2034 (b)(c) | GBP | 470000 | 669855 |
| Lloyds Bank PLC 0.125% 9/23/2029 (b) | EUR | 100000 | 104669 |
| Lloyds Banking Group PLC 1.985% 12/15/2031 (c) | GBP | 934000 | 1218822 |
| Lloyds Banking Group PLC 2% 4/12/2028 (b)(c) | GBP | 140000 | 179425 |
| Lloyds Banking Group PLC 3.5% 11/6/2030 (b)(c) | EUR | 210000 | 241850 |
| Lloyds Banking Group PLC 5.189% 5/28/2031 (b)(c) | AUD | 370000 | 249668 |
| Lloyds Banking Group PLC 5.25% 10/16/2031 (b)(c) | GBP | 140000 | 183905 |
| Lloyds Banking Group PLC 5.802% 3/17/2029 (c) | AUD | 100000 | 69272 |
| Lloyds Banking Group PLC 6.625% 6/2/2033 (b)(c) | GBP | 160000 | 215983 |
| NatWest Group PLC 1.043% 9/14/2032 (b)(c) | EUR | 710000 | 793016 |
| NatWest Group PLC 3.575% 9/12/2032 (b)(c) | EUR | 240000 | 274820 |
| NatWest Group PLC 3.632% 9/3/2034 (b)(c) | EUR | 110000 | 123960 |
| NatWest Group PLC 4.771% 2/16/2029 (b)(c) | EUR | 120000 | 141990 |
| NatWest Markets PLC 5.899% 8/23/2028 (b) | AUD | 490000 | 340895 |
| NatWest Markets PLC 6.375% 11/8/2027 (b) | GBP | 280000 | 377246 |
| Santander UK Group Holdings PLC 7.098% 11/16/2027 (b)(c) | GBP | 110000 | 147504 |
| Santander UK PLC 3% 3/12/2029 (b) | EUR | 390000 | 450486 |
| Standard Chartered PLC 0.8% 11/17/2029 (b)(c) | EUR | 110000 | 118575 |
| Standard Chartered PLC 0.85% 1/27/2028 (b)(c) | EUR | 107000 | 121574 |
| Standard Chartered PLC 4.196% 3/4/2032 (b)(c) | EUR | 120000 | 140319 |
|  |  |  | 10407534 |
| Capital Markets - 0.0% |  |  |  |
| London Stock Exchange Group PLC 1.75% 9/19/2029 (b) | EUR | 110000 | 119282 |
| Consumer Finance - 0.1% |  |  |  |
| Motability Operations Group PLC 1.5% 1/20/2041 (b) | GBP | 340000 | 244419 |
| Motability Operations Group PLC 3.5% 7/17/2031 (b) | EUR | 330000 | 376432 |
| Motability Operations Group PLC 4.25% 6/17/2035 (b) | EUR | 130000 | 150402 |
|  |  |  | 771253 |
| Financial Services - 0.2% |  |  |  |
| LCR Finance PLC 5.1% 3/7/2051  | GBP | 93000 | 113154 |
| M&G PLC 5.625% 10/20/2051 (b)(c) | GBP | 104000 | 135090 |
| Nationwide Building Society 0.625% 3/25/2027 (b) | EUR | 903000 | 1022757 |
| Nationwide Building Society 3% 3/3/2030 (b) | EUR | 320000 | 363135 |
| Nationwide Building Society 3.125% 8/18/2032 (b) | EUR | 120000 | 134530 |
| Nationwide Building Society 5.532% 1/13/2033 (b)(c) | GBP | 100000 | 132028 |
| Nationwide Building Society 6.178% 12/7/2027 (b)(c) | GBP | 110000 | 146840 |
|  |  |  | 2047534 |
| Insurance - 0.1% |  |  |  |
| Aviva PLC 6.875% 11/27/2053 (b)(c) | GBP | 220000 | 302209 |
| Legal & General Group PLC 5.125% 11/14/2048 (b)(c) | GBP | 340000 | 444565 |
| Pension Insurance Corp PLC 5.625% 9/20/2030 (b) | GBP | 100000 | 130113 |
| Standard Life PLC 5.867% 6/13/2029 (b) | GBP | 100000 | 132786 |
| Swiss RE Subordinated Finance PLC 3.89% 3/26/2033 (b)(c) | EUR | 100000 | 113786 |
|  |  |  | 1123459 |
| TOTAL FINANCIALS |  |  | 14469062 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Astrazeneca Finance LLC 3.278% 8/5/2033 (b) | EUR | 130000 | 147903 |
| GlaxoSmithKline Capital PLC 1.625% 5/12/2035 (b) | GBP | 140000 | 134752 |
| GSK Capital BV 3.25% 11/19/2036 (b) | EUR | 110000 | 120485 |
| TOTAL HEALTH CARE |  |  | 403140 |
| Industrials - 0.1% |  |  |  |
| Commercial Services & Supplies - 0.0% |  |  |  |
| AA Bond Co Ltd 7.375% 7/31/2050 (b) | GBP | 120000 | 165026 |
| AA Bond Co Ltd 8.45% 7/31/2050 (b) | GBP | 130000 | 179435 |
|  |  |  | 344461 |
| Transportation Infrastructure - 0.1% |  |  |  |
| Gatwick Funding Ltd 2.5% 4/15/2032 (b) | GBP | 220000 | 262032 |
| Gatwick Funding Ltd 3.875% 6/24/2035 (b) | EUR | 120000 | 134604 |
| Heathrow Funding Ltd 2.625% 3/16/2028 (b) | GBP | 440000 | 550333 |
| Heathrow Funding Ltd 3.661% 1/13/2033 (b) | CAD | 215000 | 151795 |
| Heathrow Funding Ltd 4.5% 7/11/2035 (b) | EUR | 160000 | 189008 |
| Heathrow Funding Ltd 4.9% 8/6/2039  | CAD | 90000 | 65053 |
| Manchester Airport Group Funding PLC 2.875% 9/30/2044 (b) | GBP | 130000 | 105169 |
|  |  |  | 1457994 |
| TOTAL INDUSTRIALS |  |  | 1802455 |
| Real Estate - 0.1% |  |  |  |
| Industrial REITs - 0.0% |  |  |  |
| Segro PLC 2.375% 10/11/2029 (b) | GBP | 250000 | 301781 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Land Securities Capital Markets PLC 2.375% 3/29/2029 (b) | GBP | 160000 | 205808 |
| Land Securities Capital Markets PLC 4.75% 9/18/2033 (b) | GBP | 140000 | 180824 |
| London & Quadrant Housing Trust 2% 3/31/2032 (b) | GBP | 112000 | 122064 |
| London & Quadrant Housing Trust 2.25% 7/20/2029 (b) | GBP | 160000 | 191732 |
| Places for People Homes Ltd 3.625% 11/22/2028 (b) | GBP | 190000 | 240825 |
|  |  |  | 941253 |
| TOTAL REAL ESTATE |  |  | 1243034 |
| Utilities - 0.4% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| National Grid Electricity Distribution South West PLC 2.375% 5/16/2029 (b) | GBP | 250000 | 307489 |
| National Grid Electricity Transmission PLC 0.823% 7/7/2032 (b) | EUR | 140000 | 135104 |
| National Grid Electricity Transmission PLC 5.221% 9/16/2031 (b) | CAD | 200000 | 150694 |
| Northern Powergrid Yorkshire PLC 2.25% 10/9/2059 (b) | GBP | 100000 | 56966 |
| Scottish Hydro Electric Transmission PLC 3.375% 11/2/2033 (b) | EUR | 100000 | 111878 |
| South Eastern Power Networks PLC 1.75% 9/30/2034 (b) | GBP | 100000 | 98226 |
| SSE PLC 3.5% 3/18/2032 (b) | EUR | 130000 | 148545 |
|  |  |  | 1008902 |
| Gas Utilities - 0.0% |  |  |  |
| Southern Gas Networks PLC 3.1% 9/15/2036 (b) | GBP | 100000 | 100830 |
| Multi-Utilities - 0.1% |  |  |  |
| Cadent Finance PLC 3.125% 3/21/2040 (b) | GBP | 100000 | 91484 |
| Cadent Finance PLC 4.25% 7/5/2029 (b) | EUR | 270000 | 319078 |
| National Grid PLC 0.163% 1/20/2028 (b) | EUR | 220000 | 240648 |
| National Grid PLC 0.25% 9/1/2028 (b) | EUR | 130000 | 139946 |
| National Grid PLC 3.875% 1/16/2029 (b) | EUR | 220000 | 257416 |
|  |  |  | 1048572 |
| Water Utilities - 0.2% |  |  |  |
| Anglian Water Services Financing PLC 5.375% 11/10/2033 (b) | GBP | 120000 | 152267 |
| Anglian Water Services Financing PLC 5.875% 6/20/2031 (b) | GBP | 250000 | 332360 |
| DWR Cymru Financing UK PLC 2.5% 3/31/2036 (b) | GBP | 110000 | 105513 |
| Northumbrian Water Finance PLC 5.5% 10/2/2037 (b) | GBP | 100000 | 122015 |
| Severn Trent Utilities Finance PLC 2.625% 2/22/2033 (b) | GBP | 210000 | 231301 |
| Severn Trent Utilities Finance PLC 4% 3/5/2034 (b) | EUR | 110000 | 127125 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (b) | GBP | 100000 | 121791 |
| SW Finance I PLC 1.625% 3/30/2027 (b) | GBP | 150000 | 190377 |
| SW Finance I PLC 2.375% 5/28/2028 (b) | GBP | 320000 | 393511 |
| SW Finance I PLC 6.875% 8/7/2032 (b) | GBP | 100000 | 134513 |
| United Utilities Water Finance PLC 0.875% 10/28/2029 (b) | GBP | 200000 | 229435 |
| United Utilities Water Finance PLC 1.75% 2/10/2038 (b) | GBP | 210000 | 173553 |
| United Utilities Water Finance PLC 3.75% 5/23/2034 (b) | EUR | 100000 | 113556 |
| Wessex Water Services Finance PLC 1.25% 1/12/2036 (b) | GBP | 110000 | 93139 |
| Yorkshire Water Finance PLC 1.75% 10/27/2032 (b) | GBP | 220000 | 225068 |
| Yorkshire Water Finance PLC 5.25% 4/28/2030 (b) | GBP | 110000 | 143233 |
|  |  |  | 2888757 |
| TOTAL UTILITIES |  |  | 5047061 |
| TOTAL UNITED KINGDOM |  |  | 28819917 |
| UNITED STATES - 4.1%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| AT&T Inc 2.05% 5/19/2032  | EUR | 370000 | 388526 |
| AT&T Inc 2.6% 5/19/2038  | EUR | 210000 | 204032 |
| AT&T Inc 4.875% 6/1/2044  | GBP | 290000 | 314015 |
| AT&T Inc 7% 4/30/2040  | GBP | 100000 | 139054 |
| Comcast Corp 1.875% 2/20/2036  | GBP | 405000 | 376962 |
| Verizon Communications Inc 1.125% 9/19/2035  | EUR | 220000 | 196740 |
| Verizon Communications Inc 1.3% 5/18/2033  | EUR | 120000 | 117046 |
| Verizon Communications Inc 3.375% 10/27/2036  | GBP | 486000 | 511516 |
| Verizon Communications Inc 3.75% 2/28/2036  | EUR | 160000 | 179854 |
|  |  |  | 2427745 |
| Entertainment - 0.0% |  |  |  |
| Netflix Inc 3.625% 6/15/2030 (b) | EUR | 100000 | 116478 |
| Interactive Media & Services - 0.0% |  |  |  |
| Alphabet Inc 3.375% 5/6/2037  | EUR | 340000 | 374384 |
| Alphabet Inc 4.375% 11/6/2064  | EUR | 190000 | 207255 |
|  |  |  | 581639 |
| Media - 0.0% |  |  |  |
| Time Warner Cable LLC 5.75% 6/2/2031  | GBP | 110000 | 143301 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| T-Mobile USA Inc 3.15% 2/11/2032  | EUR | 350000 | 393272 |
| TOTAL COMMUNICATION SERVICES |  |  | 3662435 |
| Consumer Discretionary - 0.3% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch Finance LLC 2.75% 5/28/2028 (b) | EUR | 500000 | 570294 |
| Automobiles - 0.1% |  |  |  |
| American Honda Finance Corp 3.95% 3/19/2032  | EUR | 150000 | 171822 |
| Ford Credit Canada Co Cie Credit Ford Du Canada 4.222% 1/10/2028  | CAD | 300000 | 215666 |
| General Motors Financial Co Inc 3.9% 1/12/2028 (b) | EUR | 100000 | 116272 |
| General Motors Financial Co Inc 4% 7/10/2030 (b) | EUR | 170000 | 198225 |
| Stellantis NV 2.75% 4/1/2032 (b) | EUR | 200000 | 206123 |
| Stellantis NV 3.375% 11/19/2028 (b) | EUR | 350000 | 399216 |
| Stellantis NV 3.875% 6/6/2031 (b) | EUR | 120000 | 133768 |
| Stellantis NV 4% 3/19/2034 (b) | EUR | 100000 | 107140 |
|  |  |  | 1548232 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| Booking Holdings Inc 4.125% 5/12/2033  | EUR | 430000 | 503600 |
| Booking Holdings Inc 4.5% 11/15/2031  | EUR | 150000 | 180229 |
| Booking Holdings Inc 4.5% 5/9/2046  | EUR | 110000 | 120466 |
| McDonald's Corp 1.6% 3/15/2031 (b) | EUR | 200000 | 210603 |
| McDonald's Corp 3% 5/31/2034 (b) | EUR | 130000 | 141051 |
| McDonald's Corp 4.107% 8/21/2032  | CAD | 370000 | 265868 |
|  |  |  | 1421817 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |  |
| VF Corp 0.25% 2/25/2028  | EUR | 606000 | 641220 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 4181563 |
| Consumer Staples - 0.4% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Coca-Cola Co/The 0.375% 3/15/2033  | EUR | 906000 | 846356 |
| PepsiCo Inc 0.4% 10/9/2032  | EUR | 440000 | 416429 |
|  |  |  | 1262785 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Mondelez International Holdings Netherlands BV 0.25% 9/9/2029 (b) | EUR | 310000 | 322186 |
| Mondelez International Holdings Netherlands BV 0.875% 10/1/2031 (b) | EUR | 110000 | 110322 |
| Nestle Finance International Ltd 0.25% 6/14/2029 (b) | EUR | 120000 | 127385 |
| Nestle Finance International Ltd 1.25% 11/2/2029 (b) | EUR | 30000 | 32611 |
| Nestle Finance International Ltd 3% 1/23/2031 (b) | EUR | 200000 | 229634 |
| Nestle Finance International Ltd 3.25% 1/23/2037 (b) | EUR | 290000 | 318984 |
| Nestle Holdings Inc 1.375% 6/23/2033 (b) | GBP | 120000 | 123997 |
|  |  |  | 1265119 |
| Food Products - 0.0% |  |  |  |
| General Mills Inc 3.907% 4/13/2029  | EUR | 210000 | 245807 |
| Mondelez International Inc 4.625% 7/3/2031  | CAD | 210000 | 155152 |
|  |  |  | 400959 |
| Household Products - 0.1% |  |  |  |
| Procter & Gamble Co/The 1.8% 5/3/2029  | GBP | 381000 | 464892 |
| Procter & Gamble Co/The 3.25% 8/2/2031  | EUR | 240000 | 277125 |
|  |  |  | 742017 |
| Personal Care Products - 0.0% |  |  |  |
| Haleon Netherlands Capital BV 1.75% 3/29/2030 (b) | EUR | 190000 | 205823 |
| Tobacco - 0.1% |  |  |  |
| Altria Group Inc 2.2% 6/15/2027  | EUR | 398000 | 455637 |
| Altria Group Inc 3.125% 6/15/2031  | EUR | 174000 | 194811 |
| Philip Morris International Inc 1.45% 8/1/2039  | EUR | 100000 | 81078 |
| Philip Morris International Inc 2% 5/9/2036  | EUR | 210000 | 198839 |
|  |  |  | 930365 |
| TOTAL CONSUMER STAPLES |  |  | 4807068 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Schlumberger Finance BV 2% 5/6/2032 (b) | EUR | 230000 | 242745 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| BP Capital Markets BV 0.933% 12/4/2040 (b) | EUR | 290000 | 210254 |
| BP Capital Markets BV 1.467% 9/21/2041 (b) | EUR | 100000 | 76743 |
| BP Capital Markets PLC 1.637% 6/26/2029 (b) | EUR | 100000 | 109448 |
| Exxon Mobil Corp 0.835% 6/26/2032  | EUR | 160000 | 158086 |
| Shell International Finance BV 0.5% 11/8/2031 (b) | EUR | 310000 | 305771 |
| Shell International Finance BV 1.25% 11/11/2032 (b) | EUR | 130000 | 130527 |
|  |  |  | 990829 |
| TOTAL ENERGY |  |  | 1233574 |
| Financials - 1.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| Bank of America Corp 0.654% 10/26/2031 (b)(c) | EUR | 200000 | 202367 |
| Bank of America Corp 0.694% 3/22/2031 (b)(c) | EUR | 486000 | 501720 |
| Bank of America Corp 1.667% 6/2/2029 (b)(c) | GBP | 100000 | 123223 |
| Bank of America Corp 2.824% 4/27/2033 (b)(c) | EUR | 160000 | 175550 |
| Bank of America Corp 3.485% 3/10/2034 (b)(c) | EUR | 160000 | 180789 |
| Citigroup Inc 2.928% 10/22/2030 (c) | EUR | 250000 | 283012 |
| Citigroup Inc 4.112% 9/22/2033 (b)(c) | EUR | 220000 | 257947 |
| Citigroup Inc 4.113% 4/29/2036 (c) | EUR | 110000 | 126445 |
| Citigroup Inc 4.55% 6/3/2035 (c) | CAD | 220000 | 159250 |
| Citigroup Inc 5.07% 4/29/2028 (c) | CAD | 1560000 | 1142259 |
| John Deere Bank SA 3.3% 10/15/2029 (b) | EUR | 200000 | 229889 |
| JPMorgan Chase & Co 0.389% 2/24/2028 (b)(c) | EUR | 792000 | 894259 |
| JPMorgan Chase & Co 0.597% 2/17/2033 (b)(c) | EUR | 160000 | 154842 |
| JPMorgan Chase & Co 1.001% 7/25/2031 (b)(c) | EUR | 100000 | 103555 |
| JPMorgan Chase & Co 1.638% 5/18/2028 (b)(c) | EUR | 210000 | 238679 |
| JPMorgan Chase & Co 3.588% 1/23/2036 (b)(c) | EUR | 380000 | 424675 |
| Wells Fargo & Co 2.125% 9/24/2031 (b) | GBP | 350000 | 394436 |
| Wells Fargo & Co 5.083% 4/26/2028 (c) | CAD | 1570000 | 1149488 |
|  |  |  | 6742385 |
| Capital Markets - 0.3% |  |  |  |
| Athene Global Funding 2.47% 6/9/2028 (b) | CAD | 510000 | 354144 |
| Athene Global Funding 3.41% 2/25/2030 (b) | EUR | 300000 | 336170 |
| BMS Ireland Capital Funding DAC 4.581% 11/10/2055  | EUR | 150000 | 168771 |
| GA Global Funding Trust 4.858% 7/22/2033 (b) | CAD | 170000 | 120689 |
| Goldman Sachs Group Inc/The 0.75% 3/23/2032 (b) | EUR | 170000 | 165482 |
| Goldman Sachs Group Inc/The 1% 3/18/2033 (b) | EUR | 70000 | 67005 |
| Goldman Sachs Group Inc/The 1.25% 2/7/2029 (b) | EUR | 50000 | 54527 |
| Goldman Sachs Group Inc/The 1.875% 12/16/2030 (b) | GBP | 100000 | 114370 |
| Goldman Sachs Group Inc/The 2% 11/1/2028 (b) | EUR | 51000 | 57108 |
| Goldman Sachs Group Inc/The 3.125% 7/25/2029 (b) | GBP | 27000 | 33580 |
| Goldman Sachs Group Inc/The 3.5% 1/23/2033 (b)(c) | EUR | 180000 | 204359 |
| Goldman Sachs Group Inc/The 3.625% 10/29/2029 (b)(c) | GBP | 450000 | 573390 |
| Morgan Stanley 0.495% 10/26/2029 (c) | EUR | 100000 | 107332 |
| Morgan Stanley 1.102% 4/29/2033 (c) | EUR | 493000 | 485548 |
| Morgan Stanley 3.749% 11/7/2036 (c) | EUR | 240000 | 267537 |
| Morgan Stanley 3.79% 3/21/2030 (c) | EUR | 350000 | 407344 |
| Morgan Stanley 4.656% 3/2/2029 (c) | EUR | 330000 | 390114 |
| Morgan Stanley 5.789% 11/18/2033 (c) | GBP | 170000 | 228315 |
| Nasdaq Inc 0.875% 2/13/2030  | EUR | 100000 | 104689 |
|  |  |  | 4240474 |
| Consumer Finance - 0.1% |  |  |  |
| Ford Motor Credit Co LLC 4.165% 11/21/2028  | EUR | 160000 | 185101 |
| Ford Motor Credit Co LLC 4.867% 8/3/2027  | EUR | 320000 | 374494 |
| Ford Motor Credit Co LLC 5.625% 10/9/2028  | GBP | 280000 | 368978 |
| Ford Motor Credit Co LLC 6.125% 5/15/2028  | EUR | 130000 | 156447 |
| General Motors Financial of Canada Ltd 3.15% 2/8/2027  | CAD | 200000 | 143676 |
| John Deere Financial Ltd 4.45% 6/21/2030  | AUD | 290000 | 191440 |
|  |  |  | 1420136 |
| Financial Services - 0.4% |  |  |  |
| Berkshire Hathaway Inc 2.15% 3/15/2028  | EUR | 797000 | 905184 |
| CRH SMW Finance DAC 4% 7/11/2031 (b) | EUR | 120000 | 140688 |
| DH Europe Finance II Sarl 0.75% 9/18/2031  | EUR | 456000 | 456415 |
| DH Europe Finance II Sarl 1.35% 9/18/2039  | EUR | 192000 | 159265 |
| Fidelity National Information Services Inc 1.5% 5/21/2027  | EUR | 758000 | 858673 |
| Fiserv Inc 1.625% 7/1/2030  | EUR | 320000 | 335533 |
| Nestle Capital Corp 4.55% 3/13/2030 (b) | AUD | 1740000 | 1168159 |
| Upjohn Finance BV 1.362% 6/23/2027 (b) | EUR | 460000 | 520282 |
| Visa Inc 2.375% 6/15/2034  | EUR | 210000 | 222628 |
|  |  |  | 4766827 |
| Insurance - 0.2% |  |  |  |
| Berkshire Hathaway Fin Corp 2.375% 6/19/2039  | GBP | 270000 | 239516 |
| Chubb INA Holdings LLC 1.55% 3/15/2028  | EUR | 639000 | 715297 |
| MassMutual Global Funding II 4.127% 7/15/2032 (b) | CAD | 220000 | 157994 |
| Metropolitan Life Global Funding I 0.5% 5/25/2029 (b) | EUR | 100000 | 105629 |
| Metropolitan Life Global Funding I 1.625% 10/12/2028 (b) | GBP | 110000 | 134110 |
| Metropolitan Life Global Funding I 2.45% 1/12/2029 (b) | CAD | 230000 | 160885 |
| Metropolitan Life Global Funding I 3.625% 3/26/2034 (b) | EUR | 110000 | 124846 |
| New York Life Global Funding 0.125% 7/23/2030 (b) | CHF | 215000 | 259231 |
| New York Life Global Funding 3.625% 1/9/2030 (b) | EUR | 190000 | 219627 |
|  |  |  | 2117135 |
| TOTAL FINANCIALS |  |  | 19286957 |
| Health Care - 0.4% |  |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |  |
| American Medical Systems Europe BV 3.25% 3/8/2034  | EUR | 170000 | 188784 |
| Becton Dickinson & Co 3.828% 6/7/2032  | EUR | 110000 | 126952 |
| Becton Dickinson Euro Finance Sarl 4.029% 6/7/2036  | EUR | 130000 | 148597 |
| Medtronic Global Holdings SCA 1.625% 10/15/2050  | EUR | 170000 | 112212 |
| Medtronic Global Holdings SCA 1.75% 7/2/2049  | EUR | 227000 | 158356 |
| Medtronic Inc 4.2% 10/15/2045  | EUR | 100000 | 110645 |
| Stryker Corp 1% 12/3/2031  | EUR | 200000 | 201321 |
| Thermo Fisher Scientific Finance I BV 1.625% 10/18/2041  | EUR | 150000 | 120549 |
| Thermo Fisher Scientific Finance I BV 2% 10/18/2051  | EUR | 170000 | 123081 |
|  |  |  | 1290497 |
| Health Care Providers & Services - 0.1% |  |  |  |
| McKesson Corp 3.125% 2/17/2029  | GBP | 573000 | 721044 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Thermo Fisher Scientific Inc 1.875% 10/1/2049  | EUR | 106000 | 76772 |
| Pharmaceuticals - 0.2% |  |  |  |
| Eli Lilly & Co 1.7% 11/1/2049  | EUR | 140000 | 101670 |
| Johnson & Johnson 3.2% 6/1/2032  | EUR | 260000 | 298873 |
| Johnson & Johnson 3.35% 2/26/2037  | EUR | 110000 | 122348 |
| Johnson & Johnson 3.6% 2/26/2045  | EUR | 160000 | 171700 |
| MSD Netherlands Capital BV 3.25% 5/30/2032  | EUR | 170000 | 193645 |
| MSD Netherlands Capital BV 3.7% 5/30/2044  | EUR | 100000 | 105569 |
| Novartis Finance SA 1.375% 8/14/2030 (b) | EUR | 340000 | 364675 |
| Pfizer Inc 2.735% 6/15/2043 (b) | GBP | 110000 | 93185 |
| Pfizer Netherlands International Finance BV 3.25% 5/19/2032  | EUR | 220000 | 250604 |
| Roche Finance Europe BV 3.227% 5/3/2030 (b) | EUR | 380000 | 440363 |
| Roche Finance Europe BV 3.564% 5/3/2044 (b) | EUR | 130000 | 139856 |
| Sanofi SA 0.875% 3/21/2029 (b) | EUR | 700000 | 758538 |
|  |  |  | 3041026 |
| TOTAL HEALTH CARE |  |  | 5129339 |
| Industrials - 0.3% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| GE Aerospace 2.125% 5/17/2037  | EUR | 230000 | 223885 |
| Air Freight & Logistics - 0.0% |  |  |  |
| FedEx Corp 0.95% 5/4/2033  | EUR | 371000 | 345529 |
| Building Products - 0.1% |  |  |  |
| Carrier Global Corp 4.125% 5/29/2028  | EUR | 260000 | 304816 |
| Johnson Controls International PLC / Tyco Fire & Security Finance SCA 3.125% 12/11/2033  | EUR | 100000 | 110054 |
|  |  |  | 414870 |
| Electrical Equipment - 0.2% |  |  |  |
| Schneider Electric SE 3% 1/10/2031 (b) | EUR | 300000 | 341083 |
| Schneider Electric SE 3.25% 11/9/2027 (b) | EUR | 1100000 | 1273554 |
| Schneider Electric SE 3.624% 9/2/2037 (b) | EUR | 100000 | 112338 |
|  |  |  | 1726975 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Honeywell International Inc 0.75% 3/10/2032  | EUR | 150000 | 146972 |
| Machinery - 0.0% |  |  |  |
| CNH Industrial NV 3.75% 6/11/2031 (b) | EUR | 140000 | 160382 |
| Illinois Tool Works Inc 1% 6/5/2031  | EUR | 100000 | 102397 |
|  |  |  | 262779 |
| Marine Transportation - 0.0% |  |  |  |
| AP Moller - Maersk A/S 3.75% 3/5/2032 (b) | EUR | 120000 | 139070 |
| TOTAL INDUSTRIALS |  |  | 3260080 |
| Information Technology - 0.1% |  |  |  |
| IT Services - 0.0% |  |  |  |
| IBM Corporation 1.2% 2/11/2040  | EUR | 272000 | 212349 |
| IBM Corporation 4% 2/6/2043  | EUR | 100000 | 107918 |
| IBM Corporation 4.875% 2/6/2038  | GBP | 140000 | 165724 |
|  |  |  | 485991 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |  |
| Apple Inc 0.5% 11/15/2031  | EUR | 911000 | 909486 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 1395477 |
| Materials - 0.2% |  |  |  |
| Chemicals - 0.2% |  |  |  |
| Air Products and Chemicals Inc 0.5% 5/5/2028  | EUR | 1223000 | 1336234 |
| Dow Chemical Co/The 1.875% 3/15/2040  | EUR | 232000 | 185674 |
| Linde PLC 0.375% 9/30/2033 (b) | EUR | 200000 | 182241 |
| Linde PLC 1% 9/30/2051 (b) | EUR | 100000 | 56128 |
| Linde PLC 1.625% 3/31/2035 (b) | EUR | 300000 | 289315 |
| TOTAL MATERIALS |  |  | 2049592 |
| Real Estate - 0.4% |  |  |  |
| Diversified REITs - 0.1% |  |  |  |
| Digital Dutch Finco BV 1.5% 3/15/2030 (b) | EUR | 100000 | 105930 |
| Digital Intrepid Holding BV 0.625% 7/15/2031 (b) | EUR | 280000 | 271161 |
| Equinix Canada Financing Ltd 4% 11/15/2032  | CAD | 210000 | 147006 |
| Equinix Europe 2 Financing Corp LLC 3.25% 3/15/2031  | EUR | 210000 | 235428 |
| WPC Eurobond BV 0.95% 6/1/2030  | EUR | 200000 | 205376 |
|  |  |  | 964901 |
| Industrial REITs - 0.2% |  |  |  |
| Prologis Euro Finance LLC 1.875% 1/5/2029  | EUR | 900000 | 995861 |
| Prologis Euro Finance LLC 4% 5/5/2034  | EUR | 140000 | 160407 |
| Prologis LP 2.25% 6/30/2029  | GBP | 619000 | 753656 |
| Prologis LP 4.2% 2/15/2033  | CAD | 250000 | 178469 |
|  |  |  | 2088393 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Digital Euro Finco LLC 1.125% 4/9/2028 (b) | EUR | 440000 | 484424 |
| Digital Euro Finco LLC 4.25% 11/20/2037 (b) | EUR | 120000 | 131891 |
|  |  |  | 616315 |
| Retail REITs - 0.0% |  |  |  |
| Realty Income Corp 1.75% 7/13/2033  | GBP | 413000 | 420451 |
| Specialized REITs - 0.0% |  |  |  |
| American Tower Corp 1% 1/15/2032  | EUR | 140000 | 137854 |
| American Tower Corp 3.625% 5/30/2032  | EUR | 100000 | 113866 |
| Public Storage Operating Co 0.875% 1/24/2032  | EUR | 245000 | 239289 |
|  |  |  | 491009 |
| TOTAL REAL ESTATE |  |  | 4581069 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Duke Energy Corp 3.1% 6/15/2028  | EUR | 220000 | 252519 |
| NextEra Energy Capital Holdings Inc 4.496% 5/15/2056 (c) | EUR | 120000 | 133358 |
| NextEra Energy Capital Holdings Inc 4.67% 6/12/2035  | CAD | 100000 | 72144 |
|  |  |  | 458021 |
| Gas Utilities - 0.0% |  |  |  |
| National Grid North America Inc 3.247% 11/25/2029 (b) | EUR | 470000 | 538614 |
| National Grid North America Inc 3.631% 9/3/2031 (b) | EUR | 130000 | 149367 |
|  |  |  | 687981 |
| TOTAL UTILITIES |  |  | 1146002 |
| TOTAL UNITED STATES |  |  | 50733156 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $348,080,321) |  |  | <br> **344214455** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| TotalEnergies SE 2% (b)(c)(d) | EUR | 1020000 | 1183797 |
| TotalEnergies SE 2.125% (b)(c)(d) | EUR | 160000 | 161508 |
| TOTAL ENERGY |  |  | 1345305 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| Engie SA 1.5% (b)(c)(d) | EUR | 300000 | 331736 |
| Veolia Environnement SA 1.625% (b)(c)(d) | EUR | 100000 | 115535 |
| TOTAL UTILITIES |  |  | 447271 |
| TOTAL FRANCE |  |  | 1792576 |
| GERMANY - 0.1%  |  |  |  |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobiles - 0.1% |  |  |  |
| Volkswagen International Finance NV 3.875% (b)(c)(d) | EUR | 500000 | 593441 |
| Volkswagen International Finance NV 4.625% (b)(c)(d) | EUR | 300000 | 359007 |
| TOTAL GERMANY |  |  | 952448 |
| ITALY - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Eni SpA 3.375% (b)(c)(d) | EUR | 220000 | 250564 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Enel SpA 1.375% (b)(c)(d) | EUR | 600000 | 675190 |
| Enel SpA 6.375% (b)(c)(d) | EUR | 100000 | 125154 |
| TOTAL UTILITIES |  |  | 800344 |
| TOTAL ITALY |  |  | 1050908 |
| SPAIN - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Repsol International Finance BV 4.247% (b)(c)(d) | EUR | 200000 | 235240 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Iberdrola Finanzas SA 1.575% (b)(c)(d) | EUR | 300000 | 337538 |
| Iberdrola International BV 1.825% (b)(c)(d) | EUR | 100000 | 107049 |
| TOTAL UTILITIES |  |  | 444587 |
| TOTAL SPAIN |  |  | 679827 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| SSE PLC 3.74% (b)(c)(d) | GBP | 216000 | 295829 |
| UNITED STATES - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| BP Capital Markets PLC 4.25% (b)(c)(d) | GBP | 210000 | 283130 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $4,614,099) |  |  | <br> **5054718** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $1,298,809,631)<br>| <br>**1225730666** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **4304113** |
| **NET ASSETS - 100.0%** | **1230034779** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| Eurex Deutschland German Federal Republic Contracts (Germany) | 19 | 6/2026 | 2534976 | (36458) |
| ICE Long GILT Futures (United Kingdom) | 7 | 6/2026 | 813392 | (42802) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **(79260)** |
| The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 112000 | USD | 79275 | Brown Brothers Harriman & Co. | 4/2026 | (2000) |
| AUD | 74000 | USD | 51705 | JPMorgan Chase Bank NA | 4/2026 | (648) |
| AUD | 25000 | USD | 17520 | JPMorgan Chase Bank NA | 4/2026 | (271) |
| AUD | 74709000 | USD | 51220490 | Royal Bank of Canada | 4/2026 | 324984 |
| AUD | 2340240 | USD | 1605568 | State Street Bank & Trust Co | 4/2026 | 9080 |
| CAD | 83000 | USD | 60791 | Canadian Imperial Bank of Commerce | 4/2026 | (1126) |
| CAD | 37000 | USD | 27251 | JPMorgan Chase Bank NA | 4/2026 | (654) |
| CAD | 126780938 | USD | 91061252 | JPMorgan Chase Bank NA | 4/2026 | 75933 |
| CAD | 3624000 | USD | 2600355 | Royal Bank of Canada | 5/2026 | 8448 |
| CHF | 14042000 | USD | 17550306 | Bank of America NA | 4/2026 | 10974 |
| CHF | 109216 | USD | 136139 | Royal Bank of Canada | 4/2026 | 450 |
| CHF | 98000 | USD | 122607 | Royal Bank of Canada | 5/2026 | 414 |
| DKK | 41652000 | USD | 6384407 | JPMorgan Chase Bank NA | 4/2026 | 58085 |
| DKK | 1473509 | USD | 227084 | JPMorgan Chase Bank NA | 4/2026 | 830 |
| EUR | 683247000 | USD | 783206036 | Bank of America NA | 4/2026 | 6525013 |
| EUR | 9069000 | USD | 10450753 | Bank of America NA | 4/2026 | 31651 |
| EUR | 1304000 | USD | 1507457 | HSBC Bank USA NA | 4/2026 | (228) |
| EUR | 9356000 | USD | 10798508 | Bank of America NA | 5/2026 | 33040 |
| GBP | 477000 | USD | 637000 | Citibank NA | 4/2026 | (5643) |
| GBP | 86614000 | USD | 114226543 | Royal Bank of Canada | 4/2026 | 415747 |
| GBP | 2068000 | USD | 2729580 | State Street Bank & Trust Co | 4/2026 | 7625 |
| GBP | 1644000 | USD | 2169861 | State Street Bank & Trust Co | 5/2026 | 6053 |
| HKD | 878721 | USD | 112125 | Canadian Imperial Bank of Commerce | 4/2026 | (60) |
| JPY | 23721687619 | USD | 148743966 | Goldman Sachs Bank USA | 4/2026 | 726358 |
| JPY | 413020028 | USD | 2597870 | JPMorgan Chase Bank NA | 4/2026 | 4569 |
| JPY | 184200000 | USD | 1161491 | JPMorgan Chase Bank NA | 5/2026 | 2504 |
| NOK | 24816000 | USD | 2542623 | Bank of America NA | 4/2026 | 20246 |
| NZD | 9809000 | USD | 5603882 | JPMorgan Chase Bank NA | 4/2026 | 32860 |
| NZD | 1289322 | USD | 736487 | Canadian Imperial Bank of Commerce | 4/2026 | 4422 |
| SEK | 3008618 | USD | 315817 | Bank of America NA | 4/2026 | 1995 |
| SEK | 111620400 | USD | 11673210 | Citibank NA | 4/2026 | 117698 |
| SGD | 8872831 | USD | 6871771 | State Street Bank & Trust Co | 4/2026 | 29396 |
| USD | 81052 | AUD | 116000 | BNP Paribas SA | 4/2026 | 1018 |
| USD | 2191558 | AUD | 3077000 | Bank of America NA | 4/2026 | 68582 |
| USD | 356358 | AUD | 508000 | JPMorgan Chase Bank NA | 4/2026 | 5864 |
| USD | 672348 | AUD | 940000 | JPMorgan Chase Bank NA | 4/2026 | 23795 |
| USD | 49940890 | AUD | 70279000 | Royal Bank of Canada | 4/2026 | 1451894 |
| USD | 51494410 | AUD | 75139000 | Royal Bank of Canada | 5/2026 | (326684) |
| USD | 580882 | AUD | 847000 | State Street Bank & Trust Co | 5/2026 | (3268) |
| USD | 1633121 | CAD | 2226000 | Brown Brothers Harriman & Co. | 4/2026 | 32949 |
| USD | 192636 | CAD | 263000 | Canadian Imperial Bank of Commerce | 4/2026 | 3577 |
| USD | 88784747 | CAD | 121397000 | JPMorgan Chase Bank NA | 4/2026 | 1517836 |
| USD | 571958 | CAD | 779000 | JPMorgan Chase Bank NA | 4/2026 | 11970 |
| USD | 1248355 | CAD | 1700000 | JPMorgan Chase Bank NA | 4/2026 | 26301 |
| USD | 409727 | CAD | 562000 | Royal Bank of Canada | 4/2026 | 5730 |
| USD | 631292 | CAD | 881047 | Royal Bank of Canada | 4/2026 | (2054) |
| USD | 91892263 | CAD | 127754000 | JPMorgan Chase Bank NA | 5/2026 | (73794) |
| USD | 17655540 | CHF | 13624000 | Bank of America NA | 4/2026 | 617021 |
| USD | 97653 | CHF | 76000 | Bank of America NA | 4/2026 | 2606 |
| USD | 211376 | CHF | 162000 | HSBC Bank USA NA | 4/2026 | 8775 |
| USD | 229168 | CHF | 180000 | JPMorgan Chase Bank NA | 4/2026 | 4055 |
| USD | 17562455 | CHF | 14001000 | Bank of America NA | 5/2026 | (13236) |
| USD | 156455 | DKK | 1008000 | Bank of America NA | 4/2026 | 543 |
| USD | 6432825 | DKK | 40644000 | JPMorgan Chase Bank NA | 4/2026 | 146244 |
| USD | 96038 | DKK | 622000 | JPMorgan Chase Bank NA | 5/2026 | (346) |
| USD | 6417076 | DKK | 41788000 | JPMorgan Chase Bank NA | 5/2026 | (58343) |
| USD | 1005369 | EUR | 867000 | Bank of America NA | 4/2026 | 3247 |
| USD | 3001675 | EUR | 2583000 | Bank of America NA | 4/2026 | 16114 |
| USD | 698165 | EUR | 603000 | Bank of America NA | 4/2026 | 1188 |
| USD | 27281811 | EUR | 23052000 | Bank of America NA | 4/2026 | 637157 |
| USD | 772803596 | EUR | 653263000 | Bank of America NA | 4/2026 | 17729554 |
| USD | 3430473 | EUR | 2977000 | JPMorgan Chase Bank NA | 4/2026 | (10493) |
| USD | 1715679 | EUR | 1477000 | Morgan Stanley Capital Services LLC | 4/2026 | 8488 |
| USD | 785974356 | EUR | 684590000 | Bank of America NA | 5/2026 | (6583322) |
| USD | 4464471 | GBP | 3318000 | Goldman Sachs Bank USA | 4/2026 | 72766 |
| USD | 540236 | GBP | 402000 | JPMorgan Chase Bank NA | 4/2026 | 8148 |
| USD | 590278 | GBP | 440000 | JPMorgan Chase Bank NA | 4/2026 | 7894 |
| USD | 677950 | GBP | 508000 | JPMorgan Chase Bank NA | 4/2026 | 5561 |
| USD | 111659180 | GBP | 82423000 | Royal Bank of Canada | 4/2026 | 2564097 |
| USD | 114544232 | GBP | 86857000 | Royal Bank of Canada | 5/2026 | (415244) |
| USD | 113514 | HKD | 887000 | Canadian Imperial Bank of Commerce | 4/2026 | 394 |
| USD | 123869 | HKD | 969000 | Canadian Imperial Bank of Commerce | 5/2026 | 57 |
| USD | 981155 | JPY | 156450000 | Bank of America NA | 4/2026 | (4637) |
| USD | 5335619 | JPY | 830900000 | Bank of America NA | 4/2026 | 100120 |
| USD | 169383 | JPY | 26800000 | JPMorgan Chase Bank NA | 4/2026 | 517 |
| USD | 859125 | JPY | 135300000 | JPMorgan Chase Bank NA | 4/2026 | 6600 |
| USD | 1068062 | JPY | 169050000 | JPMorgan Chase Bank NA | 4/2026 | 2878 |
| USD | 143904714 | JPY | 22404050000 | State Street Bank & Trust Co | 4/2026 | 2736824 |
| USD | 149008317 | JPY | 23703200000 | Goldman Sachs Bank USA | 5/2026 | (776731) |
| USD | 2589900 | NOK | 24816000 | Royal Bank of Canada | 4/2026 | 27031 |
| USD | 2561053 | NOK | 24999000 | Bank of America NA | 5/2026 | (20338) |
| USD | 291463 | NZD | 492000 | Bank of America NA | 4/2026 | 8736 |
| USD | 5581418 | NZD | 9317000 | JPMorgan Chase Bank NA | 4/2026 | 227404 |
| USD | 613022 | NZD | 1072000 | Canadian Imperial Bank of Commerce | 5/2026 | (3696) |
| USD | 5619882 | NZD | 9826000 | JPMorgan Chase Bank NA | 5/2026 | (32979) |
| USD | 1584458 | SEK | 14266000 | Bank of America NA | 4/2026 | 77483 |
| USD | 10790857 | SEK | 97438000 | Citibank NA | 4/2026 | 498093 |
| USD | 88957 | SEK | 846000 | Bank of America NA | 5/2026 | (566) |
| USD | 11741777 | SEK | 112088000 | Citibank NA | 5/2026 | (119350) |
| USD | 135019 | SGD | 172000 | Bank of America NA | 4/2026 | 1240 |
| USD | 490532 | SGD | 624000 | Canadian Imperial Bank of Commerce | 4/2026 | 5193 |
| USD | 6418384 | SGD | 8094000 | Goldman Sachs Bank USA | 4/2026 | 122981 |
| USD | 6874559 | SGD | 8856000 | State Street Bank & Trust Co | 5/2026 | (30255) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **28760934** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 37246900 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (8485966) |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| DKK | - | Danish Krone |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HKD | - | Hong Kong Dollar |
| JPY | - | Japanese Yen |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| RUB | - | Russian Ruble |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| USD | - | United States Dollar |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $898,210,632 or 73.0% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Security is perpetual in nature with no stated maturity date.

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $260,998,189 or 21.2% of net assets.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $68,608.

(g) Level 3 security.

(h) Non-income producing - Security is in default.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 4449160 | 56075058 | 60524218 | 49054 | (265) | 265 | - | - | 0.0% |
| Total | 4449160 | 56075058 | 60524218 | 49054 | (265) | 265 | - |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1241457522.98

**Total Liabilities:** $58829.48

**Net Assets:** $1241398693.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8385.13444084 | **1-Year:** 73622.77912708 | **5-Year:** 201347.33371673 | **10-Year:** 274873.30987151 | **30-Year:** 156347.50309031

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

- **3-Month:** 185.61553713 | **1-Year:** 10611.55768749 | **5-Year:** 29343.76792330 | **10-Year:** 44753.06107978 | **30-Year:** 25278.46711036

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214977 | 0.55%                | 1.41%                | -2.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $194794.17               | $1079249.17                                |
| Month 2  | $559688.27               | $14567057.74                               |
| Month 3  | $60504.34                | $-30220664.17                              |

**Designated Index Information**

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

- **Index Identifier:** 87644778

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      30000 | PA      | $37357.53     | 0.00%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     530000 | PA      | $641458.38    | 0.05%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      80000 | PA      | $90384.14     | 0.01%             | 2033-01-15      | 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        |    1390000 | PA      | $1443284.37   | 0.12%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 7% 04/30/2040                                                                              | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $139054.29    | 0.01%             | 2040-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 4.875% 06/01/2044                                                                          | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     290000 | PA      | $314014.60    | 0.03%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 0.625% 03/25/2027 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     903000 | PA      | $1022756.36   | 0.08%             | 2027-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 5.5% 03/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $48705.91     | 0.00%             | 2028-03-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     545000 | PA      | $654553.61    | 0.05%             | 2041-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4% 03/28/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $36385.93     | 0.00%             | 2032-03-28      | Fixed         | 0.04%                 | 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        |    1870000 | PA      | $2063099.18   | 0.17%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 4.65% 02/16/2027                                                                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     700000 | PA      | $511979.73    | 0.04%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 5.5%/VAR 10/27/2047 REGS                                                                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118117.28    | 0.01%             | 2047-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS ULC                                                | BROOKFIELD RENEWABLE PARTNERS ULC 5.84% 11/05/2036                                                      | CUSIP: 05573YAB7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $62272.60     | 0.01%             | 2036-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.75% 09/29/2044                                         | CUSIP: 07813ZBH6<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $80257.19     | 0.01%             | 2044-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      40000 | PA      | $50216.11     | 0.00%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     520000 | PA      | $594602.03    | 0.05%             | 2042-07-04      | Fixed         | 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        |    2370000 | PA      | $2413757.69   | 0.19%             | 2044-07-04      | Fixed         | 0.03%                 | 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        |    9180000 | PA      | $9250072.91   | 0.75%             | 2046-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 2% 02/18/2045 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     750000 | PA      | $683619.33    | 0.06%             | 2045-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      20000 | PA      | $24759.56     | 0.00%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     720000 | PA      | $775330.28    | 0.06%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.4% 05/23/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      40000 | PA      | $43795.71     | 0.00%             | 2034-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 12/01/2064                                                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3020000 | PA      | $1679134.55   | 0.14%             | 2064-12-01      | Fixed         | 0.03%                 | 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        |    1760000 | PA      | $1216902.16   | 0.10%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PAC RY CO 6.45% 11/17/2039                                                                     | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $74179.23     | 0.01%             | 2039-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $393.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/NZD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $227403.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/SGD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $122981.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/SEK settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $498092.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/NOK settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $27030.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/DKK settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $146244.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CHF settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $617020.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1517835.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/AUD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $1451893.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $2564096.91   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2736823.65   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17729553.54  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $26300.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SEK settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $77483.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/CHF settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8774.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $68581.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/GBP settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $72765.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $637157.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $100119.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $32948.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: CAD/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-1125.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: AUD/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-271.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                              | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8488.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: GBP/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5642.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6600.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $3576.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CHF settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2605.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1187.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/AUD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1018.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $23794.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7894.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: CAD/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-653.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3247.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2877.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/DKK settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $543.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/NZD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8735.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/SGD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $5193.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: AUD/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2000.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10492.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11969.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5561.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: AUD/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-648.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4636.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8148.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $516.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5863.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SGD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1239.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/CAD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $5730.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CHF settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4055.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16114.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: EUR/USD settle 2026-04-01                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-228.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/AUD settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-326684.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-73794.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/DKK settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-58342.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CHF settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13235.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6583321.86  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2026-05-01                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-415243.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $56.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/NZD settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32978.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/NOK settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20338.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/SEK settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-119349.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/SGD settle 2026-05-04                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30255.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/JPY settle 2026-05-01                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-776731.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.25% 10/21/2027 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112887.80    | 0.01%             | 2027-10-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      20000 | PA      | $27035.63     | 0.00%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     575000 | PA      | $605742.24    | 0.05%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 1.5% 04/18/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      49000 | PA      | $52828.93     | 0.00%             | 2030-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 2.625% 03/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     107000 | PA      | $122917.34    | 0.01%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 4.5% 11/15/2039                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3960000 | PA      | $711414.78    | 0.06%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.625% 07/04/2042 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      20000 | PA      | $20247.06     | 0.00%             | 2042-07-04      | 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        |     100000 | PA      | $126031.43    | 0.01%             | 2035-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     490000 | PA      | $524273.12    | 0.04%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     840000 | PA      | $953612.41    | 0.08%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1913000 | PA      | $2046761.67   | 0.16%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                               | RUSSIAN FEDERATION 7.6% 12/31/2049                                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    4237000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| GREAT WEST LIFECO INC                                                            | GREAT WEST LIFECO INC 5.998% 11/16/2039                                                                 | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $39659.34     | 0.00%             | 2039-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 5.36% 05/20/2036                                                                          | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $38734.25     | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 5% 10/19/2046                                                                             | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $203453.38    | 0.02%             | 2046-10-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2055                                                                              | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |     220000 | PA      | $138558.41    | 0.01%             | 2055-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 5% 02/15/2050                                                                              | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |     370000 | PA      | $273649.99    | 0.02%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD/AB                                                            | INTER PIPELINE LTD/AB 4.637% 05/30/2044                                                                 | CUSIP: 45834ZAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $32186.76     | 0.00%             | 2044-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 6.5% 11/01/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      50000 | PA      | $61121.06     | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      20000 | PA      | $25377.38     | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2039 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      20000 | PA      | $25395.41     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | 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        |     160000 | PA      | $208734.22    | 0.02%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2055 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      30000 | PA      | $32435.10     | 0.00%             | 2055-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2046 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     170000 | PA      | $190838.09    | 0.02%             | 2046-12-07      | 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        |     550000 | PA      | $660222.38    | 0.05%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 09/07/2039 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      13000 | PA      | $15686.62     | 0.00%             | 2039-09-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2040 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      19000 | PA      | $22606.04     | 0.00%             | 2040-12-07      | Fixed         | 0.04%                 | 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      | $398754.35    | 0.03%             | 2044-01-22      | Fixed         | 0.03%                 | 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        |    8850000 | PA      | $9076188.83   | 0.73%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #7 2.3% 5/20/32                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $6435.41      | 0.00%             | 2032-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.625% 11/17/2036 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     218000 | PA      | $213969.67    | 0.02%             | 2036-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.85% 12/01/2055 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     186000 | PA      | $146841.81    | 0.01%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                                                  | LCR FINANCE PLC 5.1% 03/07/2051                                                                         | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |      93000 | PA      | $113154.25    | 0.01%             | 2051-03-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      57000 | PA      | $57059.02     | 0.00%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 4.05% 09/05/2045                                                                  | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      80000 | PA      | $52633.46     | 0.00%             | 2045-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     760000 | PA      | $915039.01    | 0.07%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     730000 | PA      | $871317.06    | 0.07%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 4.8% 09/26/2039                                                           | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      90000 | PA      | $67391.63     | 0.01%             | 2039-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.55% 06/03/2043                                                          | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $62539.72     | 0.01%             | 2043-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.3% 10/17/2046                                                               | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $28585.65     | 0.00%             | 2046-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.45% 06/01/2045                                                               | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $90356.91     | 0.01%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                                            | NOVA SCOTIA POWER INC 5.67% 11/14/2035                                                                  | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $69524.69     | 0.01%             | 2035-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                                            | NOVA SCOTIA POWER INC 5.61% 06/15/2040                                                                  | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $53009.99     | 0.00%             | 2040-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 8.125% 01/28/2033                                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      70000 | PA      | $102609.15    | 0.01%             | 2033-01-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.7% 06/02/2037                                                                    | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     190000 | PA      | $143526.42    | 0.01%             | 2037-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.6% 06/02/2039                                                                    | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $170486.48    | 0.01%             | 2039-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 12/02/2046                                                                    | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     480000 | PA      | $264809.14    | 0.02%             | 2046-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTTAWA ONTARIO                                                                   | OTTAWA ONT 4.6% 07/14/2042                                                                              | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $49841.73     | 0.00%             | 2042-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.875% 05/27/2030                                                                     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     100000 | PA      | $108436.07    | 0.01%             | 2030-05-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2038                                                                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      90000 | PA      | $68937.46     | 0.01%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2041                                                                       | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     420000 | PA      | $317561.79    | 0.03%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2045                                                                     | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     880000 | PA      | $534231.04    | 0.04%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2048                                                                     | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     270000 | PA      | $159647.95    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 4.75% 06/01/2040                                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     120000 | PA      | $89765.80     | 0.01%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #36 2% 3/20/42                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110000000 | PA      | $606006.75    | 0.05%             | 2042-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT # 120 1.6% 6/20/30                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4600000 | PA      | $28856.12     | 0.00%             | 2030-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 5.15% 10/31/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1660000 | PA      | $2033595.62   | 0.16%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.95% 07/30/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      26000 | PA      | $28960.16     | 0.00%             | 2030-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4300000 | PA      | $26376.62     | 0.00%             | 2033-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1.9% 3/20/53                                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   42450000 | PA      | $188383.44    | 0.02%             | 2053-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19650000 | PA      | $113295.37    | 0.01%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5500000 | PA      | $20939.86     | 0.00%             | 2055-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERANET HLDGS LP                                                                 | TERANET HLDGS LP 5.754% 12/17/2040                                                                      | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $43738.62     | 0.00%             | 2040-12-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC 5.75% 06/02/2031                                                                  | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     110000 | PA      | $143301.02    | 0.01%             | 2031-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 1.625% 01/16/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      45000 | PA      | $48195.97     | 0.00%             | 2030-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.875% 09/01/2030                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     650000 | PA      | $526015.72    | 0.04%             | 2030-09-01      | 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        |     260000 | PA      | $212913.10    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     365000 | PA      | $559820.55    | 0.05%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.25% 06/27/2027 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     590000 | PA      | $767249.05    | 0.06%             | 2027-06-27      | 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        |     280000 | PA      | $424043.93    | 0.03%             | 2036-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     200000 | PA      | $287777.64    | 0.02%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     170000 | PA      | $326020.75    | 0.03%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      70000 | PA      | $46456.40     | 0.00%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     980000 | PA      | $664818.69    | 0.05%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2920000 | PA      | $1693175.54   | 0.14%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     760000 | PA      | $84939.09     | 0.01%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    5270000 | PA      | $545156.30    | 0.04%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  232050000 | PA      | $1070434.09   | 0.09%             | 2045-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1% 12/20/35                                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  647550000 | PA      | $3611343.70   | 0.29%             | 2035-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.625% 01/21/2031 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     348000 | PA      | $376524.89    | 0.03%             | 2031-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1990000 | PA      | $1332565.54   | 0.11%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     116000 | PA      | $104042.30    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 02/20/2047 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     293000 | PA      | $230666.12    | 0.02%             | 2047-02-20      | Fixed         | 0.01%                 | 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        |     470000 | PA      | $387070.37    | 0.03%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 2.25% 03/03/2032 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     230000 | PA      | $254236.03    | 0.02%             | 2032-03-03      | 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        |      38000 | PA      | $28311.00     | 0.00%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 2.125% 03/10/2028                                                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     200000 | PA      | $226010.29    | 0.02%             | 2028-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                       | BERKSHIRE HATHAWAY INC DEL 2.15% 03/15/2028                                                             | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     797000 | PA      | $905184.05    | 0.07%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.125% 04/04/2036 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |      94000 | PA      | $88401.93     | 0.01%             | 2036-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2% 03/17/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      23000 | PA      | $26064.63     | 0.00%             | 2028-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2036                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  192500000 | PA      | $1003134.12   | 0.08%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 3.375%/VAR 07/06/2047 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115383.25    | 0.01%             | 2047-07-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1858000 | PA      | $1705480.91   | 0.14%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2063000 | PA      | $1234735.17   | 0.10%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.25% 09/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     639000 | PA      | $640208.19    | 0.05%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.125% 05/03/2032 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      47000 | PA      | $49033.19     | 0.00%             | 2032-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.15% 06/22/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      90000 | PA      | $63242.93     | 0.01%             | 2066-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.25% 07/21/2028 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     154000 | PA      | $102703.47    | 0.01%             | 2028-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 2% 05/09/2036                                                                    | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $198838.81    | 0.02%             | 2036-05-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.25% 05/12/2036 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     226000 | PA      | $214722.71    | 0.02%             | 2036-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     470000 | PA      | $432049.05    | 0.03%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.25% 05/21/2028 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3740000 | PA      | $2457559.39   | 0.20%             | 2028-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 05/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      32000 | PA      | $36140.93     | 0.00%             | 2028-05-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1% 04/14/2032 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     736000 | PA      | $760057.76    | 0.06%             | 2032-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2056                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  333750000 | PA      | $873993.18    | 0.07%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.35% 06/06/2046                                                              | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     456000 | PA      | $285492.94    | 0.02%             | 2046-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD                           | NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD 4.35% 01/10/2039                                 | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     591000 | PA      | $408019.84    | 0.03%             | 2039-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2046                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   17900000 | PA      | $63286.33     | 0.01%             | 2046-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    1602000 | PA      | $1998549.37   | 0.16%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.8% 06/02/2048                                                                    | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1868000 | PA      | $995026.84    | 0.08%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.875% 07/18/2042 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     266000 | PA      | $207823.36    | 0.02%             | 2042-07-18      | 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        |     768000 | PA      | $594815.68    | 0.05%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                                           | ENBRIDGE PIPELINES INC 4.13% 08/09/2046                                                                 | CUSIP: 29250ZAW8<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     406000 | PA      | $247088.25    | 0.02%             | 2046-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.625% 07/21/2031 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      24000 | PA      | $24571.82     | 0.00%             | 2031-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     410000 | PA      | $194175.18    | 0.02%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 09/20/2036                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   93750000 | PA      | $486162.18    | 0.04%             | 2036-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP 3.8% 03/16/2027                                                                         | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $187799.17    | 0.02%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2047 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     195000 | PA      | $129619.00    | 0.01%             | 2047-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 0.75% 10/04/2041 REGS                                                    | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |     748000 | PA      | $564095.35    | 0.05%             | 2041-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 1.93% 10/17/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $317528.18    | 0.03%             | 2031-10-17      | Fixed         | 0.02%                 | 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        |    1898000 | PA      | $930928.21    | 0.07%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     220000 | PA      | $122501.65    | 0.01%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      89000 | PA      | $78856.02     | 0.01%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 09/07/2037 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       7000 | PA      | $6655.34      | 0.00%             | 2037-09-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA 1.875% 01/06/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215636.52    | 0.02%             | 2031-01-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                                                      | ALTALINK LP 3.717% 12/03/2046                                                                           | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |     338000 | PA      | $205458.13    | 0.02%             | 2046-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.7% 10/17/2048                                                               | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $42058.87     | 0.00%             | 2048-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.3% 06/02/2048                                                                   | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $87002.37     | 0.01%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     380000 | PA      | $374729.18    | 0.03%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                                                      | NN GROUP NV 4.625%/VAR 01/13/2048 REGS                                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     180000 | PA      | $210941.39    | 0.02%             | 2048-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                            | PEMBINA PIPELINE CORP 4.74% 01/21/2047                                                                  | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     402000 | PA      | $264022.10    | 0.02%             | 2047-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.45% 09/01/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     897000 | PA      | $966523.23    | 0.08%             | 2033-09-01      | 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        |      39000 | PA      | $44118.12     | 0.00%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 07/22/2057 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1184000 | PA      | $696523.73    | 0.06%             | 2057-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     655000 | PA      | $589587.34    | 0.05%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.4% 09/05/2048                                                                   | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     470000 | PA      | $273661.56    | 0.02%             | 2048-09-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2027                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   11030000 | PA      | $1658848.23   | 0.13%             | 2027-11-15      | 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        |   16670000 | PA      | $1701826.56   | 0.14%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 1.375% 01/12/2037 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $377540.40    | 0.03%             | 2037-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1666000 | PA      | $1881912.27   | 0.15%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.25% 06/22/2057 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     124000 | PA      | $93210.21     | 0.01%             | 2057-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | MCKESSON CORP 3.125% 02/17/2029                                                                         | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     573000 | PA      | $721043.87    | 0.06%             | 2029-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 02/22/2027                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     283000 | PA      | $321657.57    | 0.03%             | 2027-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.35% 07/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     292000 | PA      | $319309.74    | 0.03%             | 2033-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.45% 02/27/2047 REGS                                    | CUSIP: 07813ZBX1<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $18607.86     | 0.00%             | 2047-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    4100000 | PA      | $25586.44     | 0.00%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     515000 | PA      | $489916.13    | 0.04%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 03/15/2027 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     184000 | PA      | $209122.64    | 0.02%             | 2027-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 03/20/2037                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   22050000 | PA      | $115177.60    | 0.01%             | 2037-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      42000 | PA      | $53417.02     | 0.00%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 2.6% 03/23/2027 REGS                                                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $40519.38     | 0.00%             | 2027-03-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 05/20/2027 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     620000 | PA      | $419850.95    | 0.03%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.5% 04/20/2032 REGS                                                           | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104367.58    | 0.01%             | 2032-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.75% 05/03/2027 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      43000 | PA      | $48715.03     | 0.00%             | 2027-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                            | PROCTER and GAMBLE CO 1.8% 05/03/2029                                                                   | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     381000 | PA      | $464891.26    | 0.04%             | 2029-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                     | ANHEUSER-BUSCH INBEV FIN INC 4.32% 05/15/2047                                                           | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     110000 | PA      | $69971.89     | 0.01%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1.125% 04/13/2033 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     265000 | PA      | $269904.74    | 0.02%             | 2033-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                     | GE AEROSPACE 2.125% 05/17/2037                                                                          | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $223885.42    | 0.02%             | 2037-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.638%/VAR 05/18/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     210000 | PA      | $238678.56    | 0.02%             | 2028-05-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 1.125% 05/19/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1247239.37   | 0.10%             | 2027-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2.85% 05/25/2037 REGS                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $205468.03    | 0.02%             | 2037-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     124000 | PA      | $97068.51     | 0.01%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 05/26/2027 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113468.40    | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.25% 05/24/2033 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1849000 | PA      | $1883795.23   | 0.15%             | 2033-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1.5% 05/29/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     120000 | PA      | $129719.21    | 0.01%             | 2029-05-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     230000 | PA      | $179461.66    | 0.01%             | 2047-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 1.875% 06/02/2042                                                                     | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     400000 | PA      | $342061.80    | 0.03%             | 2042-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 03/20/2057                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  146150000 | PA      | $455472.63    | 0.04%             | 2057-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 2.25% 06/30/2029                                                                            | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     619000 | PA      | $753655.72    | 0.06%             | 2029-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.05% 12/01/2048                                                                   | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     724000 | PA      | $401221.22    | 0.03%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 03/01/2048 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       1000 | PA      | $1006.40      | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     500000 | PA      | $575586.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 06/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  136750000 | PA      | $700494.14    | 0.06%             | 2037-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COENTREPRISE DE TRANSPORT D'ELECTRICITE SA                                       | COENTREPRISE DE TRANSPORT D'ELECTRICITE SA 1.5% 07/29/2028 REGS                                         | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110966.04    | 0.01%             | 2028-07-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP CAPITAL MARKETS PLC 1.637% 06/26/2029 REGS                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109448.02    | 0.01%             | 2029-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.55% 06/16/2048 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     178000 | PA      | $140834.80    | 0.01%             | 2048-06-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 10/31/2027 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $113453.84    | 0.01%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.5% 07/03/2029 REGS                                                             | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      44000 | PA      | $48096.99     | 0.00%             | 2029-07-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.05% 08/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     213000 | PA      | $244054.15    | 0.02%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 5.75% 02/14/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $168428.78    | 0.01%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON and QUADRANT HOUSING TRUST                                                | LONDON and QUADRANT HSG TRUST 2.25% 07/20/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $191732.29    | 0.02%             | 2029-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 1.375% 07/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $169678.38    | 0.01%             | 2027-07-26      | Fixed         | 0.01%                 | 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        |     400000 | PA      | $495239.53    | 0.04%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                     | CANADIAN NATIONAL RAILWAY CO 3.6% 08/01/2047                                                            | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $135414.71    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.45% 09/05/2040 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1125000 | PA      | $989321.07    | 0.08%             | 2040-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 3.65% 09/08/2044 REGS                                                             | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |     295000 | PA      | $180450.26    | 0.01%             | 2044-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 09/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  510700000 | PA      | $3164982.72   | 0.25%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.8% 09/20/2047                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10200000 | PA      | $39189.49     | 0.00%             | 2047-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC 1.75% 09/19/2029 REGS                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $119282.25    | 0.01%             | 2029-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 1.875% 09/26/2029 REGS                                                       | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     460000 | PA      | $502660.57    | 0.04%             | 2029-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GECINA SA                                                                        | GECINA SA 1.375% 01/26/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $222755.96    | 0.02%             | 2028-01-26      | Fixed         | 0.01%                 | 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        |     710000 | PA      | $878717.41    | 0.07%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                                        | SEGRO PLC 2.375% 10/11/2029 REGS                                                                        | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $301781.26    | 0.02%             | 2029-10-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 10/10/2027 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     150000 | PA      | $169720.97    | 0.01%             | 2027-10-10      | 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        |     473000 | PA      | $524058.24    | 0.04%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                     | DEXIA CR LOC SOCIETE ANONYME 1% 10/18/2027 REGS                                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112366.64    | 0.01%             | 2027-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.5% 08/21/2030 144A REGS                                                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      58000 | PA      | $37746.53     | 0.00%             | 2030-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 04/20/2029 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    2690000 | PA      | $1760420.24   | 0.14%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 1.25% 11/02/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      30000 | PA      | $32610.86     | 0.00%             | 2029-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 3.375% 10/27/2036                                                            | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     486000 | PA      | $511515.69    | 0.04%             | 2036-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.75% 11/15/2027 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $111765.12    | 0.01%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC                            | NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC 2.375% 05/16/2029 REGS                            | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $307488.96    | 0.02%             | 2029-05-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                                                   | VILLE DE PARIS 1.375% 11/20/2034 REGS                                                                   | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $95384.89     | 0.01%             | 2034-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.625% 11/21/2047 REGS                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $94899.04     | 0.01%             | 2047-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILS INC                                                                  | EPCOR UTILS INC 3.554% 11/27/2047                                                                       | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |     571000 | PA      | $333684.67    | 0.03%             | 2047-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOMES                                                          | PLACES FOR PEOPLE HOMES 3.625% 11/22/2028 REGS                                                          | CUSIP: N/A<br>LEI: 2138006VZYSUOICR2M02       | Long             | DBT              | CORP              | GB        |     190000 | PA      | $240824.84    | 0.02%             | 2028-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CU INC                                                                           | CU INC 3.548% 11/22/2047                                                                                | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $163686.58    | 0.01%             | 2047-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 06/02/2049                                                                    | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1735000 | PA      | $932263.73    | 0.08%             | 2049-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    1280000 | PA      | $1518493.67   | 0.12%             | 2033-01-30      | Fixed         | 0.04%                 | 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        |     960000 | PA      | $1106007.87   | 0.09%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 12/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  439850000 | PA      | $2715056.46   | 0.22%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 12/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    6700000 | PA      | $33786.56     | 0.00%             | 2037-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC 2.735% 06/15/2043 REGS                                                                       | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |     110000 | PA      | $93185.44     | 0.01%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 3.25% 01/17/2033                                                                           | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     399000 | PA      | $451140.13    | 0.04%             | 2033-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.5% 02/15/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       7000 | PA      | $7791.48      | 0.00%             | 2028-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                                             | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS                                                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     250000 | PA      | $285344.18    | 0.02%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 01/07/2028                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1834000 | PA      | $2047255.33   | 0.16%             | 2028-01-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 09/01/2038 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     433000 | PA      | $450234.05    | 0.04%             | 2038-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1220000 | PA      | $1352744.41   | 0.11%             | 2028-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 1.75% 01/18/2028 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $190711.55    | 0.02%             | 2028-01-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK PLC                                                       | DWR CYMRU FING UK PLC 2.5% 03/31/2036 REGS                                                              | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $105513.43    | 0.01%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                                                               | NATURGY FINANCE BV 1.5% 01/29/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $674258.19    | 0.05%             | 2028-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3840000 | PA      | $2485859.90   | 0.20%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 3.3% 07/17/2028 REGS                                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    1267000 | PA      | $840974.49    | 0.07%             | 2028-07-17      | Fixed         | 0.03%                 | 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        |    1335000 | PA      | $1489373.59   | 0.12%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1.625% 01/31/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112130.22    | 0.01%             | 2028-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.4% 04/30/2028 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $112673.88    | 0.01%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 1.5% 07/31/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     115000 | PA      | $125527.40    | 0.01%             | 2029-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 02/02/2028 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     310000 | PA      | $31941.86     | 0.00%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.1% 02/02/2028                                                                     | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $60933.19     | 0.00%             | 2028-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.125% 02/08/2028 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112989.31    | 0.01%             | 2028-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                                         | ACEA SPA 1.5% 06/08/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     217000 | PA      | $246350.75    | 0.02%             | 2027-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     137000 | PA      | $133507.28    | 0.01%             | 2034-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.3% 08/08/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |      55000 | PA      | $36581.53     | 0.00%             | 2028-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.3% 08/14/2028                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     210000 | PA      | $139654.64    | 0.01%             | 2028-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                                              | NOVARTIS FINANCE SA 1.375% 08/14/2030 REGS                                                              | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |     340000 | PA      | $364674.73    | 0.03%             | 2030-08-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     166000 | PA      | $164458.86    | 0.01%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.65% 02/22/2038 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     607000 | PA      | $580174.70    | 0.05%             | 2038-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE 1.625% 02/28/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $333221.61    | 0.03%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     189000 | PA      | $176464.49    | 0.01%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.875% 02/28/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $789016.42    | 0.06%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.25% 04/22/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1461000 | PA      | $1488915.32   | 0.12%             | 2033-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 3.19% 03/01/2028                                                                   | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $419948.41    | 0.03%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                 | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     639000 | PA      | $715296.66    | 0.06%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 1.75% 03/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     514000 | PA      | $577290.81    | 0.05%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 04/04/2033 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1418000 | PA      | $1445237.35   | 0.12%             | 2033-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 4.178% 03/08/2028                                        | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     128000 | PA      | $92976.82     | 0.01%             | 2028-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                        | SOUTHERN GAS NETWORKS PLC 3.1% 09/15/2036 REGS                                                          | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $100830.68    | 0.01%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    2860000 | PA      | $3171272.42   | 0.26%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                               | CADENT FINANCE PLC 3.125% 03/21/2040 REGS                                                               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $91484.37     | 0.01%             | 2040-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                   | FAIRFAX FINANCIAL HLDGS LTD 2.75% 03/29/2028 REGS                                                       | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $430842.77    | 0.03%             | 2028-03-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CAP MKTS PLC                                                     | LAND SECURITIES CAP MKTS PLC 2.375% 03/29/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $205808.26    | 0.02%             | 2029-03-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.3% 05/15/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     570000 | PA      | $588478.86    | 0.05%             | 2033-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.25% 04/18/2034 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     260000 | PA      | $280105.44    | 0.02%             | 2034-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3% 06/02/2028                                                                     | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     320000 | PA      | $230212.64    | 0.02%             | 2028-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                        | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     310000 | PA      | $346989.04    | 0.03%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    1016000 | PA      | $806766.64    | 0.06%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.2% 05/23/2033 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      37000 | PA      | $37897.83     | 0.00%             | 2033-05-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.75% 02/26/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $114809.43    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.5% 05/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $339352.40    | 0.03%             | 2028-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 0.875% 05/24/2028                                                              | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |      87000 | PA      | $96518.93     | 0.01%             | 2028-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     330000 | PA      | $365467.64    | 0.03%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREE AND HANSEATIC CITY OF HAMBURG                                               | FREE AND HANSEATIC CITY OF HAMBURG 1.2% 06/03/2033 REGS                                                 | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | CORP              | DE        |     390000 | PA      | $395041.57    | 0.03%             | 2033-06-03      | Fixed         | 0.01%                 | 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        |   26050000 | PA      | $2589665.61   | 0.21%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BASQUE COUNTRY                                                                   | BASQUE COUNTRY 1.45% 04/30/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     370000 | PA      | $416218.81    | 0.03%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.5% 06/12/2040 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     160000 | PA      | $142770.01    | 0.01%             | 2040-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     240000 | PA      | $168448.03    | 0.01%             | 2068-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 3% 06/15/2028 REGS                                                                        | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    1310000 | PA      | $942002.16    | 0.08%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 2.5% 06/25/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112172.03    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.625%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     300000 | PA      | $346792.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 3.838% 06/22/2048                                                          | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $71535.91     | 0.01%             | 2048-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 1.5% 06/28/2038 REGS                                                            | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $90345.77     | 0.01%             | 2038-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.18% 07/03/2048 REGS                                                         | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      33000 | PA      | $20036.27     | 0.00%             | 2048-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  780800000 | PA      | $4781607.19   | 0.39%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 06/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   13100000 | PA      | $47873.73     | 0.00%             | 2048-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.125% 07/25/2029 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      27000 | PA      | $33580.09     | 0.00%             | 2029-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     244000 | PA      | $126503.26    | 0.01%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 2% 11/01/2028 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      51000 | PA      | $57107.90     | 0.00%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                        | PROLOGIS EURO FINL LLC 1.875% 01/05/2029                                                                | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     900000 | PA      | $995861.13    | 0.08%             | 2029-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.15% 06/26/2029                                                                | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |     120000 | PA      | $78243.64     | 0.01%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 3.15% 06/26/2029 REGS                                                                     | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |      90000 | PA      | $58805.05     | 0.00%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 12/01/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $739078.17    | 0.06%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.2% 03/05/2050                                                                   | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     256000 | PA      | $142346.23    | 0.01%             | 2050-03-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.2% 08/08/2034                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     403000 | PA      | $400130.78    | 0.03%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.1% 06/02/2050                                                                   | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     293000 | PA      | $161553.35    | 0.01%             | 2050-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.5% 08/28/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111765.12    | 0.01%             | 2028-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 1.375% 08/30/2028 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     520000 | PA      | $576093.10    | 0.05%             | 2028-08-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.95% 06/18/2050                                                          | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     924000 | PA      | $491478.20    | 0.04%             | 2050-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 1.375% 09/04/2028 REGS                                                          | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $777704.05    | 0.06%             | 2028-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    1080000 | PA      | $1184413.83   | 0.10%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 09/05/2028 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      48000 | PA      | $52920.84     | 0.00%             | 2028-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                                      | INVESTOR AB 1.5% 09/12/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     220000 | PA      | $233972.79    | 0.02%             | 2030-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 1.125% 09/12/2033 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $70236.91     | 0.01%             | 2033-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625% 09/17/2030 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $212305.41    | 0.02%             | 2030-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.875% 09/19/2033 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100587.81    | 0.01%             | 2033-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 01/22/2049 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     742000 | PA      | $507510.11    | 0.04%             | 2049-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE CORP PLC                                                       | PENSION INSURANCE CORP PLC 5.625% 09/20/2030 REGS                                                       | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130112.88    | 0.01%             | 2030-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.1% 06/01/2050                                                                    | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     231000 | PA      | $127625.66    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 1.5% 09/25/2028 REGS                                                            | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111137.94    | 0.01%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                    | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS 1% 09/25/2028 REGS                                        | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $771598.39    | 0.06%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 06/28/2028                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      72000 | PA      | $79731.08     | 0.01%             | 2028-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 1.5% 09/28/2038 REGS                                                      | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $270146.57    | 0.02%             | 2038-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                      | M and G PLC 5.625%/VAR 10/20/2051 REGS                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |     104000 | PA      | $135090.38    | 0.01%             | 2051-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS                                                               | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     584000 | PA      | $667057.96    | 0.05%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.875% 05/25/2028 REGS                                                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $443556.72    | 0.04%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1221050000 | PA      | $7447452.37   | 0.60%             | 2028-09-20      | Fixed         | 0.00%                 | 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        |     130000 | PA      | $140446.98    | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.9% 09/20/2048                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  249150000 | PA      | $951595.46    | 0.08%             | 2048-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.7% 09/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  863100000 | PA      | $4306876.75   | 0.35%             | 2038-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.95% 09/26/2078 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     270000 | PA      | $193449.28    | 0.02%             | 2078-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 3.3% 05/02/2029 REGS                                                     | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |      40000 | PA      | $26211.48     | 0.00%             | 2029-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 2.375% 11/14/2030 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     230000 | PA      | $251110.18    | 0.02%             | 2030-11-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEGAL AND GENERAL GROUP PLC                                                      | LEGAL AND GENERAL GROUP PLC 5.125%/VAR 11/14/2048 REGS                                                  | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |     340000 | PA      | $444565.16    | 0.04%             | 2048-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.25% 11/18/2030 REGS                                                        | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $224645.98    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.125% 11/16/2038 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $221604.96    | 0.02%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 2% 09/01/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $1035664.89   | 0.08%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.25% 01/09/2034                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      58000 | PA      | $58242.55     | 0.00%             | 2034-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 3.25% 01/15/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237117.87    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     560000 | PA      | $618672.88    | 0.05%             | 2029-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  135350000 | PA      | $822100.35    | 0.07%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       6000 | PA      | $6492.59      | 0.00%             | 2029-02-15      | 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        |    1373000 | PA      | $1495483.86   | 0.12%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II BV                                                            | ALLIANZ FINANCE II BV 1.5% 01/15/2030 REGS                                                              | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $217926.47    | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1.5% 01/16/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     335000 | PA      | $365257.17    | 0.03%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    1129000 | PA      | $1242278.91   | 0.10%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     458000 | PA      | $518042.45    | 0.04%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 12/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10800000 | PA      | $38845.93     | 0.00%             | 2048-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.35% 03/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1808000 | PA      | $2039622.10   | 0.16%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 4.248% 01/18/2049                                                          | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $31726.33     | 0.00%             | 2049-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0.75% 01/24/2029 REGS                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    2384000 | PA      | $2600595.91   | 0.21%             | 2029-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.15% 12/01/2051                                                               | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     160000 | PA      | $87188.56     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2176000 | PA      | $2421777.86   | 0.20%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 0.875% 01/22/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1085391.64   | 0.09%             | 2029-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.1% 12/01/2051                                                                     | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $124659.80    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2029                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   16594000 | PA      | $2398347.74   | 0.19%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 12/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   15550000 | PA      | $74919.84     | 0.01%             | 2038-12-20      | 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        |      23000 | PA      | $16528.63     | 0.00%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1557000 | PA      | $1689400.54   | 0.14%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 1.5% 02/06/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      86000 | PA      | $94872.53     | 0.01%             | 2029-02-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.125% 02/06/2034 REGS                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $68449.35     | 0.01%             | 2034-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.7% 06/02/2029                                                                    | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1703000 | PA      | $1209973.73   | 0.10%             | 2029-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 09/01/2049 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     679000 | PA      | $722703.41    | 0.06%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 1.571% 04/30/2029 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     606000 | PA      | $673695.63    | 0.05%             | 2029-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 2.2% 06/15/2027                                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     398000 | PA      | $455637.16    | 0.04%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 3.125% 06/15/2031                                                                      | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     174000 | PA      | $194810.96    | 0.02%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1336000 | PA      | $1427452.97   | 0.11%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 0.75% 02/18/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108785.81    | 0.01%             | 2029-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2050 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     494000 | PA      | $333602.09    | 0.03%             | 2050-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD                              | ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS                           | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $135303.04    | 0.01%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1% 02/27/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $681289.11    | 0.05%             | 2027-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.75% 02/28/2039 REGS                                              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      23000 | PA      | $20550.42     | 0.00%             | 2039-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.85% 07/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     480000 | PA      | $487631.83    | 0.04%             | 2035-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.5% 03/05/2029 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |    2229000 | PA      | $2418186.64   | 0.19%             | 2029-03-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3% 08/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1708000 | PA      | $1977113.53   | 0.16%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 1% 03/07/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     309000 | PA      | $337871.14    | 0.03%             | 2029-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 2% 03/08/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      17000 | PA      | $12902.22     | 0.00%             | 2049-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 07/22/2028                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $141776.82    | 0.01%             | 2028-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1326000 | PA      | $1424933.69   | 0.11%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 1.6% 03/15/2031 REGS                                                                     | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     200000 | PA      | $210602.94    | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI 0.875% 03/21/2029 REGS                                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $758538.13    | 0.06%             | 2029-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                      | ABERTIS INFRAESTRUCTURAS SA 2.375% 09/27/2027 REGS                                                      | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $457143.25    | 0.04%             | 2027-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                                                | IGM FINANCIAL INC 4.206% 03/21/2050 REGS                                                                | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $31213.07     | 0.00%             | 2050-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.75% 03/22/2029 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219333.60    | 0.02%             | 2029-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.5% 10/22/2029                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     424000 | PA      | $269741.23    | 0.02%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                                | TELSTRA GROUP LTD 1.375% 03/26/2029 REGS                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |     370000 | PA      | $405911.20    | 0.03%             | 2029-03-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                                   | BRUCE POWER LP 4.746% 06/21/2049 REGS                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $46949.67     | 0.00%             | 2049-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2.15% 03/21/2119 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $50961.32     | 0.00%             | 2119-03-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.3% 09/01/2029                                                                     | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1179000 | PA      | $825320.26    | 0.07%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 3.02% 04/05/2029                                                                          | CUSIP: 44810ZBZ2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $21351.73     | 0.00%             | 2029-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.875% 04/08/2039                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     185000 | PA      | $165037.87    | 0.01%             | 2039-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  299800000 | PA      | $1812674.33   | 0.15%             | 2029-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.875% 04/10/2035 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     610000 | PA      | $573049.92    | 0.05%             | 2035-04-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 3.625% 04/10/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     120000 | PA      | $140953.16    | 0.01%             | 2031-04-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     600000 | PA      | $634755.84    | 0.05%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 03/20/2049                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10450000 | PA      | $35216.59     | 0.00%             | 2049-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.875% 07/04/2039 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     110000 | PA      | $92811.77     | 0.01%             | 2039-07-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.875% 04/12/2034                                                                              | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     387000 | PA      | $374351.19    | 0.03%             | 2034-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.25% 05/03/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     400000 | PA      | $384486.49    | 0.03%             | 2034-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                 | ASR NEDERLAND NV 3.375%/VAR 05/02/2049 REGS                                                             | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113810.04    | 0.01%             | 2049-05-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $102373.35    | 0.01%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.05% 08/14/2050                                                          | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     227000 | PA      | $122455.33    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANCHESTER AIRPORT GROUP FUNDING PLC                                             | MANCHESTER AIRPORT GRP FDG PLC 2.875% 09/30/2044 REGS                                                   | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $105169.13    | 0.01%             | 2044-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.5% 05/16/2033 REGS                                                                         | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     104000 | PA      | $109725.34    | 0.01%             | 2033-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.125% 05/17/2027 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     104000 | PA      | $132863.23    | 0.01%             | 2027-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     460000 | PA      | $352443.09    | 0.03%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMN SVCS INC 1.5% 05/21/2027                                                          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     758000 | PA      | $858672.86    | 0.07%             | 2027-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2054 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     359000 | PA      | $211333.92    | 0.02%             | 2054-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 2.1% 09/15/2029 144A                                                          | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $48737.83     | 0.00%             | 2029-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.85% 05/22/2034 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     102000 | PA      | $97009.50     | 0.01%             | 2034-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.01% 05/05/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      38000 | PA      | $42712.41     | 0.00%             | 2027-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON BRANCH                                                 | CREDIT AGRICOLE SA LONDON BRH 1% 07/03/2029 REGS                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $752881.34    | 0.06%             | 2029-07-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 05/29/2030                                                                     | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $160761.41    | 0.01%             | 2030-05-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    1722000 | PA      | $1376419.38   | 0.11%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.65% 12/02/2050                                                                   | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      49000 | PA      | $24794.47     | 0.00%             | 2050-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                      | TELENOR ASA 1.125% 05/31/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |     557000 | PA      | $602955.27    | 0.05%             | 2029-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 1.7% 05/25/2050 REGS                                                        | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $348666.40    | 0.03%             | 2050-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | ILLINOIS TOOL WORKS INC 1% 06/05/2031                                                                   | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102397.41    | 0.01%             | 2031-06-05      | Fixed         | 0.01%                 | 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        |    3080000 | PA      | $1817020.44   | 0.15%             | 2031-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 1.125% 06/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     135000 | PA      | $142002.66    | 0.01%             | 2030-06-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                     | ZURICH FINANCE (IRELAND) DAC 1.625% 06/17/2039 REGS                                                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $87408.87     | 0.01%             | 2039-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                      | BERKSHIRE HATHAWAY FIN CORP 2.375% 06/19/2039                                                           | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     270000 | PA      | $239516.09    | 0.02%             | 2039-06-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.1% 03/01/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1208000 | PA      | $1244373.84   | 0.10%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     974000 | PA      | $1188658.87   | 0.10%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 1.45% 09/18/2026                                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     430000 | PA      | $493436.99    | 0.04%             | 2026-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 0.5% 06/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     982000 | PA      | $1045591.83   | 0.08%             | 2029-06-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     574000 | PA      | $615515.41    | 0.05%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC 1.625% 07/01/2030                                                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     320000 | PA      | $335533.03    | 0.03%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                                                | STANDARD LIFE PLC 5.867% 06/13/2029 REGS                                                                | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132786.07    | 0.01%             | 2029-06-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.125% 06/20/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     578000 | PA      | $614751.05    | 0.05%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.06%/VAR 01/26/2032 REGS                                                         | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $244063.83    | 0.02%             | 2032-01-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 0.75% 06/26/2027                                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $112237.66    | 0.01%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 1.75% 07/02/2049                                                          | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     227000 | PA      | $158355.81    | 0.01%             | 2049-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                                                | ENEXIS HOLDING NV 0.75% 07/02/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $100479.49    | 0.01%             | 2031-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2034                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     350000 | PA      | $187371.08    | 0.02%             | 2034-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 1%/VAR 06/24/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     150000 | PA      | $172760.88    | 0.01%             | 2027-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 12/18/2029 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      42000 | PA      | $43808.29     | 0.00%             | 2029-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.625% 07/02/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103572.88    | 0.01%             | 2031-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     325000 | PA      | $253349.58    | 0.02%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1.75% 07/01/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $64257.76     | 0.01%             | 2049-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                                         | HERA SPA 0.875% 07/05/2027 REGS                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |     190000 | PA      | $213808.63    | 0.02%             | 2027-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 0.75% 05/25/2036 REGS                                                                       | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $254366.41    | 0.02%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 1.375% 07/05/2034 REGS                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     240000 | PA      | $233369.62    | 0.02%             | 2034-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 1.45% 07/09/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $109895.48    | 0.01%             | 2028-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2% 07/09/2039 REGS                                                              | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     163000 | PA      | $141436.43    | 0.01%             | 2039-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 1.625% 07/15/2027 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     290000 | PA      | $328620.09    | 0.03%             | 2027-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     273000 | PA      | $321489.33    | 0.03%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 10/17/2029 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      23000 | PA      | $24116.38     | 0.00%             | 2029-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  144250000 | PA      | $663583.70    | 0.05%             | 2039-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.001%/VAR 07/25/2031 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     100000 | PA      | $103554.96    | 0.01%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 06/01/2030                                                                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      16000 | PA      | $10702.69     | 0.00%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.8% 07/30/2049 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     434000 | PA      | $277908.97    | 0.02%             | 2049-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 2% 03/20/2031                                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    1106000 | PA      | $663509.72    | 0.05%             | 2031-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.875% 12/15/2026 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      19000 | PA      | $24559.50     | 0.00%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 1.45% 08/01/2039                                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81078.10     | 0.01%             | 2039-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.125% 08/08/2034 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     267000 | PA      | $251797.03    | 0.02%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                                              | FORTISBC ENERGY INC 2.82% 08/09/2049                                                                    | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $35211.85     | 0.00%             | 2049-08-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.4% 08/20/2049 REGS                                                            | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      29000 | PA      | $16172.80     | 0.00%             | 2049-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.35% 02/28/2030 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $196065.07    | 0.02%             | 2030-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 08/27/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     130000 | PA      | $132429.87    | 0.01%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.125% 09/05/2029 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      24000 | PA      | $25082.12     | 0.00%             | 2029-09-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 0.1% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221971.31    | 0.02%             | 2027-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.35% 04/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1900000 | PA      | $2057759.67   | 0.17%             | 2030-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0% 09/09/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1328934.38   | 0.11%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 0.75% 09/18/2031                                                              | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     456000 | PA      | $456414.51    | 0.04%             | 2031-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 1.35% 09/18/2039                                                              | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |     192000 | PA      | $159265.12    | 0.01%             | 2039-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625%/VAR PERP REGS                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |     100000 | PA      | $114501.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 2.05% 06/01/2030                                                                   | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    1100000 | PA      | $755105.05    | 0.06%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 2.65% 10/17/2050                                                              | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     217000 | PA      | $106220.96    | 0.01%             | 2050-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.01% 09/11/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     400000 | PA      | $418416.71    | 0.03%             | 2029-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                               | COCA-COLA EUROPACIFIC PARTNERS PLC 0.7% 09/12/2031 REGS                                                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |     170000 | PA      | $168903.12    | 0.01%             | 2031-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.3% 09/01/2029                                                                            | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $97770.54     | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS ULC                                                | BROOKFIELD RENEWABLE PARTNERS ULC 4.29% 11/05/2049                                                      | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $42695.85     | 0.00%             | 2049-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 3% 09/18/2029 REGS                                                            | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $21160.23     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 2.125% 09/24/2031 REGS                                                           | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     350000 | PA      | $394435.75    | 0.03%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 1.301%/VAR 09/25/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $425450.43    | 0.03%             | 2049-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                  | LLOYDS BANK PLC 0.125% 09/23/2029 REGS                                                                  | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $104668.62    | 0.01%             | 2029-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 10/13/2034 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    1677000 | PA      | $1501596.44   | 0.12%             | 2034-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.875% 10/01/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $110322.05    | 0.01%             | 2031-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                      | ABERTIS INFRAESTRUCTURAS SA 1.875% 03/26/2032 REGS                                                      | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $103899.06    | 0.01%             | 2032-03-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.05% 09/26/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $623519.60    | 0.05%             | 2029-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875% 09/24/2029 REGS                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105505.49    | 0.01%             | 2029-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    2032000 | PA      | $1021885.55   | 0.08%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC 1.875% 10/01/2049                                                          | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     106000 | PA      | $76771.67     | 0.01%             | 2049-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 2.124% 10/01/2030 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     130000 | PA      | $140109.31    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO ARPTS AUTH                                                       | GREATER TORONTO ARPTS AUTH 2.75% 10/17/2039                                                             | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |     516000 | PA      | $300130.17    | 0.02%             | 2039-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.625% 10/07/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $222760.04    | 0.02%             | 2027-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                                         | EUROFIMA 0.15% 10/10/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | CH        |     191000 | PA      | $169712.32    | 0.01%             | 2034-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.375% 10/03/2028 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $323722.54    | 0.03%             | 2028-10-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKSHIRE PLC                                                 | NORTHERN POWERGRID YORKSHIRE PLC 2.25% 10/09/2059 REGS                                                  | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $56966.45     | 0.00%             | 2059-10-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO LLC                                                           | DIGITAL EURO FINCO LLC 1.125% 04/09/2028 REGS                                                           | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |     440000 | PA      | $484423.71    | 0.04%             | 2028-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | ALLIED PPTYS REAL EST INVT TR 3.113% 04/08/2027                                                         | CUSIP: 019456AE2<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $78695.22     | 0.01%             | 2027-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 0.01% 10/08/2029 REGS                                                           | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $625139.43    | 0.05%             | 2029-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1147000 | PA      | $1193704.51   | 0.10%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP TELECOM FINANCE SA                                            | CK HUTCHISON GRP TELECOM FIN SA 1.125% 10/17/2028 REGS                                                  | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $109047.04    | 0.01%             | 2028-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.375% 06/17/2027 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $246481.87    | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2049                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5450000 | PA      | $17482.95     | 0.00%             | 2049-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 08/21/2031 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    2631000 | PA      | $1533348.70   | 0.12%             | 2031-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                      | INFORMA PLC 1.25% 04/22/2028 REGS                                                                       | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $276090.99    | 0.02%             | 2028-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP INC 0.632% 10/23/2029 REGS                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $220486.29    | 0.02%             | 2029-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.25% 10/24/2041 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $221084.42    | 0.02%             | 2041-10-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.05% 09/29/2034 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1284000 | PA      | $1146265.70   | 0.09%             | 2034-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | KOMMUNALBANKEN AS 0.05% 10/24/2029 REGS                                                                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | CORP              | NO        |     500000 | PA      | $521598.76    | 0.04%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 3.625% 06/15/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116478.01    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 09/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   56150000 | PA      | $255926.82    | 0.02%             | 2039-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA 0.875% 11/04/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |     330000 | PA      | $365584.78    | 0.03%             | 2027-11-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.2% 06/18/2030                                                           | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2280000 | PA      | $1573428.31   | 0.13%             | 2030-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                 | ELI LILLY and CO 1.7% 11/01/2049                                                                        | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     140000 | PA      | $101669.66    | 0.01%             | 2049-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.5% 11/12/2031 REGS                                                          | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     820000 | PA      | $826583.25    | 0.07%             | 2031-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                                               | TORONTO HYDRO CORP 2.43% 12/11/2029                                                                     | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $55840.77     | 0.00%             | 2029-12-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.625% 11/12/2029 REGS                                                    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $208902.97    | 0.02%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                   | SHELL INTL FIN B V 0.5% 11/08/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $305770.85    | 0.02%             | 2031-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC 0.5% 11/15/2031                                                                               | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     911000 | PA      | $909485.92    | 0.07%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.8% 11/22/2049                                                                         | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     180000 | PA      | $91796.66     | 0.01%             | 2049-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.5% 11/25/2039 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      72000 | PA      | $56588.32     | 0.00%             | 2039-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.1% 12/03/2031 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     795000 | PA      | $967175.60    | 0.08%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 11/28/2027 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111112.20    | 0.01%             | 2027-11-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP 1% 12/03/2031                                                                              | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201321.10    | 0.02%             | 2031-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                        | ARKEMA 0.75% 12/03/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105102.05    | 0.01%             | 2029-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 1.75% 12/09/2049 REGS                                                               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $35905.45     | 0.00%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 0.05% 12/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $207704.96    | 0.02%             | 2029-12-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 2% 12/09/2049 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $274649.39    | 0.02%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                                                      | ITALGAS SPA 1% 12/11/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |     210000 | PA      | $210458.15    | 0.02%             | 2031-12-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 2.25% 12/19/2039 REGS                                                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $87169.05     | 0.01%             | 2039-12-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 08/26/2049 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     520000 | PA      | $503268.96    | 0.04%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.875% 12/14/2027 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $250738.77    | 0.02%             | 2027-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  277200000 | PA      | $1650590.98   | 0.13%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    1028000 | PA      | $1072113.89   | 0.09%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                           | DIGITAL DUTCH FINCO BV 1.5% 03/15/2030 REGS                                                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105930.20    | 0.01%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.5% 01/15/2030 REGS                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120490.90    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $459284.67    | 0.04%             | 2032-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.25% 01/15/2032 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      39000 | PA      | $38289.53     | 0.00%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 0.65%/VAR 01/14/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     100000 | PA      | $113539.56    | 0.01%             | 2028-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.375% 01/14/2035 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $271188.44    | 0.02%             | 2035-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 0.797% 04/15/2030 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     470000 | PA      | $488126.66    | 0.04%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     355000 | PA      | $321478.26    | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.75% 01/17/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208265.33    | 0.02%             | 2030-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.85%/VAR 01/27/2028 REGS                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     107000 | PA      | $121573.94    | 0.01%             | 2028-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 0.664% 01/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100395.79    | 0.01%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.7% 01/20/2050 REGS                                                     | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     176000 | PA      | $107286.85    | 0.01%             | 2050-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.375% 01/15/2120 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $34494.91     | 0.00%             | 2120-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 1.875% 07/21/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     130000 | PA      | $125966.18    | 0.01%             | 2035-07-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                                              | CLARION FUNDING PLC 1.875% 01/22/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $154756.70    | 0.01%             | 2035-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     130000 | PA      | $107095.92    | 0.01%             | 2040-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 1.125% 01/17/2030                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $103482.10    | 0.01%             | 2030-01-17      | 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        |      50000 | PA      | $53121.71     | 0.00%             | 2030-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 04/30/2030 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     143000 | PA      | $150486.78    | 0.01%             | 2030-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.125% 03/23/2032 REGS                                                   | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1214915.63   | 0.10%             | 2032-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 0.05% 04/21/2028 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     550000 | PA      | $600256.12    | 0.05%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1015000 | PA      | $1044343.73   | 0.08%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO 0.875% 01/24/2032                                                           | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239288.81    | 0.02%             | 2032-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 12/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     900000 | PA      | $4065.17      | 0.00%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    4399076 | PA      | $3362300.24   | 0.27%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                                                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      20000 | PA      | $11272.40     | 0.00%             | 2032-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                             | FASTIGHETS AB BALDER 1.25% 01/28/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $119058.75    | 0.01%             | 2028-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      54000 | PA      | $37886.45     | 0.00%             | 2050-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.25% 01/29/2040                                                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     114000 | PA      | $91578.00     | 0.01%             | 2040-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.05% 06/02/2030                                                                   | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59000 | PA      | $40495.36     | 0.00%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE                                                             | COMMUNAUTE FRANCAISE 0.25% 01/23/2030                                                                   | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $310360.33    | 0.03%             | 2030-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 0.664% 02/03/2030 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $312440.27    | 0.03%             | 2030-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.5% 11/24/2028 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      40000 | PA      | $50146.02     | 0.00%             | 2028-11-24      | 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        |    2316000 | PA      | $1192146.67   | 0.10%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1972000 | PA      | $2048949.75   | 0.17%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 1.2% 02/11/2040                                                                         | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     272000 | PA      | $212349.26    | 0.02%             | 2040-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 1.75% 02/10/2038 REGS                                                | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $173553.17    | 0.01%             | 2038-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP 1.875% 02/20/2036                                                                          | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     405000 | PA      | $376962.14    | 0.03%             | 2036-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY SE 0.375% 02/11/2031 REGS                                                            | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $501267.46    | 0.04%             | 2031-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                    | CASSA DEPOSITI E PRESTITI SPA 1% 02/11/2030 REGS                                                        | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $105807.02    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     452000 | PA      | $381078.67    | 0.03%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC 0.875% 02/13/2030                                                                            | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     100000 | PA      | $104688.86    | 0.01%             | 2030-02-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 0.5% 02/18/2030 REGS                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $206990.44    | 0.02%             | 2030-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.45% 03/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1347000 | PA      | $1257859.16   | 0.10%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.75% 06/15/2030 144A                                                         | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     730000 | PA      | $496096.69    | 0.04%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    5110000 | PA      | $465732.72    | 0.04%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 02/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $452160.33    | 0.04%             | 2028-02-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 1.75% 05/24/2032 REGS                                                    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     490000 | PA      | $277827.04    | 0.02%             | 2032-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1% 12/21/2029                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     248000 | PA      | $289789.55    | 0.02%             | 2029-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                   | VF CORPORATION 0.25% 02/25/2028                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     606000 | PA      | $641219.68    | 0.05%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                  | DOW CHEMICAL CO 1.875% 03/15/2040                                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     232000 | PA      | $185674.66    | 0.01%             | 2040-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 0.389%/VAR 02/24/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     792000 | PA      | $894258.74    | 0.07%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.4% 06/22/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1212000 | PA      | $869235.83    | 0.07%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 11/20/2030                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1347000 | PA      | $795534.36    | 0.06%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1% 10/31/2050 144A REGS                                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1856000 | PA      | $1140660.95   | 0.09%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.01% 03/04/2030 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      35000 | PA      | $36323.95     | 0.00%             | 2030-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     142000 | PA      | $149943.39    | 0.01%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 07/20/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     450000 | PA      | $234199.37    | 0.02%             | 2034-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 0.75% 03/10/2032                                                                     | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146972.13    | 0.01%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 2.84% 03/07/2050                                                                  | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $36905.12     | 0.00%             | 2050-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.05% 03/09/2035 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     510000 | PA      | $445871.87    | 0.04%             | 2035-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 0.01% 03/11/2030                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     183000 | PA      | $188589.97    | 0.02%             | 2030-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVESTMENT TRUST                                              | RIOCAN REAL ESTATE INVT TR 2.361% 03/10/2027                                                            | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $313739.17    | 0.03%             | 2027-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    3028000 | PA      | $3124067.90   | 0.25%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.75% 03/27/2028 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1125940.68   | 0.09%             | 2028-03-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   14830000 | PA      | $1385802.45   | 0.11%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 03/31/2027 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |    1513000 | PA      | $1707613.25   | 0.14%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1203000 | PA      | $1357541.61   | 0.11%             | 2027-07-30      | 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        |     930000 | PA      | $555005.85    | 0.04%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 3.7% 04/02/2040 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     331000 | PA      | $360601.32    | 0.03%             | 2040-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 3.375% 04/06/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      32000 | PA      | $37001.36     | 0.00%             | 2028-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                                                 | ENBRIDGE GAS INC 3.65% 04/01/2050                                                                       | CUSIP: 29260ZAD8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $168690.59    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.9% 09/01/2030                                                                     | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     131000 | PA      | $88991.67     | 0.01%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 0.25% 04/06/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $338575.93    | 0.03%             | 2027-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                                          | ROYAL SCHIPHOL GROUP NV 2% 04/06/2029 REGS                                                              | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |     117000 | PA      | $130893.25    | 0.01%             | 2029-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 3% 04/08/2030 REGS                                                        | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     190000 | PA      | $215244.11    | 0.02%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 3.125% 04/07/2028 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115347.06    | 0.01%             | 2028-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 3.215% 04/08/2030                                                          | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $70789.94     | 0.01%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2060000 | PA      | $2285654.48   | 0.18%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   15400000 | PA      | $91217.04     | 0.01%             | 2030-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.25% 11/15/2052                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3891000 | PA      | $289896.97    | 0.02%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     350000 | PA      | $392863.74    | 0.03%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 04/09/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     725000 | PA      | $752917.53    | 0.06%             | 2030-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 0.375% 04/08/2027 REGS                                                             | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     283000 | PA      | $319673.42    | 0.03%             | 2027-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                            | TOTAL CAP INTL 1.491% 04/08/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114035.49    | 0.01%             | 2027-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG 2.375% 04/09/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $83554.65     | 0.01%             | 2032-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 0% 04/09/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |      33000 | PA      | $37149.37     | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 0.625% 04/17/2030 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $521864.35    | 0.04%             | 2030-04-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      59000 | PA      | $48917.75     | 0.00%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 04/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110877.17    | 0.01%             | 2028-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   17400000 | PA      | $54743.38     | 0.00%             | 2050-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                                                     | CAPGEMINI SA 2% 04/15/2029 REGS                                                                         | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $551227.98    | 0.04%             | 2029-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     110000 | PA      | $115860.79    | 0.01%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA POSTE                                                                         | LA POSTE 1.375% 04/21/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $406717.51    | 0.03%             | 2032-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 0.01% 04/24/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     687000 | PA      | $751015.73    | 0.06%             | 2028-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 2.9% 12/09/2030                                                               | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     968000 | PA      | $670056.96    | 0.05%             | 2030-12-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BELGIUM SA                                                     | ELIA TRANSMISSION BELGIUM SA 0.875% 04/28/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $104397.10    | 0.01%             | 2030-04-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   51800000 | PA      | $235580.93    | 0.02%             | 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        |    3826000 | PA      | $4124504.95   | 0.33%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2.25% 11/20/2041 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      70000 | PA      | $29798.46     | 0.00%             | 2041-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA INFRASTRUCTURE LTD 2% 07/15/2030 REGS                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     110000 | PA      | $118890.75    | 0.01%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS PARTICIPATIONS SAS                                         | FIRMENICH PRODUCTIONS PARTICIPATIONS SAS 1.75% 04/30/2030 REGS                                          | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |     290000 | PA      | $313668.22    | 0.03%             | 2030-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.625% 04/28/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     246000 | PA      | $245529.66    | 0.02%             | 2032-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.25% 11/19/2027                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     952000 | PA      | $620969.31    | 0.05%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                                          | SCHLUMBERGER FINANCE BV 2% 05/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |     230000 | PA      | $242745.25    | 0.02%             | 2032-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                   | AIR PRODUCTS and CHEMICALS INC 0.5% 05/05/2028                                                          | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1336233.92   | 0.11%             | 2028-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5% 11/20/2040                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     300000 | PA      | $185727.63    | 0.01%             | 2040-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV 1.75% 05/07/2040 REGS                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     160000 | PA      | $136096.60    | 0.01%             | 2040-05-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 0.827% 07/30/2027 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $56392.32     | 0.00%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 06/17/2027                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     215000 | PA      | $240935.65    | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                   | SHELL INTL FIN B V 1.25% 11/11/2032 REGS                                                                | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $130526.59    | 0.01%             | 2032-11-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                          | GLAXOSMITHKLINE CAP PLC 1.625% 05/12/2035 REGS                                                          | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $134752.43    | 0.01%             | 2035-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.58%/VAR 05/10/2032 REGS                                                             | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     460000 | PA      | $327940.35    | 0.03%             | 2032-05-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 05/14/2035 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $91817.18     | 0.01%             | 2035-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE BV 0.375% 11/14/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |     590000 | PA      | $634667.11    | 0.05%             | 2028-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 05/14/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     120000 | PA      | $121866.35    | 0.01%             | 2032-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.3% 05/18/2033                                                              | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117046.40    | 0.01%             | 2033-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV                                 | RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV 0.75% 05/19/2030 REGS                                  | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $414511.65    | 0.03%             | 2030-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     447000 | PA      | $496124.45    | 0.04%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 08/20/2031 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $201652.71    | 0.02%             | 2031-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 2.848% 05/21/2027                                        | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $143201.09    | 0.01%             | 2027-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    5842000 | PA      | $3416169.13   | 0.28%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA 1.375% 05/22/2032 REGS                                                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     241000 | PA      | $245966.14    | 0.02%             | 2032-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.75% 02/20/2028 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      99000 | PA      | $109541.21    | 0.01%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 2.375% 05/22/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111592.88    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.05% 05/19/2032                                                                           | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     370000 | PA      | $388525.24    | 0.03%             | 2032-05-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.6% 05/19/2038                                                                            | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204032.10    | 0.02%             | 2038-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     320000 | PA      | $393510.26    | 0.03%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 2.125%/VAR 05/26/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $462004.09    | 0.04%             | 2031-05-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 06/03/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $314453.95    | 0.03%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                                                 | ESSILORLUXOTTICA 0.5% 06/05/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $657946.98    | 0.05%             | 2028-06-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3197000 | PA      | $2304529.70   | 0.19%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                                                      | KEYERA CORP 3.959% 05/29/2030                                                                           | CUSIP: 49327ZAB1<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |     761000 | PA      | $548400.31    | 0.04%             | 2030-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD/AB                                                            | INTER PIPELINE LTD/AB 4.232% 06/01/2027                                                                 | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |    1253683 | PA      | $907347.19    | 0.07%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.05% 06/22/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     100000 | PA      | $76534.13     | 0.01%             | 2040-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.25% 03/29/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103005.79    | 0.01%             | 2030-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE 2.375% 06/09/2040 REGS                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |     166000 | PA      | $156626.34    | 0.01%             | 2040-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     130000 | PA      | $118351.18    | 0.01%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FIN BV                                                      | REPSOL INTERNATIONAL FIN BV 4.247%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | EP               | CORP              | NL        |     200000 | PA      | $232254.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                                              | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                                                              | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     380000 | PA      | $387302.45    | 0.03%             | 2030-06-10      | Fixed         | 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        |    1209000 | PA      | $1216338.97   | 0.10%             | 2030-11-25      | 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        |    2179000 | PA      | $1790947.60   | 0.14%             | 2040-10-31      | 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        |      86000 | PA      | $88579.59     | 0.01%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 06/12/2030 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209776.20    | 0.02%             | 2030-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      85000 | PA      | $39562.63     | 0.00%             | 2050-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     433000 | PA      | $312038.24    | 0.03%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 11/25/2029 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $628670.67    | 0.05%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                             | AMCOR UK FINANCE PLC 1.125% 06/23/2027                                                                  | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    1384000 | PA      | $1560304.12   | 0.13%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                                          | COVIVIO 1.625% 06/23/2030 REGS                                                                          | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210884.90    | 0.02%             | 2030-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP CAPITAL MARKETS PLC 4.25%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | EP               | CORP              | GB        |     210000 | PA      | $273971.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                                                     | CAPGEMINI SA 1.125% 06/23/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103896.27    | 0.01%             | 2030-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.875% 06/23/2039 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     198000 | PA      | $159605.33    | 0.01%             | 2039-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                                                | UPJOHN FINANCE BV 1.362% 06/23/2027 REGS                                                                | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |     460000 | PA      | $520281.87    | 0.04%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP 0.835% 06/26/2032                                                                      | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     160000 | PA      | $158086.43    | 0.01%             | 2032-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                                   | CNP ASSURANCES 2.5%/VAR 06/30/2051 REGS                                                                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107199.56    | 0.01%             | 2051-06-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1510000 | PA      | $544372.95    | 0.04%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 2.25% 06/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $298155.55    | 0.02%             | 2028-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS (ADP)                                                         | AEROPORTS DE PARIS (ADP) 1% 01/05/2029 REGS                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $650010.77    | 0.05%             | 2029-01-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD 2% 07/09/2040                                                              | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     157000 | PA      | $136475.63    | 0.01%             | 2040-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |     216000 | PA      | $285517.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                                                | HANNOVER RUECK SA 1.75%/VAR 10/08/2040 REGS                                                             | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $211017.87    | 0.02%             | 2040-10-08      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 1.375% 07/06/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $298436.87    | 0.02%             | 2032-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     734000 | PA      | $680940.64    | 0.05%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0.625% 07/08/2032 REGS                                                             | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $481723.20    | 0.04%             | 2032-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  393950000 | PA      | $2320562.74   | 0.19%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 0.823% 07/07/2032 REGS                                                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $135104.38    | 0.01%             | 2032-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 2% 07/17/2030 REGS                                                        | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $213281.05    | 0.02%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 2.429% 07/14/2031 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     290000 | PA      | $312189.45    | 0.03%             | 2031-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 06/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   27350000 | PA      | $90736.29     | 0.01%             | 2050-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL                                                                 | AUTOBAHN SCHNELL 0.1% 07/16/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | CORP              | AT        |     710000 | PA      | $612116.78    | 0.05%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 07/16/2035 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $339417.64    | 0.03%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 09/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1948000 | PA      | $2195531.01   | 0.18%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.2%/VAR 07/22/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     490000 | PA      | $565784.59    | 0.05%             | 2027-07-22      | Variable      | 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        |    1452000 | PA      | $542614.53    | 0.04%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 06/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10450000 | PA      | $47121.41     | 0.00%             | 2040-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/15/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     442000 | PA      | $478352.50    | 0.04%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     809000 | PA      | $281177.88    | 0.02%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2042                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     330000 | PA      | $136305.00    | 0.01%             | 2042-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.15% 08/25/2040                                                                        | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $37777.15     | 0.00%             | 2040-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2% 11/20/2037                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     260000 | PA      | $121627.97    | 0.01%             | 2037-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 1.75% 06/02/2030                                                              | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     290000 | PA      | $196012.15    | 0.02%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.9% 12/02/2051                                                                    | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $88735.60     | 0.01%             | 2051-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.05% 09/08/2027                                                                   | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2770000 | PA      | $1943520.09   | 0.16%             | 2027-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 09/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     309000 | PA      | $315371.13    | 0.03%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     740000 | PA      | $754745.25    | 0.06%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0.125% 09/26/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $71211.19     | 0.01%             | 2040-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/17/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     261000 | PA      | $266239.17    | 0.02%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 09/10/2031                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $572313.50    | 0.05%             | 2031-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP 1% 01/15/2032                                                                       | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     140000 | PA      | $137854.28    | 0.01%             | 2032-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2541000 | PA      | $2169751.96   | 0.17%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1562000 | PA      | $1419510.80   | 0.11%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     210000 | PA      | $200837.10    | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROPERTY FINANCING BV                                        | AKELIUS RESIDENTIAL PROPERTY FINANCING BV 1% 01/17/2028 REGS                                            | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109291.69    | 0.01%             | 2028-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 11/25/2030 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $900876.83    | 0.07%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.5%/VAR 09/15/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $686577.11    | 0.06%             | 2027-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | MUNICH RE GROUP 1.25%/VAR 05/26/2041 REGS                                                               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $204215.82    | 0.02%             | 2041-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                     | COCA COLA CO 0.375% 03/15/2033                                                                          | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     906000 | PA      | $846355.75    | 0.07%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT AS                                                      | SPAREBANK 1 BOLIGKREDITT AS 0.01% 09/22/2027 REGS                                                       | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |    1151000 | PA      | $1277384.59   | 0.10%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875%/VAR 09/22/2028 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $557902.98    | 0.04%             | 2028-09-22      | Variable      | 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        |     185000 | PA      | $89601.58     | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 1.625% 10/15/2050                                                         | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     170000 | PA      | $112212.28    | 0.01%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     288000 | PA      | $322528.76    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.9% 04/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      82000 | PA      | $84806.02     | 0.01%             | 2031-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 02/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $657508.54    | 0.05%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.06%/VAR 10/01/2035                                                                  | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $133881.37    | 0.01%             | 2035-10-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 2.05% 10/07/2030                                                                      | CUSIP: 87971MBS1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $499604.15    | 0.04%             | 2030-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.5% 12/01/2030                                                                    | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     491000 | PA      | $313842.68    | 0.03%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  362600000 | PA      | $2124110.72   | 0.17%             | 2030-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.375%/VAR PERP REGS                                                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EP               | CORP              | IT        |     220000 | PA      | $246566.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 3.661% 01/13/2033 REGS                                                             | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     215000 | PA      | $151794.92    | 0.01%             | 2033-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0% 10/12/2035 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      80000 | PA      | $68018.84     | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC 0.4% 10/09/2032                                                                             | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     440000 | PA      | $416429.48    | 0.03%             | 2032-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 1.69% 01/16/2031                                                                          | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     417000 | PA      | $278832.95    | 0.02%             | 2031-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0% 10/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      85000 | PA      | $94281.91     | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 0% 11/25/2030 REGS                                                          | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1500260.20   | 0.12%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0% 11/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214342.70    | 0.02%             | 2028-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.925% 10/14/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $257942.99    | 0.02%             | 2030-10-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     788000 | PA      | $544050.36    | 0.04%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                | BLACKSTONE PROP PARTNERS EUR HOLD 1.25% 04/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     313000 | PA      | $353173.40    | 0.03%             | 2027-04-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 10/04/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    2889000 | PA      | $2940557.73   | 0.24%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.1% 10/04/2040 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     946000 | PA      | $668516.30    | 0.05%             | 2040-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 0.654%/VAR 10/26/2031 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     200000 | PA      | $202367.40    | 0.02%             | 2031-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   73150000 | PA      | $327020.66    | 0.03%             | 2040-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 0.495%/VAR 10/26/2029                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     100000 | PA      | $107332.27    | 0.01%             | 2029-10-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIE DE FINANCEMENT FONCIER SA                                                    | CIE DE FINANCEMENT FONCIER SA 0.01% 10/29/2035 REGS                                                     | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $577256.26    | 0.05%             | 2035-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.25% 11/20/2030                                                          | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     670000 | PA      | $391886.42    | 0.03%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                                      | INVESTOR AB 0.375% 10/29/2035 REGS                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     110000 | PA      | $92678.57     | 0.01%             | 2035-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    1050000 | PA      | $1058382.84   | 0.09%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS                                   | MICHELIN COMP GEN DES ESTBMTS 0.25% 11/02/2032 REGS                                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $186741.22    | 0.02%             | 2032-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    3850000 | PA      | $2064912.56   | 0.17%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 2.1% 02/15/2060                                                                            | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $27939.29     | 0.00%             | 2060-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.3% 11/04/2050 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     982000 | PA      | $509693.50    | 0.04%             | 2050-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                            | OP CORPORATE BANK PLC 0.1% 11/16/2027 REGS                                                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     130000 | PA      | $143312.11    | 0.01%             | 2027-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                     | KLEPIERRE SA 0.875% 02/17/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100248.34    | 0.01%             | 2031-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/18/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $545790.59    | 0.04%             | 2029-02-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 0.01% 11/19/2035 REGS   | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $83274.22     | 0.01%             | 2035-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUXEMBOURG                                                        | HOLCIM FINANCE LUXEMBOURG 0.5% 04/23/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     130000 | PA      | $128565.91    | 0.01%             | 2031-04-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.625% 11/25/2035 REGS                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     150000 | PA      | $139712.79    | 0.01%             | 2035-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                                              | CLARION FUNDING PLC 1.25% 11/13/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $122154.21    | 0.01%             | 2032-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 0.01% 11/24/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    1850000 | PA      | $1983366.78   | 0.16%             | 2028-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 0.01% 11/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     180000 | PA      | $181155.01    | 0.01%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.5%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |     300000 | PA      | $330011.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    1040000 | PA      | $68814.87     | 0.01%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELIA CO AB                                                                      | TELIA CO AB 0.125% 11/27/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |     310000 | PA      | $308410.36    | 0.02%             | 2030-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 07/04/2035 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    3297000 | PA      | $2823134.95   | 0.23%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 1.375% 12/02/2029 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     567000 | PA      | $584665.97    | 0.05%             | 2029-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 0.125% 11/24/2045 REGS                                                                      | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     270000 | PA      | $160012.07    | 0.01%             | 2045-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 10/26/2029 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      50000 | PA      | $61478.38     | 0.00%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.625% 12/03/2032 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $93436.86     | 0.01%             | 2032-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 12/08/2050 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     144000 | PA      | $77546.79     | 0.01%             | 2050-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 2% 12/04/2028 REGS                                                           | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $222258.35    | 0.02%             | 2028-12-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                                                | FORTISALBERTA INC 2.632% 06/08/2051                                                                     | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $23722.23     | 0.00%             | 2051-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 0.933% 12/04/2040 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     290000 | PA      | $210253.31    | 0.02%             | 2040-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 11/25/2027 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     430000 | PA      | $474944.52    | 0.04%             | 2027-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREE STATE OF SAXONY                                                             | FREE STATE OF SAXONY 0.01% 12/17/2035 REGS                                                              | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     490000 | PA      | $414506.93    | 0.03%             | 2035-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REAL ESTATE INVESTMENT TRUST                                        | SMARTCENTRES REIT 2.307% 12/18/2028                                                                     | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $69376.13     | 0.01%             | 2028-12-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                       | WESSEX WATER SERVS FIN PLC 1.25% 01/12/2036 REGS                                                        | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $93139.47     | 0.01%             | 2036-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/01/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $211215.67    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.25% 07/13/2031 REGS                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107005.25    | 0.01%             | 2031-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 0.01% 02/01/2028 REGS                                                                    | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $109604.23    | 0.01%             | 2028-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.75% 07/15/2027                                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     340000 | PA      | $222663.83    | 0.02%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0% 10/18/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     430000 | PA      | $425360.77    | 0.03%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   83550000 | PA      | $486802.87    | 0.04%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.25% 01/14/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198450.43    | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.5% 09/01/2031                                                                     | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1966000 | PA      | $1283395.22   | 0.10%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 01/10/2031 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $130804.94    | 0.01%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.125%/VAR 01/14/2029 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $218609.22    | 0.02%             | 2029-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING BV                                                      | DIGITAL INTREPID HOLDING BV 0.625% 07/15/2031 REGS                                                      | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |     280000 | PA      | $271161.48    | 0.02%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 12/07/2027 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $372422.29    | 0.03%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.01% 05/15/2041 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     330000 | PA      | $224630.90    | 0.02%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 01/18/2052 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     225000 | PA      | $103791.45    | 0.01%             | 2052-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                                                   | ABB FINANCE BV 0% 01/19/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $132585.30    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 1.5% 01/20/2041 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     340000 | PA      | $244419.15    | 0.02%             | 2041-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 0.85% 01/19/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     340000 | PA      | $347583.21    | 0.03%             | 2031-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0% 01/20/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $120267.09    | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.163% 01/20/2028 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $240648.24    | 0.02%             | 2028-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 01/19/2030 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $318838.88    | 0.03%             | 2030-01-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.1% 04/30/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1410000 | PA      | $1416182.89   | 0.11%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.125% 10/25/2051                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $59757.45     | 0.00%             | 2051-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE 2.125%/VAR PERP REGS                                                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |     160000 | PA      | $160808.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3920000 | PA      | $1237385.86   | 0.10%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.01% 01/21/2031 REGS                                                              | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     340000 | PA      | $341402.93    | 0.03%             | 2031-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                           | DNB NAERINGSKREDITT AS 0.01% 01/21/2031 REGS                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |     200000 | PA      | $200964.30    | 0.02%             | 2031-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                                               | BALDER FINLAND OYJ 1% 01/20/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |     130000 | PA      | $138273.89    | 0.01%             | 2029-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     505000 | PA      | $299965.48    | 0.02%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.875% 12/07/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $741659.04    | 0.06%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                              | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 0.5% 01/27/2028 REGS                                                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $218141.86    | 0.02%             | 2028-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 0.01% 01/27/2031 REGS                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     120000 | PA      | $119227.37    | 0.01%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1% 01/28/2041 REGS                                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $68951.13     | 0.01%             | 2041-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 01/27/2051 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $25202.86     | 0.00%             | 2051-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 0.875% 10/28/2029 REGS                                               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $229434.25    | 0.02%             | 2029-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     550000 | PA      | $174803.24    | 0.01%             | 2081-03-03      | 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        |    1100000 | PA      | $1106288.30   | 0.09%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 0.75%/VAR 08/02/2032 REGS                                                             | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111784.69    | 0.01%             | 2032-08-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 05/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $294946.52    | 0.02%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESLAENDER BUNDESREPUBLIK DEUTSCHLAND                                         | BUNDESLAENDER BUNDESREPUBLIK 0.01% 02/04/2031 REGS                                                      | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $49921.14     | 0.00%             | 2031-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                       | IBERDROLA INTL BV 1.825%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |     100000 | PA      | $106754.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.5% 08/20/2032 144A REGS                                                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    2840000 | PA      | $1568252.11   | 0.13%             | 2032-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.4% 12/01/2041                                                                            | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     260000 | PA      | $139626.47    | 0.01%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1750000 | PA      | $645468.64    | 0.05%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     294000 | PA      | $134448.20    | 0.01%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.5%/VAR 02/09/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $439285.60    | 0.04%             | 2029-02-09      | Variable      | 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        |     220000 | PA      | $133526.46    | 0.01%             | 2052-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 0.2% 02/11/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $328605.58    | 0.03%             | 2028-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.375%/VAR 02/17/2032 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $205541.06    | 0.02%             | 2032-02-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                    | VATTENFALL AB 0.125% 02/12/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $114479.28    | 0.01%             | 2029-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 0.597%/VAR 02/17/2033 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     160000 | PA      | $154842.39    | 0.01%             | 2033-02-17      | Variable      | 0.01%                 | 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        |    2110000 | PA      | $1135896.74   | 0.09%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREE AND HANSEATIC CITY OF HAMBURG                                               | FREE AND HANSEATIC CITY OF HAMBURG 0.25% 02/18/2041 REGS                                                | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $135620.40    | 0.01%             | 2041-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 02/15/2036 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $747149.04    | 0.06%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV 0.75% 02/18/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     108000 | PA      | $121968.77    | 0.01%             | 2027-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 0.125% 02/22/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $99019.08     | 0.01%             | 2031-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.625% 02/25/2033 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $94284.71     | 0.01%             | 2033-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.75% 03/03/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200405.41    | 0.02%             | 2031-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 0.5% 03/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     391000 | PA      | $366385.28    | 0.03%             | 2033-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                                  | WPC EUROBOND BV 0.95% 06/01/2030                                                                        | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $205375.71    | 0.02%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DAC                                                     | GLENCORE CAP FIN DAC 0.75% 03/01/2029 REGS                                                              | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     240000 | PA      | $257092.68    | 0.02%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC                                                                      | PSP CAP INC 1.5% 03/15/2028 REGS                                                                        | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $237723.82    | 0.02%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS                                             | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $114305.35    | 0.01%             | 2081-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUSA5+NA PERP REGS                                                                             | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |     600000 | PA      | $669834.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 0.375%/VAR 05/10/2027 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     140000 | PA      | $161449.80    | 0.01%             | 2027-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4960000 | PA      | $3629618.27   | 0.29%             | 2045-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | SUNCOR ENERGY INC 3.95% 03/04/2051                                                                      | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $29203.87     | 0.00%             | 2051-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.875% 03/11/2033 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $93917.61     | 0.01%             | 2033-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 0.75% 03/16/2028 REGS                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     360000 | PA      | $396868.58    | 0.03%             | 2028-03-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 03/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     460000 | PA      | $562911.42    | 0.05%             | 2031-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                    | KONINKLIJKE AHOLD DELHAIZE NV 0.375% 03/18/2030 REGS                                                    | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $123931.13    | 0.01%             | 2030-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 0.694%/VAR 03/22/2031 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     486000 | PA      | $501719.59    | 0.04%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1% 03/18/2033 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      70000 | PA      | $67005.43     | 0.01%             | 2033-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.5% 03/19/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     120000 | PA      | $119924.13    | 0.01%             | 2031-03-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     440000 | PA      | $550332.92    | 0.04%             | 2028-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.125% 09/19/2035                                                            | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     220000 | PA      | $196740.00    | 0.02%             | 2035-09-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     690000 | PA      | $428461.41    | 0.03%             | 2044-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     230000 | PA      | $230490.53    | 0.02%             | 2031-03-24      | Fixed         | 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        |     320000 | PA      | $226913.58    | 0.02%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0% 01/31/2028                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1320000 | PA      | $1454945.54   | 0.12%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 1.625% 03/30/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $190376.26    | 0.02%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 05/02/2046 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     170000 | PA      | $105302.65    | 0.01%             | 2046-05-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA                            | HONG KONG GOV SAR 1.59% 03/04/2036                                                                      | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    1050000 | PA      | $118043.15    | 0.01%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 03/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     600000 | PA      | $744815.85    | 0.06%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.125%/VAR 06/30/2031 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $229755.78    | 0.02%             | 2031-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  407600000 | PA      | $2362248.36   | 0.19%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                                              | GATWICK FUNDING LTD 2.5% 04/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     220000 | PA      | $262031.48    | 0.02%             | 2032-04-15      | Fixed         | 0.03%                 | 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        |    2820000 | PA      | $1905373.66   | 0.15%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 04/15/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     260000 | PA      | $226101.17    | 0.02%             | 2036-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1617000 | PA      | $1568795.63   | 0.13%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                                               | JUNTA DE ANDALUCIA 0.5% 04/30/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     180000 | PA      | $182866.38    | 0.01%             | 2031-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 0.125% 07/23/2030 REGS                                                         | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     215000 | PA      | $259230.25    | 0.02%             | 2030-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.15% 06/02/2031                                                                   | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $115402.27    | 0.01%             | 2031-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 0.741% 04/21/2033 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $93521.52     | 0.01%             | 2033-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     490000 | PA      | $280704.07    | 0.02%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      80000 | PA      | $33056.39     | 0.00%             | 2071-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1098000 | PA      | $948635.39    | 0.08%             | 2037-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.375% 04/20/2028 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108945.15    | 0.01%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIE DE FINANCEMENT FONCIER SA                                                    | CIE DE FINANCEMENT FONCIER SA 0.01% 04/16/2029 REGS                                                     | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1057148.01   | 0.09%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     400000 | PA      | $332024.85    | 0.03%             | 2036-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     130000 | PA      | $98964.56     | 0.01%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE PLC 1.75% 10/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $225068.32    | 0.02%             | 2032-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 09/15/2033 REGS                                                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     310000 | PA      | $172534.21    | 0.01%             | 2033-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP 0.95% 05/04/2033                                                                             | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     371000 | PA      | $345529.45    | 0.03%             | 2033-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.25% 04/22/2036 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     380000 | PA      | $324483.98    | 0.03%             | 2036-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 0.01% 04/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |    3019000 | PA      | $3188066.57   | 0.26%             | 2029-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                                         | CCEP FINANCE IRELAND DAC 0.875% 05/06/2033 REGS                                                         | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |     210000 | PA      | $200628.95    | 0.02%             | 2033-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1370000 | PA      | $766959.35    | 0.06%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.375% 05/07/2029 REGS                                                   | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $104899.18    | 0.01%             | 2029-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 1.375%/VAR 08/11/2031 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $115354.26    | 0.01%             | 2031-08-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.85% 12/01/2053                                                                    | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2270000 | PA      | $1147418.01   | 0.09%             | 2053-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 1.106%/VAR 05/12/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $111055.12    | 0.01%             | 2032-05-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 0.1% 05/12/2031 REGS    | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $298053.64    | 0.02%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.75% 06/18/2052                                                          | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $70255.88     | 0.01%             | 2052-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 0.625% 07/19/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $52186.36     | 0.00%             | 2029-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 0.3%/VAR 05/20/2027 REGS                                                                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     240000 | PA      | $276668.51    | 0.02%             | 2027-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.25% 05/19/2033 REGS                                                    | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |    1020000 | PA      | $963058.33    | 0.08%             | 2033-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.625%/VAR 08/18/2031 REGS                                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     220000 | PA      | $253261.14    | 0.02%             | 2031-08-18      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.5% 07/15/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1040000 | PA      | $1140737.95   | 0.09%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 0.75% 10/25/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $541547.06    | 0.04%             | 2028-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2%/VAR 05/24/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $263389.69    | 0.02%             | 2031-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.75%/VAR 05/26/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $337534.87    | 0.03%             | 2028-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 12/07/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     320000 | PA      | $398506.72    | 0.03%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 1.667%/VAR 06/02/2029 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     100000 | PA      | $123223.11    | 0.01%             | 2029-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 0.5% 05/25/2029 REGS                                                 | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $105629.77    | 0.01%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 0.4% 05/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $299597.32    | 0.02%             | 2031-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 0.05% 06/04/2029 REGS                                                                           | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $420560.11    | 0.03%             | 2029-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LTD LONDON BRANCH                                          | WESTPAC SECURITIES NZ LTD LONDON BRH 0.01% 06/08/2028 REGS                                              | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | GB        |     998000 | PA      | $1083032.40   | 0.09%             | 2028-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 0.25% 06/14/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     120000 | PA      | $127384.74    | 0.01%             | 2029-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.874%/VAR 12/09/2031 REGS                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $258928.84    | 0.02%             | 2031-12-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 0.75%/VAR 06/09/2029 REGS                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     270000 | PA      | $295157.83    | 0.02%             | 2029-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     934000 | PA      | $1218822.16   | 0.10%             | 2031-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.75% 06/17/2030 REGS                                                              | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $113675.03    | 0.01%             | 2030-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CVBA                                                     | FLUVIUS SYSTEM OPERATOR CVBA 0.25% 06/14/2028 REGS                                                      | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     500000 | PA      | $542231.52    | 0.04%             | 2028-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1% 06/16/2033 REGS                                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $373106.29    | 0.03%             | 2033-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1.5% 06/14/2041 REGS                                                                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $74150.01     | 0.01%             | 2041-06-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                     | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $137420.04    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | NESTLE HOLDINGS INC 1.375% 06/23/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     120000 | PA      | $123996.73    | 0.01%             | 2033-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 0.01% 03/14/2030 REGS                                                         | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     620000 | PA      | $638405.34    | 0.05%             | 2030-03-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.875% 12/16/2030 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114369.84    | 0.01%             | 2030-12-16      | Fixed         | 0.02%                 | 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        |    2660000 | PA      | $3305779.43   | 0.27%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     380000 | PA      | $190826.97    | 0.02%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.5% 06/17/2041 REGS                                                                           | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $36303.11     | 0.00%             | 2041-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 2.47% 06/09/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     510000 | PA      | $354143.88    | 0.03%             | 2028-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL | MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL 0.625% 06/21/2027 REGS | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $782677.79    | 0.06%             | 2027-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.01% 06/18/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     540000 | PA      | $535185.40    | 0.04%             | 2031-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV 1.25% 06/21/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $235376.05    | 0.02%             | 2029-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     580000 | PA      | $34500.56     | 0.00%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 0.375% 06/23/2029 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     120000 | PA      | $126322.52    | 0.01%             | 2029-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     976000 | PA      | $988537.00    | 0.08%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     520000 | PA      | $396373.72    | 0.03%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 0.75% 06/29/2034 REGS                                                                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $544075.62    | 0.04%             | 2034-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.75% 06/30/2031 REGS                                                               | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $97980.93     | 0.01%             | 2031-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     288000 | PA      | $288161.73    | 0.02%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 1.713% 06/30/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $101472.45    | 0.01%             | 2032-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                                                 | LAND BRANDENBURG 0.05% 07/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |     110000 | PA      | $109107.88    | 0.01%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 06/30/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1182726.84   | 0.10%             | 2031-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.7% 07/06/2051 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1070000 | PA      | $600466.27    | 0.05%             | 2051-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG HOLSTEIN                                                          | LAND SCHLESWIG HOLSTEIN 0.05% 07/08/2031 REGS                                                           | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     410000 | PA      | $406306.79    | 0.03%             | 2031-07-08      | Fixed         | 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        |    2348000 | PA      | $1170384.73   | 0.09%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.538%/VAR 07/13/2029                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $840276.04    | 0.07%             | 2029-07-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 04/13/2042 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      60000 | PA      | $43309.70     | 0.00%             | 2042-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.25% 08/12/2036                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     130000 | PA      | $116677.28    | 0.01%             | 2036-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                          | A2A SPA 0.625% 07/15/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $139020.82    | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 1% 07/14/2031 REGS                                                                      | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101135.51    | 0.01%             | 2031-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0% 07/15/2031 REGS                                                        | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     110000 | PA      | $108726.01    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | REALTY INCOME CORP 1.75% 07/13/2033                                                                     | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     413000 | PA      | $420451.73    | 0.03%             | 2033-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 07/04/2041 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     162000 | PA      | $115827.78    | 0.01%             | 2041-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 2% 05/23/2036 REGS                                                       | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $74636.72     | 0.01%             | 2036-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.75% 12/01/2053                                                                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $32139.23     | 0.00%             | 2053-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 0.577%/VAR 08/09/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     810000 | PA      | $874914.93    | 0.07%             | 2029-08-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.375% 02/12/2030 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      70000 | PA      | $71515.11     | 0.01%             | 2030-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.6% 12/15/2031 144A                                                          | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     320000 | PA      | $209703.40    | 0.02%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.75% 03/20/2034 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     840000 | PA      | $444005.15    | 0.04%             | 2034-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                   | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $108450.16    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | MUNICH RE GROUP 1%/VAR 05/26/2042 REGS                                                                  | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $194854.44    | 0.02%             | 2042-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                                          | INVESTITIONSBANK BERLIN 0.01% 07/15/2027                                                                | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $558187.20    | 0.04%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                              | UBS AG LON BRANCH 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | GB        |    1090000 | PA      | $1168160.11   | 0.09%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.75% 09/01/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $94804.00     | 0.01%             | 2032-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 0.25% 11/01/2028 REGS                                                               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     660000 | PA      | $707463.48    | 0.06%             | 2028-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $139946.04    | 0.01%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.625%/VAR 12/07/2031 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $342184.59    | 0.03%             | 2031-12-07      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.25% 09/09/2029 REGS                                                      | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $322185.90    | 0.03%             | 2029-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 1% 09/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $448575.64    | 0.04%             | 2027-09-15      | 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        |     111000 | PA      | $84220.70     | 0.01%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.162% 09/15/2028 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $254389.08    | 0.02%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.104% 09/15/2039 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     160000 | PA      | $128315.43    | 0.01%             | 2039-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 1.043%/VAR 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     710000 | PA      | $793015.84    | 0.06%             | 2032-09-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2% 09/13/2036 REGS                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $92169.89     | 0.01%             | 2036-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.25% 09/14/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     400000 | PA      | $415322.26    | 0.03%             | 2029-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 0.01% 10/16/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $536830.50    | 0.04%             | 2028-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 0.625% 09/23/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $183324.40    | 0.01%             | 2033-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | SMURFIT KAPPA TREASURY 1% 09/22/2033 REGS                                                               | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $93492.15     | 0.01%             | 2033-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH EASTERN POWER NETWORKS PLC                                                 | SOUTH EASTERN POWER NETWKS PLC 1.75% 09/30/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $98226.30     | 0.01%             | 2034-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.5%/VAR 09/21/2029 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107606.55    | 0.01%             | 2029-09-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.5% 09/23/2029 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $313505.18    | 0.03%             | 2029-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2% 09/17/2035                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1550000 | PA      | $786421.15    | 0.06%             | 2035-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 0.75% 03/23/2032 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     170000 | PA      | $165481.92    | 0.01%             | 2032-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 1.467% 09/21/2041 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $76743.24     | 0.01%             | 2041-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.375%/VAR 12/29/2031 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $343713.04    | 0.03%             | 2031-12-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.875% 09/28/2034 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $90050.21     | 0.01%             | 2034-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 0.375% 09/30/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $182240.61    | 0.01%             | 2033-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1% 09/30/2051 REGS                                                                            | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $56127.88     | 0.00%             | 2051-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                           | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC 0.125% 09/29/2031 REGS                                           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $192908.34    | 0.02%             | 2031-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 07/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     340000 | PA      | $412590.03    | 0.03%             | 2031-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.25%/VAR 10/04/2032 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $380938.59    | 0.03%             | 2032-10-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     330000 | PA      | $232519.17    | 0.02%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                                         | ACTION LOGEMENT SERVICES 0.375% 10/05/2031 REGS                                                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $590507.44    | 0.05%             | 2031-10-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                       | LEGRAND SA 0.375% 10/06/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $194770.76    | 0.02%             | 2031-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC FINANCE I BV                                            | THERMO FISHER SCIENTIFIC FINANCE I BV 1.625% 10/18/2041                                                 | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     150000 | PA      | $120549.64    | 0.01%             | 2041-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC FINANCE I BV                                            | THERMO FISHER SCIENTIFIC FINANCE I BV 2% 10/18/2051                                                     | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $123080.61    | 0.01%             | 2051-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.14%/VAR 11/03/2031                                                               | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2730000 | PA      | $1951464.09   | 0.16%             | 2031-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     160000 | PA      | $90844.26     | 0.01%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 0.125% 10/15/2029 REGS                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     120000 | PA      | $125623.63    | 0.01%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 1.5% 10/06/2031 REGS                                                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $101968.47    | 0.01%             | 2031-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.875% 10/25/2031 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198115.21    | 0.02%             | 2031-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 0.375% 10/26/2029 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $730924.05    | 0.06%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2% 08/22/2033                                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $550407.56    | 0.04%             | 2033-08-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                                            | TESCO CORPORATE TREASURY SERVICES PLC 1.875% 11/02/2028 REGS                                            | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     380000 | PA      | $465229.04    | 0.04%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.15% 10/24/2031                                                                | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $49383.33     | 0.00%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.125% 10/10/2031                                                                           | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     210000 | PA      | $207620.61    | 0.02%             | 2031-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 1.102%/VAR 04/29/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     493000 | PA      | $485547.92    | 0.04%             | 2033-04-29      | Variable      | 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        |    1241000 | PA      | $1244551.36   | 0.10%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 0.5% 02/11/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103992.07    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                            | TENNET NETHERLANDS BV 0.875% 06/16/2035 REGS                                                            | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |     574000 | PA      | $537796.50    | 0.04%             | 2035-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 01/31/2031 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     480000 | PA      | $483718.34    | 0.04%             | 2031-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     130000 | PA      | $158972.65    | 0.01%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 1.575%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | EP               | CORP              | ES        |     300000 | PA      | $335517.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.125% 11/19/2031 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $298054.31    | 0.02%             | 2031-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.45% 02/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     190000 | PA      | $204897.53    | 0.02%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 1%/VAR 11/16/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $556079.80    | 0.04%             | 2032-11-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.8%/VAR 11/17/2029 REGS                                                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $118574.92    | 0.01%             | 2029-11-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 0.25%/VAR 02/17/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $112799.83    | 0.01%             | 2028-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 11/17/2029                                                                             | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     240000 | PA      | $250166.20    | 0.02%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.8%/VAR 11/21/2033                                                                   | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     480000 | PA      | $337028.94    | 0.03%             | 2033-11-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPORTS MELBOURNE PTY LTD                                     | AUSTRALIA PACIFIC AIRPORTS MELBOURNE PTY LTD 3.763% 11/25/2031                                          | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |     220000 | PA      | $136095.52    | 0.01%             | 2031-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 1% 11/29/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $93592.16     | 0.01%             | 2033-11-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 05/30/2028 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2127458.93   | 0.17%             | 2028-05-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANCE TRUST                                                  | ONTARIO TEACHERS' FINANCE TRUST 0.95% 11/24/2051 REGS                                                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     110000 | PA      | $64993.28     | 0.01%             | 2051-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.5%/VAR 11/30/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125976.67    | 0.01%             | 2032-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.125% 12/01/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $98346.42     | 0.01%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 0.25% 12/01/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $194387.84    | 0.02%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 0.375% 04/15/2027 REGS                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $224379.17    | 0.02%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 12/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |    1270000 | PA      | $1547511.89   | 0.12%             | 2031-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1% 01/14/2032 REGS                                                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $197739.51    | 0.02%             | 2032-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.875%/VAR 07/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106003.44    | 0.01%             | 2030-07-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.875%/VAR 07/12/2028 REGS                                                     | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $254393.70    | 0.02%             | 2028-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.5%/VAR 01/14/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2268119.59   | 0.18%             | 2028-01-14      | Variable      | 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        |     172000 | PA      | $128051.06    | 0.01%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.125% 07/12/2032 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $393283.93    | 0.03%             | 2032-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 2%/VAR 04/12/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $179424.56    | 0.01%             | 2028-04-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 1.625% 10/12/2028 REGS                                               | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     110000 | PA      | $134109.67    | 0.01%             | 2028-10-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.125% 01/09/2032 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     200000 | PA      | $196185.89    | 0.02%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  453900000 | PA      | $2585169.68   | 0.21%             | 2031-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2183000 | PA      | $2072558.20   | 0.17%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 1.875%/VAR 07/10/2042 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     253000 | PA      | $257140.96    | 0.02%             | 2042-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE 2%/VAR PERP REGS                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |    1020000 | PA      | $1161249.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.875% 01/17/2031 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $173527.51    | 0.01%             | 2031-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 01/17/2029 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $214793.70    | 0.02%             | 2029-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 2.45% 01/12/2029 REGS                                                | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $160885.16    | 0.01%             | 2029-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.25% 12/13/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     100000 | PA      | $121685.15    | 0.01%             | 2028-12-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.25% 01/20/2032 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     530000 | PA      | $525352.98    | 0.04%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 10/18/2034 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     117000 | PA      | $106720.30    | 0.01%             | 2034-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.375% 01/17/2033 REGS                                                              | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $191557.44    | 0.02%             | 2033-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.125% 01/19/2032 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $99712.37     | 0.01%             | 2032-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.625% 11/19/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110845.92    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 0.75% 06/20/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     420000 | PA      | $448544.26    | 0.04%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON and QUADRANT HOUSING TRUST                                                | LONDON and QUADRANT HSG TRUST 2% 03/31/2032 REGS                                                        | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |     112000 | PA      | $122063.69    | 0.01%             | 2032-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.7% 04/30/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     140000 | PA      | $141430.79    | 0.01%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 1.25% 12/07/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     544000 | PA      | $681550.71    | 0.05%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0.7% 01/17/2042 REGS                                                      | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     297000 | PA      | $223530.70    | 0.02%             | 2042-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD 0.943% 01/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     410000 | PA      | $443142.27    | 0.04%             | 2029-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     290000 | PA      | $284349.23    | 0.02%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 2.25% 01/25/2032 REGS                                                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $105867.65    | 0.01%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 0.375% 01/20/2032 REGS                                                       | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $196555.46    | 0.02%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TREASURY BV                                                    | HEIMSTADEN BOSTAD TREASURY BV 1.375% 07/24/2028 REGS                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |     135000 | PA      | $148032.15    | 0.01%             | 2028-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                                   | CNP ASSURANCES 1.25% 01/27/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $325537.05    | 0.03%             | 2029-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0% 11/15/2031                                                                        | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     610000 | PA      | $81921.27     | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2699000 | PA      | $2634136.92   | 0.21%             | 2032-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 0.25% 02/25/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     140000 | PA      | $137458.08    | 0.01%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0.5% 01/25/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     330000 | PA      | $328087.31    | 0.03%             | 2032-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     600000 | PA      | $647655.11    | 0.05%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.875% 01/31/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     630000 | PA      | $695759.28    | 0.06%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                    | P3 GROUP SARL 1.625% 01/26/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |     220000 | PA      | $240043.05    | 0.02%             | 2029-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    1243000 | PA      | $856565.44    | 0.07%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 11/15/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    2750000 | PA      | $2885166.65   | 0.23%             | 2029-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.125% 03/07/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     470000 | PA      | $525865.52    | 0.04%             | 2028-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.25% 02/07/2029 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      50000 | PA      | $54527.30     | 0.00%             | 2029-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL OF CANADA LTD                                           | GENERAL MTRS FINL CDA LTD 3.15% 02/08/2027                                                              | CUSIP: 37045YAJ3<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $143676.23    | 0.01%             | 2027-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 1%/VAR 02/09/2028 REGS                                                                | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $453921.10    | 0.04%             | 2028-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   14280000 | PA      | $5571152.24   | 0.45%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     960000 | PA      | $721779.63    | 0.06%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 0.95% 02/16/2032 REGS                                                           | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $301829.16    | 0.02%             | 2032-02-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 2.625% 02/22/2033 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $231301.36    | 0.02%             | 2033-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    6630000 | PA      | $604980.96    | 0.05%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                                                     | AUSTRALIAN CAPITAL TERRITORY 2.5% 10/22/2032 REGS                                                       | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | CORP              | AU        |     440000 | PA      | $257054.65    | 0.02%             | 2032-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0.6% 11/25/2029 REGS                                                     | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1484621.91   | 0.12%             | 2029-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 1.375% 02/23/2029 REGS                                                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     110000 | PA      | $120507.72    | 0.01%             | 2029-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     501000 | PA      | $501866.55    | 0.04%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     932000 | PA      | $583454.42    | 0.05%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.875%/VAR 02/23/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $228555.94    | 0.02%             | 2028-02-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                        | EXPORT DEVELOPMENT CANADA 0.5% 02/25/2027 REGS                                                          | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     330000 | PA      | $374268.06    | 0.03%             | 2027-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.75% 02/23/2032                                                                   | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $131699.12    | 0.01%             | 2032-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.25%/VAR 03/02/2032 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114233.96    | 0.01%             | 2032-03-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 2.55% 08/14/2031                                                          | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     690000 | PA      | $476057.29    | 0.04%             | 2031-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV AMSTERDAM                                                         | EDP FINANCE BV AMSTERDAM 1.875% 09/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109896.18    | 0.01%             | 2029-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2% 06/01/2032                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5230000 | PA      | $3506993.77   | 0.28%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.934%/VAR 05/03/2032                                                               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     860000 | PA      | $622086.76    | 0.05%             | 2032-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.75% 03/21/2031                                                                     | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     170000 | PA      | $176705.03    | 0.01%             | 2031-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.875% 03/11/2037 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     100000 | PA      | $88177.38     | 0.01%             | 2037-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115637.08    | 0.01%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.875%/VAR 04/02/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     590000 | PA      | $655042.21    | 0.05%             | 2032-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HALEON NETHERLANDS CAPITAL BV                                                    | HALEON NETHERLANDS CAPITAL BV 1.75% 03/29/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |     190000 | PA      | $205823.47    | 0.02%             | 2030-03-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1.625% 03/31/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     300000 | PA      | $289315.19    | 0.02%             | 2035-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     394000 | PA      | $404307.54    | 0.03%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.5%/VAR 03/31/2032 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114014.86    | 0.01%             | 2032-03-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 2.75% 04/01/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $206123.06    | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 1.5% 04/04/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $103527.21    | 0.01%             | 2032-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 0.875% 03/31/2028 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221788.93    | 0.02%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     636000 | PA      | $789032.63    | 0.06%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 1.952% 04/08/2030 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     220000 | PA      | $239418.75    | 0.02%             | 2030-04-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 02/04/2043 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     172000 | PA      | $135307.34    | 0.01%             | 2043-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                                                | DIAGEO CAPITAL BV 1.5% 06/08/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |     240000 | PA      | $262537.27    | 0.02%             | 2029-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                               | DIAGEO FINANCE PLC 2.75% 06/08/2038 REGS                                                                | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $144547.42    | 0.01%             | 2038-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 03/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   68000000 | PA      | $387291.62    | 0.03%             | 2032-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 3.25% 04/13/2027 REGS                                                            | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $259477.33    | 0.02%             | 2027-04-13      | 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        |  170000000 | PA      | $601512.96    | 0.05%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 1% 04/13/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |     210000 | PA      | $229692.42    | 0.02%             | 2029-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2038 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     390000 | PA      | $336689.36    | 0.03%             | 2038-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     253000 | PA      | $270358.84    | 0.02%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3690000 | PA      | $2251251.15   | 0.18%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  149000000 | PA      | $678663.12    | 0.05%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 2.824%/VAR 04/27/2033 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     160000 | PA      | $175549.72    | 0.01%             | 2033-04-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.125% 04/26/2029 REGS                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     110000 | PA      | $122801.33    | 0.01%             | 2029-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.625%/VAR 10/29/2029 REGS                                                | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     450000 | PA      | $573390.38    | 0.05%             | 2029-10-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE                                                             | COMMUNAUTE FRANCAISE 1.625% 05/03/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $104241.88    | 0.01%             | 2032-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.625% 11/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111934.95    | 0.01%             | 2029-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | KONINKLIJKE PHILIPS NV 2.125% 11/05/2029 REGS                                                           | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $121597.64    | 0.01%             | 2029-11-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.5% 12/01/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     260000 | PA      | $284398.04    | 0.02%             | 2032-12-01      | 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        |    2500000 | PA      | $247018.93    | 0.02%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.75% 11/25/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $523337.76    | 0.04%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 06/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1740000 | PA      | $2001869.22   | 0.16%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.65% 05/20/2032                                                                    | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     410000 | PA      | $297318.52    | 0.02%             | 2032-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2063                                                                              | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $654334.70    | 0.05%             | 2063-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 2.5% 05/23/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     244000 | PA      | $275229.94    | 0.02%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 1.875% 05/24/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113950.66    | 0.01%             | 2027-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.875% 05/24/2034 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105727.84    | 0.01%             | 2034-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220213.61    | 0.02%             | 2030-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.75% 05/24/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $135946.84    | 0.01%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 2.25% 06/29/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $558404.80    | 0.04%             | 2029-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 3.25% 06/30/2037 REGS                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108888.86    | 0.01%             | 2037-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115507.72    | 0.01%             | 2028-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 3.125% 06/01/2031 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     120000 | PA      | $133783.54    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.75%/VAR 07/25/2028 REGS                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1376804.96   | 0.11%             | 2028-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.125% 05/24/2028 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $181013.16    | 0.01%             | 2028-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS                                                        | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    1040000 | PA      | $1149471.26   | 0.09%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    7210000 | PA      | $8029034.64   | 0.65%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 2.1% 05/25/2027 REGS                                                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     108000 | PA      | $123745.11    | 0.01%             | 2027-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25%/VAR 06/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     170000 | PA      | $193992.68    | 0.02%             | 2033-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC 2.375% 06/15/2034                                                                              | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     210000 | PA      | $222627.92    | 0.02%             | 2034-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 4.252%/VAR 07/05/2052 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232136.94    | 0.02%             | 2052-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 3% 05/31/2034 REGS                                                                       | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     130000 | PA      | $141051.76    | 0.01%             | 2034-05-31      | 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        |    1180000 | PA      | $1242469.19   | 0.10%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.75% 12/02/2053                                                                   | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $129094.67    | 0.01%             | 2053-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.875% 05/25/2037 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    5000000 | PA      | $4909204.24   | 0.40%             | 2037-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 3.875%/VAR 06/16/2032 REGS                                                 | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $231501.86    | 0.02%             | 2032-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                             | DUKE ENERGY CORP NEW 3.1% 06/15/2028                                                                    | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     220000 | PA      | $252518.68    | 0.02%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.55% 10/31/2032 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2490000 | PA      | $2783980.82   | 0.22%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2% 06/15/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     590000 | PA      | $642439.56    | 0.05%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 2.125% 11/29/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228147.14    | 0.02%             | 2027-11-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 2.375% 06/30/2027 REGS                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     160000 | PA      | $183971.59    | 0.01%             | 2027-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 7.375% 07/31/2050 REGS                                                                   | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |     120000 | PA      | $165025.71    | 0.01%             | 2050-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                                        | AYVENS SA 4% 07/05/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233759.94    | 0.02%             | 2027-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $738426.50    | 0.06%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    6950000 | PA      | $7561640.44   | 0.61%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 06/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  227950000 | PA      | $1290492.16   | 0.10%             | 2032-06-20      | Fixed         | 0.00%                 | 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        |    8130000 | PA      | $8682009.48   | 0.70%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 06/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  232000000 | PA      | $890193.63    | 0.07%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.005% 06/20/2027                                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  230000000 | PA      | $1428927.01   | 0.12%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 06/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  345000000 | PA      | $1586921.63   | 0.13%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 1.95% 07/22/2032                                                                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |     610000 | PA      | $662405.80    | 0.05%             | 2032-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 5.426%/VAR 08/16/2032                                                           | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $177275.69    | 0.01%             | 2032-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.612% 07/26/2027                                                                  | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $387602.70    | 0.03%             | 2027-07-26      | Fixed         | 0.05%                 | 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        |    1740000 | PA      | $1394763.09   | 0.11%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 1.625% 08/03/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     740000 | PA      | $785830.97    | 0.06%             | 2032-08-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                                                                | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     770000 | PA      | $676755.32    | 0.05%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4%/VAR 08/17/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $132063.32    | 0.01%             | 2027-08-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.906%/VAR 08/12/2032                                                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     620000 | PA      | $428988.11    | 0.03%             | 2032-08-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.4% 08/18/2027                                                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     260000 | PA      | $177664.87    | 0.01%             | 2027-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBANK EG                                                     | MUENCHENER HYPOTHEKENBANK EG 1.875% 08/25/2032 REGS                                                     | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      60000 | PA      | $64622.80     | 0.01%             | 2032-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA FRANCE                                                   | AUTOROUTES DU SUD DE LA FRANCE 2.75% 09/02/2032 REGS                                                    | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $328626.14    | 0.03%             | 2032-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.347% 08/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     130000 | PA      | $147244.71    | 0.01%             | 2029-08-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENLANDESBANK NIEDEROESTERREICH WIEN AG                                   | RAIFFEISENLANDESBANK NIEDEROES 2.375% 08/31/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $109729.92    | 0.01%             | 2032-08-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 1.75% 11/25/2027 REGS                                                    | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $568018.22    | 0.05%             | 2027-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     690000 | PA      | $546471.21    | 0.04%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 09/08/2033 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111961.64    | 0.01%             | 2033-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 2.375% 09/15/2032 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     370000 | PA      | $411758.21    | 0.03%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA 3.071% 09/07/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $224768.42    | 0.02%             | 2032-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NETHERLANDS BV                                             | COMPASS GROUP FINANCE NETHERLANDS BV 3% 03/08/2030 REGS                                                 | CUSIP: N/A<br>LEI: 213800YZZX39WY5G7M06       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $250630.12    | 0.02%             | 2030-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236466.21    | 0.02%             | 2032-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 5.125% 09/13/2034 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     290000 | PA      | $355465.77    | 0.03%             | 2034-09-13      | Fixed         | 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        |    9170000 | PA      | $8470738.77   | 0.68%             | 2043-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 5.221% 09/16/2031 REGS                                                    | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $150693.70    | 0.01%             | 2031-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 3.375% 09/20/2027 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1277202.19   | 0.10%             | 2027-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2% 10/04/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     860000 | PA      | $984048.55    | 0.08%             | 2027-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2.5% 10/04/2052 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     380000 | PA      | $330351.41    | 0.03%             | 2052-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 5.625%/VAR 09/21/2028 REGS                                                            | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $132764.29    | 0.01%             | 2028-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 3.125%/VAR 09/21/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     170000 | PA      | $196831.03    | 0.02%             | 2027-09-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                         | NORDEA MORTGAGE BANK PLC 2.5% 09/14/2032 REGS                                                           | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     110000 | PA      | $122840.38    | 0.01%             | 2032-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.112%/VAR 09/22/2033 REGS                                                                | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     220000 | PA      | $257947.00    | 0.02%             | 2033-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 3.6% 12/15/2027 144A                                                          | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    1910000 | PA      | $1390163.11   | 0.11%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.971% 09/22/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $234334.79    | 0.02%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.45% 09/22/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115979.90    | 0.01%             | 2027-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.625%/VAR 03/21/2028 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $351699.95    | 0.03%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.625% 09/23/2034 REGS                                                                | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     190000 | PA      | $231909.75    | 0.02%             | 2034-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                                                | DANSKE HYPOTEK AB 3.5% 12/15/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $855625.59    | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | 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        |    5440000 | PA      | $5944340.91   | 0.48%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                                         | ACTION LOGEMENT SERVICES 3.125% 09/28/2037 REGS                                                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $106497.96    | 0.01%             | 2037-09-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     580000 | PA      | $497182.80    | 0.04%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2430000 | PA      | $226472.10    | 0.02%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.875% 12/28/2029 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     740000 | PA      | $857455.42    | 0.07%             | 2029-12-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 4.375% 10/14/2029 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $361189.52    | 0.03%             | 2029-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 09/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1110350000 | PA      | $6250069.22   | 0.50%             | 2032-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 4.75% 09/15/2036                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      50000 | PA      | $32015.40     | 0.00%             | 2036-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     390000 | PA      | $322192.31    | 0.03%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 2.75% 04/12/2028 REGS                                                           | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115196.76    | 0.01%             | 2028-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 09/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   52050000 | PA      | $204504.94    | 0.02%             | 2052-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 4.4% 12/01/2055                                                                     | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     260000 | PA      | $176022.86    | 0.01%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  177000000 | PA      | $1096957.49   | 0.09%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 09/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  219650000 | PA      | $1036688.25   | 0.08%             | 2042-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 4.625% 06/07/2032 REGS                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121630.08    | 0.01%             | 2032-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 4.625% 11/03/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118768.92    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 3.125% 11/02/2027 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $580413.57    | 0.05%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     760000 | PA      | $928763.31    | 0.07%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 6.86%/VAR 11/09/2032 REGS                                                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     540000 | PA      | $379141.43    | 0.03%             | 2032-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.35% 11/04/2027                                                       | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000 | PA      | $207537.64    | 0.02%             | 2027-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC 6.375% 11/08/2027 REGS                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     280000 | PA      | $377245.85    | 0.03%             | 2027-11-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3.25% 11/09/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1273553.17   | 0.10%             | 2027-11-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5.375%/VAR 11/14/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $245498.72    | 0.02%             | 2030-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.875%/VAR 11/14/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233906.90    | 0.02%             | 2027-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     470000 | PA      | $669855.11    | 0.05%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $718824.10    | 0.06%             | 2032-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.5% 11/15/2031                                                                    | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     150000 | PA      | $180229.03    | 0.01%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HOLDINGS PLC 7.098%/VAR 11/16/2027 REGS                                              | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $147504.13    | 0.01%             | 2027-11-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25% 11/16/2032 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120043.55    | 0.01%             | 2032-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1910000 | PA      | $1220313.30   | 0.10%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.5% 11/21/2034 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120135.76    | 0.01%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                                            | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5.98% 02/14/2033                                                  | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $70579.90     | 0.01%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1770000 | PA      | $2103752.11   | 0.17%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 3% 05/17/2027 REGS      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $115844.12    | 0.01%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 6.25%/VAR 02/23/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $720212.91    | 0.06%             | 2033-02-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 5.125%/VAR 02/22/2033 REGS                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235845.04    | 0.02%             | 2033-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 5.789%/VAR 11/18/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     170000 | PA      | $228314.51    | 0.02%             | 2033-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3% 03/04/2053 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1120000 | PA      | $1075650.12   | 0.09%             | 2053-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3.375% 11/22/2032 REGS                                                           | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $228301.42    | 0.02%             | 2032-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.875% 11/28/2034 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115625.49    | 0.01%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.75%/VAR 11/29/2027 REGS                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $665743.95    | 0.05%             | 2027-11-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $121791.52    | 0.01%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 6.178%/VAR 12/07/2027 REGS                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $146840.03    | 0.01%             | 2027-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNATIONAL FINANCING DAC                                             | VODAFONE INTERNATIONAL FINANCING DAC 3.75% 12/02/2034 REGS                                              | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |     330000 | PA      | $374507.72    | 0.03%             | 2034-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.625%/VAR 02/07/2029 REGS                                                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $235556.89    | 0.02%             | 2029-02-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25%/VAR 12/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235103.88    | 0.02%             | 2030-12-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.68% 01/08/2029                                                                  | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $258891.61    | 0.02%             | 2029-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.631% 12/13/2029 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     520000 | PA      | $604027.48    | 0.05%             | 2029-12-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS                                                             | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $589193.79    | 0.05%             | 2030-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 4.25% 01/11/2043 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110853.71    | 0.01%             | 2043-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE NETH BV                                                     | TOYOTA MOTOR FINANCE NETH BV 3.5% 01/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $348540.37    | 0.03%             | 2028-01-13      | Fixed         | 0.04%                 | 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        |    1480000 | PA      | $1800754.71   | 0.15%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 3.5% 01/12/2028 REGS                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     140000 | PA      | $162905.57    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     140000 | PA      | $160316.66    | 0.01%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     110000 | PA      | $130467.67    | 0.01%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 3.625% 01/09/2030 REGS                                                         | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     190000 | PA      | $219627.49    | 0.02%             | 2030-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 3% 01/11/2033 REGS                                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |    1290000 | PA      | $1481197.19   | 0.12%             | 2033-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 3.875% 01/16/2029 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $257415.00    | 0.02%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUAMDB05+NA PERP REGS                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |     100000 | PA      | $119925.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 3.5% 07/17/2031 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     330000 | PA      | $376431.75    | 0.03%             | 2031-07-17      | Fixed         | 0.04%                 | 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        |    3800000 | PA      | $4260655.45   | 0.34%             | 2033-02-15      | 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        |    2760000 | PA      | $3259429.46   | 0.26%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  170150000 | PA      | $702617.11    | 0.06%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                               | BELFIUS BANK SA/NV 5.25%/VAR 04/19/2033 REGS                                                            | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $236080.05    | 0.02%             | 2033-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 5.33%/VAR 01/20/2033                                                       | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $177579.51    | 0.01%             | 2033-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4% 01/18/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117590.50    | 0.01%             | 2033-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 4% 01/19/2028                                                            | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     350000 | PA      | $237592.20    | 0.02%             | 2028-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.125%/VAR 01/25/2035 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118964.07    | 0.01%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 07/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     250000 | PA      | $296143.76    | 0.02%             | 2029-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4.875% 10/23/2029 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $131201.73    | 0.01%             | 2029-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.5% 01/27/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     370000 | PA      | $449458.29    | 0.04%             | 2033-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.125% 01/25/2030 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $132156.76    | 0.01%             | 2030-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $380077.88    | 0.03%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  193650000 | PA      | $956127.73    | 0.08%             | 2042-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4% 01/26/2033 REGS                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115835.16    | 0.01%             | 2033-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1670000 | PA      | $1655398.41   | 0.13%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 8.45% 07/31/2050 REGS                                                                    | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |     130000 | PA      | $179435.45    | 0.01%             | 2050-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 5.01%/VAR 02/01/2033                                                               | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $184185.97    | 0.01%             | 2033-02-01      | Variable      | 0.05%                 | 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        |    1610000 | PA      | $926150.21    | 0.07%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 4.46% 01/27/2053                                                                          | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $153010.93    | 0.01%             | 2053-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     510000 | PA      | $589638.55    | 0.05%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 4% 02/06/2043                                                                           | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107917.58    | 0.01%             | 2043-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 4.875% 02/06/2038                                                                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |     140000 | PA      | $165724.30    | 0.01%             | 2038-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.75% 02/07/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     160000 | PA      | $186675.14    | 0.02%             | 2028-02-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 3.5% 06/14/2028 REGS                                                          | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $857154.96    | 0.07%             | 2028-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     430000 | PA      | $298603.39    | 0.02%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 4.867% 08/03/2027                                                              | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     320000 | PA      | $374493.76    | 0.03%             | 2027-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.625%/VAR 04/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $132363.88    | 0.01%             | 2027-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 4.4% 12/01/2043                                                                            | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $34155.33     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 3.875% 02/14/2033 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     220000 | PA      | $258927.74    | 0.02%             | 2033-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 2.75% 02/14/2033                                                                            | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     340000 | PA      | $384465.15    | 0.03%             | 2033-02-14      | Fixed         | 0.03%                 | 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        |     740000 | PA      | $832541.88    | 0.07%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 05/13/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $313769.47    | 0.03%             | 2031-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                                                               | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    6860000 | PA      | $650598.36    | 0.05%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     610000 | PA      | $547679.38    | 0.04%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2033                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3120000 | PA      | $467360.26    | 0.04%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.75% 02/14/2033 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    2470000 | PA      | $2806841.29   | 0.23%             | 2033-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                         | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                          | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $268662.60    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.45%/VAR 02/16/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     320000 | PA      | $376337.83    | 0.03%             | 2029-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 4% 02/20/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     410000 | PA      | $482772.82    | 0.04%             | 2031-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 5%/VAR 02/20/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119277.72    | 0.01%             | 2035-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 5.375% 02/16/2031 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     260000 | PA      | $321688.71    | 0.03%             | 2031-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     360000 | PA      | $350208.43    | 0.03%             | 2054-06-22      | 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        |     150000 | PA      | $168092.95    | 0.01%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.625% 02/24/2043 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106249.04    | 0.01%             | 2043-02-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 4.416% 05/20/2033 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119115.73    | 0.01%             | 2033-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  169000000 | PA      | $1044930.51   | 0.08%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     390000 | PA      | $451709.63    | 0.04%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $405783.97    | 0.03%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE PLC 5.25% 04/28/2030 REGS                                                       | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $143233.11    | 0.01%             | 2030-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4.625%/VAR 03/02/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237557.77    | 0.02%             | 2030-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.25% 05/04/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     250000 | PA      | $291329.34    | 0.02%             | 2028-05-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                    | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS 3.25% 05/28/2027 REGS                                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $232442.99    | 0.02%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 6.625%/VAR 06/02/2033 REGS                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $215982.76    | 0.02%             | 2033-06-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HONG KONG AND SHANGHAI BANKING CORPORATION LTD SYDNEY BRANCH                     | HONG KONG and SHNG BKG CORP SYDNEY BRH 5.1% 03/03/2028 REGS                                             | CUSIP: N/A<br>LEI: 2HI3YI5320L3RW6NJ957       | Long             | DBT              | CORP              | AU        |     250000 | PA      | $172045.93    | 0.01%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 4.656%/VAR 03/02/2029                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     330000 | PA      | $390114.07    | 0.03%             | 2029-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE 4.25% 03/08/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $239007.09    | 0.02%             | 2032-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 6.163%/VAR 03/09/2033 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     420000 | PA      | $291963.91    | 0.02%             | 2033-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                                | TELSTRA GROUP LTD 4.9% 03/08/2028                                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |     220000 | PA      | $151025.49    | 0.01%             | 2028-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3% 11/06/2028 REGS                                                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $423688.50    | 0.03%             | 2028-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2030                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     390000 | PA      | $228044.42    | 0.02%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                       | NBN CO LTD 4.125% 03/15/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |     530000 | PA      | $628251.14    | 0.05%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 5.628% 06/13/2028 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     380000 | PA      | $508721.05    | 0.04%             | 2028-06-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP 5.409%/VAR 03/10/2033                                                           | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $230018.13    | 0.02%             | 2033-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.75%/VAR 03/14/2028 REGS                                                                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117174.38    | 0.01%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.802%/VAR 03/17/2029                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $69273.04     | 0.01%             | 2029-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                                   | BRUCE POWER LP 4.7% 12/21/2027                                                                          | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     410000 | PA      | $300565.55    | 0.02%             | 2027-12-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.6% 09/01/2033                                                                     | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $214558.98    | 0.02%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 5.625% 04/03/2053 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114543.40    | 0.01%             | 2053-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC 3.907% 04/13/2029                                                                     | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     210000 | PA      | $245806.81    | 0.02%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.25% 04/05/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $344141.07    | 0.03%             | 2033-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3.125% 07/05/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     390000 | PA      | $453364.03    | 0.04%             | 2028-07-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.5% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   20850000 | PA      | $118500.63    | 0.01%             | 2033-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     870000 | PA      | $983178.76    | 0.08%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.65% 06/02/2033                                                                   | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1080957.52   | 0.09%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110700000 | PA      | $431767.86    | 0.03%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 3.55% 06/18/2033                                                          | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     970000 | PA      | $693008.55    | 0.06%             | 2033-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                          | DEVELOPMENT BK OF JAPAN 3.125% 04/13/2028 REGS                                                          | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | CORP              | JP        |     140000 | PA      | $162405.68    | 0.01%             | 2028-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 4.375%/VAR 04/19/2030 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     200000 | PA      | $237104.83    | 0.02%             | 2030-04-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1220000 | PA      | $1442570.10   | 0.12%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.375% 04/19/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     400000 | PA      | $466687.00    | 0.04%             | 2028-04-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.375% 10/20/2028 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $472784.79    | 0.04%             | 2028-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 4.225% 04/26/2033 REGS                                                    | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $118040.43    | 0.01%             | 2033-04-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.632% 05/01/2028                                                                  | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     880000 | PA      | $647294.37    | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |     130000 | PA      | $134092.47    | 0.01%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.375% 05/02/2030 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118746.32    | 0.01%             | 2030-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   12510000 | PA      | $14421988.96  | 1.16%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2630000 | PA      | $1636414.12   | 0.13%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 03/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   45600000 | PA      | $212644.02    | 0.02%             | 2043-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 4.2% 05/02/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |      90000 | PA      | $61324.27     | 0.00%             | 2028-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                                     | BANKINTER SA 4.375%/VAR 05/03/2030 REGS                                                                 | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $237583.18    | 0.02%             | 2030-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                            | PROCTER and GAMBLE CO 3.25% 08/02/2031                                                                  | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     240000 | PA      | $277125.36    | 0.02%             | 2031-08-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     200000 | PA      | $229886.07    | 0.02%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARREFOUR BANQUE SA                                                              | CARREFOUR BANQUE SA 4.079% 05/05/2027 REGS                                                              | CUSIP: N/A<br>LEI: 969500GVS02SJYG9S632       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116208.12    | 0.01%             | 2027-05-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.25% 02/20/2036 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     470000 | PA      | $292500.63    | 0.02%             | 2036-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                     | CARREFOUR SA 3.75% 10/10/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232728.77    | 0.02%             | 2030-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CVBA                                                     | FLUVIUS SYSTEM OPERATOR CVBA 3.875% 05/09/2033 REGS                                                     | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $116021.32    | 0.01%             | 2033-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 6.125% 05/15/2028                                                              | CUSIP: 34540UAE9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     130000 | PA      | $156447.27    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.125% 05/12/2033                                                                  | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     430000 | PA      | $503599.96    | 0.04%             | 2033-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 4.771%/VAR 02/16/2029 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $141989.76    | 0.01%             | 2029-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.75%/VAR 05/23/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $241937.77    | 0.02%             | 2034-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.625% 05/19/2027 REGS                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116230.66    | 0.01%             | 2027-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 4.25% 05/19/2033 REGS                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     290000 | PA      | $346179.76    | 0.03%             | 2033-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 4.875% 05/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $243415.48    | 0.02%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   53650000 | PA      | $329844.07    | 0.03%             | 2028-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.75%/VAR 08/23/2033 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119748.68    | 0.01%             | 2033-08-23      | Variable      | 0.06%                 | 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        |     430000 | PA      | $433696.56    | 0.03%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                                                    | AKZO NOBEL NV 4% 05/24/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $137014.86    | 0.01%             | 2033-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.25% 07/22/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $404644.43    | 0.03%             | 2030-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.75%/VAR 06/01/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $360102.34    | 0.03%             | 2033-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 6.625% 05/31/2033 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $195887.66    | 0.02%             | 2033-05-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 4.625% 05/26/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $143885.25    | 0.01%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.9% 06/02/2033                                                                   | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $51206.25     | 0.00%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                                                   | WPP FINANCE SA 4.125% 05/30/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |     170000 | PA      | $197978.96    | 0.02%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                              | BOSCH (ROBERT) GMBH 4% 06/02/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114991.30    | 0.01%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                              | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $110633.73    | 0.01%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 03/20/2063                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   47600000 | PA      | $156300.34    | 0.01%             | 2063-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     190000 | PA      | $132236.23    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 5.039% 05/29/2028                                                                  | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $237078.04    | 0.02%             | 2028-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 4.05% 06/01/2033                                                               | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     370000 | PA      | $272679.17    | 0.02%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                                                     | STATKRAFT AS 3.5% 06/09/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |     140000 | PA      | $159600.79    | 0.01%             | 2033-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS SFH                                                             | ARKEA HOME LOANS SFH 3.25% 08/01/2033 REGS                                                              | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114657.81    | 0.01%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 5.679%/VAR 08/02/2033                                                               | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $119942.25    | 0.01%             | 2033-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 5.75%/VAR 09/15/2033 REGS                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $359272.83    | 0.03%             | 2033-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDENRED                                                                          | EDENRED 3.625% 06/13/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114721.51    | 0.01%             | 2031-06-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 3.7% 06/14/2038 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111093.16    | 0.01%             | 2038-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      90000 | PA      | $105653.48    | 0.01%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1630000 | PA      | $1921350.65   | 0.15%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 3.5% 01/15/2030 REGS                                                         | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $469487.89    | 0.04%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 4.25% 07/20/2033                                                           | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $97627.57     | 0.01%             | 2033-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $332360.38    | 0.03%             | 2031-06-20      | Fixed         | 0.06%                 | 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        |    3180000 | PA      | $4219421.95   | 0.34%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     260000 | PA      | $363651.28    | 0.03%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 3.75% 09/30/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $433081.94    | 0.03%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2033                                                                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1640000 | PA      | $1173207.38   | 0.09%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 3% 11/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $228073.41    | 0.02%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.375% 07/03/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114644.18    | 0.01%             | 2033-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.375% 06/27/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $463092.35    | 0.04%             | 2033-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                               | CADENT FINANCE PLC 4.25% 07/05/2029 REGS                                                                | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $319077.88    | 0.03%             | 2029-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                   | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 07/03/2031 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $351709.75    | 0.03%             | 2031-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW FINANCE DAC 4% 07/11/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |     120000 | PA      | $140687.84    | 0.01%             | 2031-07-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 06/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19800000 | PA      | $72613.73     | 0.01%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5%/VAR 07/19/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119674.05    | 0.01%             | 2029-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  302750000 | PA      | $1853967.59   | 0.15%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 4.5% 07/11/2035 REGS                                                               | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     160000 | PA      | $189008.08    | 0.02%             | 2035-07-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110150000 | PA      | $509955.01    | 0.04%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 1.412% 07/13/2033                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $68883.37     | 0.01%             | 2033-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 5.125% 07/22/2027 REGS                                                                | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     120000 | PA      | $159887.19    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC 5.899% 08/23/2028 REGS                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     490000 | PA      | $340895.03    | 0.03%             | 2028-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.5%/VAR 08/28/2033 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239759.26    | 0.02%             | 2033-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $124029.51    | 0.01%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     440000 | PA      | $510688.13    | 0.04%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 3.375% 08/30/2038 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      50000 | PA      | $57398.55     | 0.00%             | 2038-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 4.125% 09/07/2034 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116678.95    | 0.01%             | 2034-09-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 6.034%/VAR 09/07/2033                                                              | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $45348.90     | 0.00%             | 2033-09-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     590000 | PA      | $710075.14    | 0.06%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 5.95% 09/08/2053                                                                      | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $130238.01    | 0.01%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 03/28/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    1900000 | PA      | $201131.35    | 0.02%             | 2029-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.45% 09/13/2038                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     140000 | PA      | $162054.69    | 0.01%             | 2038-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                             | SARTORIUS FINANCE BV 4.5% 09/14/2032 REGS                                                               | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118718.91    | 0.01%             | 2032-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 5.9% 09/21/2033                                                               | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $274035.61    | 0.02%             | 2033-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                                                 | RAIFFEISEN BANK INTERNATL AG 6%/VAR 09/15/2028 REGS                                                     | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $358750.70    | 0.03%             | 2028-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4% 11/15/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2510000 | PA      | $3004204.45   | 0.24%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 4.875% 10/02/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     270000 | PA      | $322690.00    | 0.03%             | 2029-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                       | HAMBURG COMMERCIAL BANK AG 4.875% 03/30/2027 REGS                                                       | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     270000 | PA      | $317454.47    | 0.03%             | 2027-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 4% 10/03/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     250000 | PA      | $293278.57    | 0.02%             | 2028-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FINANCIEROS ESPANA SAU                                             | EDP SERVICIOS FINANCIEROS ESPANA SAU 4.375% 04/04/2032 REGS                                             | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |     120000 | PA      | $143694.26    | 0.01%             | 2032-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.1% 02/01/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     130000 | PA      | $154820.29    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 09/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   83150000 | PA      | $478001.28    | 0.04%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.5% 05/31/2029                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2220000 | PA      | $2623200.61   | 0.21%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 4.75% 10/14/2031 REGS                                                     | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     230000 | PA      | $306616.94    | 0.02%             | 2031-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2671961.26   | 0.22%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   32000000 | PA      | $137786.19    | 0.01%             | 2053-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     560000 | PA      | $735603.74    | 0.06%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     710000 | PA      | $803977.54    | 0.06%             | 2044-01-15      | 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        |     290000 | PA      | $183420.36    | 0.01%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 5.875% 10/25/2033 REGS                                                    | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $126655.03    | 0.01%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 09/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   51950000 | PA      | $256803.86    | 0.02%             | 2043-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4.625%/VAR 11/01/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     200000 | PA      | $238190.53    | 0.02%             | 2029-11-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.75% 11/10/2031 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $603933.12    | 0.05%             | 2031-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                                                 | ICCREA BANCA SPA 4% 11/08/2027 REGS                                                                     | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     140000 | PA      | $164428.60    | 0.01%             | 2027-11-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.5%/VAR 11/09/2028 REGS                                                         | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     110000 | PA      | $129659.96    | 0.01%             | 2028-11-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.75%/VAR 11/13/2032 REGS                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $361143.77    | 0.03%             | 2032-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 7.199%/VAR 11/15/2038                                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $72866.99     | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                                                         | HEIDELBERGCEMENT FIN LUX 4.875% 11/21/2033 REGS                                                         | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121833.13    | 0.01%             | 2033-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 4.25% 03/15/2034 144A                                                         | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     780000 | PA      | $587604.49    | 0.05%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.467% 11/17/2028                                                        | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $60154.80     | 0.00%             | 2028-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KERING SA                                                                        | KERING SA 5% 11/23/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $128743.83    | 0.01%             | 2032-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.875% 11/29/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234100.76    | 0.02%             | 2030-11-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 4.45% 12/01/2054                                                                   | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     280000 | PA      | $192972.76    | 0.02%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIVA  PLC                                                                       | AVIVA PLC 6.875%/VAR 11/27/2053 REGS                                                                    | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $302208.50    | 0.02%             | 2053-11-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FD AGNY                                                            | NZ LOCAL GOVT FD AGNY 5.1% 11/28/2030                                                                   | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              | NUSS              | NZ        |      50000 | PA      | $34242.91     | 0.00%             | 2030-11-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG AUSTRALIA BRANCH                                                          | UBS AG AUSTRALIA BRH 5.808% 11/24/2028 REGS                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | AU        |      90000 | PA      | $62831.95     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 4.5% 10/02/2028                                                                           | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |     370000 | PA      | $489731.83    | 0.04%             | 2028-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3% 06/01/2034                                                                      | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3210000 | PA      | $2249196.08   | 0.18%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE NETH BV                                                     | TOYOTA MOTOR FINANCE NETH BV 3.125% 07/11/2029 REGS                                                     | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |     280000 | PA      | $320322.83    | 0.03%             | 2029-07-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.5%/VAR 01/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $348053.31    | 0.03%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.75% 01/09/2034 REGS                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $230980.44    | 0.02%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 4.506%/VAR 01/31/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     170000 | PA      | $201333.77    | 0.02%             | 2033-01-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.625% 10/09/2028                                                              | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     280000 | PA      | $368978.20    | 0.03%             | 2028-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 3.625% 01/12/2032 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     550000 | PA      | $691750.74    | 0.06%             | 2032-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3% 01/10/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341082.80    | 0.03%             | 2031-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 4% 04/11/2031 REGS                                                              | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     290000 | PA      | $337868.42    | 0.03%             | 2031-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 4.125% 01/11/2044 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $111281.77    | 0.01%             | 2044-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.625% 01/10/2034 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     420000 | PA      | $470627.19    | 0.04%             | 2034-01-10      | Fixed         | 0.03%                 | 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        |    4980000 | PA      | $5745835.00   | 0.46%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.875% 07/22/2027                                                                | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |     310000 | PA      | $407176.81    | 0.03%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     390000 | PA      | $437325.64    | 0.04%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 4.4% 01/15/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    1010000 | PA      | $686703.36    | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 2.625% 01/10/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115151.98    | 0.01%             | 2028-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 3.9% 01/12/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116271.78    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 2.75% 01/10/2034 REGS                                                                       | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     520000 | PA      | $584301.47    | 0.05%             | 2034-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.875% 02/15/2029                                                               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |     130000 | PA      | $169285.03    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 3.875% 01/15/2032 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116016.50    | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 4.75%/VAR 04/17/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $118048.11    | 0.01%             | 2035-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.5% 02/15/2031 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     330000 | PA      | $386404.34    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 2.75% 01/09/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     860000 | PA      | $981742.25    | 0.08%             | 2031-01-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1020000 | PA      | $1133821.48   | 0.09%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  301400000 | PA      | $1696229.66   | 0.14%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 2.75% 02/02/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |     330000 | PA      | $369035.89    | 0.03%             | 2034-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1110000 | PA      | $1278212.40   | 0.10%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     160000 | PA      | $178106.68    | 0.01%             | 2034-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  171100000 | PA      | $697801.02    | 0.06%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                                             | AGENCE FRANCE LOCALE 3.125% 03/20/2034 REGS                                                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $111054.40    | 0.01%             | 2034-03-20      | Fixed         | 0.03%                 | 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        |    3960000 | PA      | $4512431.56   | 0.36%             | 2029-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3% 01/23/2031 REGS                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $229633.81    | 0.02%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3.25% 01/23/2037 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     290000 | PA      | $318984.10    | 0.03%             | 2037-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5.25% 09/15/2038                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     410000 | PA      | $267759.58    | 0.02%             | 2038-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   46550000 | PA      | $283490.92    | 0.02%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 4.055% 01/24/2036 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $225258.00    | 0.02%             | 2036-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.3%/VAR 01/23/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $271484.71    | 0.02%             | 2031-01-23      | Variable      | 0.04%                 | 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        |     200000 | PA      | $194561.69    | 0.02%             | 2055-04-15      | 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        |    5340000 | PA      | $6151848.00   | 0.50%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 12/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  398750000 | PA      | $1890166.07   | 0.15%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     620000 | PA      | $705674.08    | 0.06%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     390000 | PA      | $429614.45    | 0.03%             | 2054-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 3.598% 02/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $698467.27    | 0.06%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 3.064% 02/01/2034 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $458097.41    | 0.04%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.1% 01/31/2034 REGS                                                               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     280000 | PA      | $318857.42    | 0.03%             | 2034-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS SFH                                                             | ARKEA HOME LOANS SFH 3.072% 02/07/2034 REGS                                                             | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112873.25    | 0.01%             | 2034-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC 3.375% 02/02/2034 REGS                                                               | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     100000 | PA      | $111615.83    | 0.01%             | 2034-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2680000 | PA      | $2579887.87   | 0.21%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.375% 06/15/2034 144A REGS                                                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     200000 | PA      | $226991.72    | 0.02%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN ANHALT                                                              | LAND SACHSEN ANHALT 3.15% 02/06/2054                                                                    | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $51851.95     | 0.00%             | 2054-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.15% 10/01/2039 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      50000 | PA      | $58230.57     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.625%/VAR 05/14/2034 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $117936.46    | 0.01%             | 2034-05-14      | Variable      | 0.05%                 | 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        |     230000 | PA      | $261490.84    | 0.02%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     190000 | PA      | $212053.77    | 0.02%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 3.5% 06/13/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232018.73    | 0.02%             | 2030-06-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 2.875% 02/13/2034 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |    1400000 | PA      | $1584281.54   | 0.13%             | 2034-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHE-TARD INC 3.647% 05/12/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |     130000 | PA      | $149696.77    | 0.01%             | 2031-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 4.125% 05/29/2028                                                                   | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     260000 | PA      | $304816.29    | 0.02%             | 2028-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 3.75% 02/14/2033 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $125030.79    | 0.01%             | 2033-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.25% 02/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     100000 | PA      | $116235.71    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE NETHERLANDS BV                                                  | UNILEVER FIN NETHERLANDS BV 3.5% 02/15/2037 REGS                                                        | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     390000 | PA      | $434660.86    | 0.04%             | 2037-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 3.875% 02/19/2034 REGS                                                                         | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115311.38    | 0.01%             | 2034-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 3.75% 02/28/2036                                                             | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     160000 | PA      | $179854.40    | 0.01%             | 2036-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 11/22/2028 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $576414.06    | 0.05%             | 2028-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.125% 05/22/2032 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $227309.09    | 0.02%             | 2032-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 3.75% 05/23/2034 REGS                                                | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113555.63    | 0.01%             | 2034-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                     | KLEPIERRE SA 3.875% 09/23/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114094.93    | 0.01%             | 2033-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     290000 | PA      | $158792.79    | 0.01%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $127124.58    | 0.01%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 4.196%/VAR 03/04/2032 REGS                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $140319.09    | 0.01%             | 2032-03-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK AS                                                              | AP MOLLER MAERSK AS 3.75% 03/05/2032 REGS                                                               | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |     120000 | PA      | $139070.15    | 0.01%             | 2032-03-05      | Fixed         | 0.04%                 | 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        |     510000 | PA      | $478074.47    | 0.04%             | 2055-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     180000 | PA      | $210818.03    | 0.02%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1280000 | PA      | $1501591.42   | 0.12%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 3.875% 03/06/2036 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114175.46    | 0.01%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.1% 03/04/2033                                                                    | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     840000 | PA      | $623378.91    | 0.05%             | 2033-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4.125%/VAR 03/08/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232090.55    | 0.02%             | 2033-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA 3.875% 03/11/2031 REGS                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114432.86    | 0.01%             | 2031-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KERING SA                                                                        | KERING SA 3.625% 03/11/2036 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219265.41    | 0.02%             | 2036-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 3.713% 03/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $115562.03    | 0.01%             | 2032-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 4% 03/13/2032 REGS                                                          | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     330000 | PA      | $389341.37    | 0.03%             | 2032-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 4.25% 03/19/2029                                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    1060000 | PA      | $717202.74    | 0.06%             | 2029-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.75% 02/20/2037 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    1910000 | PA      | $1221986.86   | 0.10%             | 2037-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CAP MKTS PLC                                                     | LAND SECURITIES CAP MKTS PLC 4.75% 09/18/2033 REGS                                                      | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $180824.12    | 0.01%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 3.75% 06/15/2029 REGS                                                        | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     260000 | PA      | $301635.93    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | SANTANDER UK PLC 3% 03/12/2029 REGS                                                                     | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     390000 | PA      | $450485.78    | 0.04%             | 2029-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 3.125% 05/25/2034 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $331962.61    | 0.03%             | 2034-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.25% 03/20/2036 REGS                                                               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     180000 | PA      | $199621.82    | 0.02%             | 2036-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 3% 03/20/2054 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     510000 | PA      | $518016.55    | 0.04%             | 2054-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 2.875% 03/25/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $342724.01    | 0.03%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 3.79%/VAR 03/21/2030                                                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     350000 | PA      | $407343.68    | 0.03%             | 2030-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 4.125% 03/25/2044 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     110000 | PA      | $124005.75    | 0.01%             | 2044-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 3.5% 03/26/2031 REGS                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $232881.73    | 0.02%             | 2031-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 3.95% 03/22/2044 REGS                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     130000 | PA      | $140117.10    | 0.01%             | 2044-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.5% 03/25/2036 REGS                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     150000 | PA      | $169454.68    | 0.01%             | 2036-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 3.625% 03/26/2034 REGS                                               | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     110000 | PA      | $124845.51    | 0.01%             | 2034-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 4.125% 04/04/2031 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     110000 | PA      | $128433.35    | 0.01%             | 2031-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.125% 06/22/2034 REGS                                                                | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $337162.87    | 0.03%             | 2034-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                   | NORTHUMBRIAN WATER FINANCE PLC 5.5% 10/02/2037 REGS                                                     | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122015.07    | 0.01%             | 2037-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 04/01/2029                                                                     | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     700000 | PA      | $563618.34    | 0.05%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.375% 04/08/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230003.55    | 0.02%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 5.754%/VAR 04/03/2034 REGS                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $275036.15    | 0.02%             | 2034-04-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.625% 04/08/2034 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113536.96    | 0.01%             | 2034-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4.125%/VAR 04/04/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $233662.31    | 0.02%             | 2030-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 4.9%/VAR 04/02/2027                                                        | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $603884.46    | 0.05%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 5.177%/VAR 04/09/2034 REGS                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $200940.48    | 0.02%             | 2034-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  190550000 | PA      | $1083564.57   | 0.09%             | 2034-03-20      | Fixed         | 0.01%                 | 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        |    1600000 | PA      | $1168793.96   | 0.09%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    1870000 | PA      | $1064094.59   | 0.09%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     160000 | PA      | $186368.79    | 0.02%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  182000000 | PA      | $1110302.13   | 0.09%             | 2029-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 3% 12/11/2032 REGS                                                        | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227589.50    | 0.02%             | 2032-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  163650000 | PA      | $813320.07    | 0.07%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.083%/VAR 04/26/2028                                                            | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1149487.84   | 0.09%             | 2028-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.875% 04/22/2029 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $467881.85    | 0.04%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                | SYDNEY ARPT FIN CO PTY LTD 5.9% 04/19/2034 REGS                                                         | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $108648.90    | 0.01%             | 2034-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 3% 04/26/2027 REGS                                                       | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $231787.38    | 0.02%             | 2027-04-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3520000 | PA      | $4039165.03   | 0.33%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                        | PROLOGIS EURO FINL LLC 4% 05/05/2034                                                                    | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     140000 | PA      | $160407.06    | 0.01%             | 2034-05-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 3.5% 04/30/2033 REGS                                                               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113638.86    | 0.01%             | 2033-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5.07%/VAR 04/29/2028                                                                      | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1142258.56   | 0.09%             | 2028-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.6% 12/02/2055                                                                    | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2250000 | PA      | $1596075.05   | 0.13%             | 2055-12-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV                                                   | LONZA FINANCE INTERNATIONAL NV 3.875% 04/24/2036 REGS                                                   | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $113434.36    | 0.01%             | 2036-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GROUPE DES ASSURANCES DU CREDIT MUTUEL SADIR                                     | GROUPE DES ASSURANCES DU CREDIT MUTUEL SADIR 3.75% 04/30/2029 REGS                                      | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $465730.43    | 0.04%             | 2029-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                               | CAISSE DES DEPOTS ET CONSIGNS 3% 05/25/2029 REGS                                                        | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $577264.02    | 0.05%             | 2029-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                                          | ROCHE FINANCE EUROPE BV 3.227% 05/03/2030 REGS                                                          | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     380000 | PA      | $440363.42    | 0.04%             | 2030-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                                          | ROCHE FINANCE EUROPE BV 3.564% 05/03/2044 REGS                                                          | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $139855.57    | 0.01%             | 2044-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 3.202% 05/06/2036 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $457241.51    | 0.04%             | 2036-05-06      | 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        |    2100000 | PA      | $2757777.47   | 0.22%             | 2029-07-22      | Fixed         | 0.04%                 | 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        |     680000 | PA      | $774934.31    | 0.06%             | 2029-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA 3.625% 05/07/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $224224.68    | 0.02%             | 2034-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 4% 07/10/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     170000 | PA      | $198224.76    | 0.02%             | 2030-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 4.95% 05/10/2027                                                            | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     530000 | PA      | $365106.67    | 0.03%             | 2027-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 3.25% 09/15/2027 REGS                                            | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |     410000 | PA      | $474110.96    | 0.04%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                                                     | AUSTRALIAN CAPITAL TERRITORY 5.25% 10/23/2036 REGS                                                      | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | CORP              | AU        |     110000 | PA      | $72572.59     | 0.01%             | 2036-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.45% 12/18/2055                                                          | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     650000 | PA      | $443351.30    | 0.04%             | 2055-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                            | INTACT FINL CORP 4.653%/VAR 05/16/2034                                                                  | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $191851.91    | 0.02%             | 2034-05-16      | Variable      | 0.05%                 | 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        |    1860000 | PA      | $2170390.88   | 0.17%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 05/20/2035 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     110000 | PA      | $128895.18    | 0.01%             | 2035-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.279%/VAR 05/15/2034                                                    | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $37300.75     | 0.00%             | 2034-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.2% 06/01/2032                                                                     | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     260000 | PA      | $298873.19    | 0.02%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                              | NOVO NORDISK FINANCE NETHERLANDS BV 3.375% 05/21/2034 REGS                                              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     240000 | PA      | $269884.69    | 0.02%             | 2034-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.755%/VAR 05/20/2029 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $244185.37    | 0.02%             | 2029-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 4.165% 11/21/2028                                                              | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     160000 | PA      | $185100.76    | 0.01%             | 2028-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 3% 05/21/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $341233.29    | 0.03%             | 2034-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.375% 10/05/2054 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     660000 | PA      | $674769.99    | 0.05%             | 2054-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 3.625% 01/24/2029 REGS                                                            | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $231747.37    | 0.02%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL BV                                                       | MSD NETHERLANDS CAPITAL BV 3.25% 05/30/2032                                                             | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $193644.31    | 0.02%             | 2032-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL BV                                                       | MSD NETHERLANDS CAPITAL BV 3.7% 05/30/2044                                                              | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105569.41    | 0.01%             | 2044-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 5.1264% 05/24/2027 REGS                                                    | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     820000 | PA      | $563829.76    | 0.05%             | 2027-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.15% 08/24/2034                                         | CUSIP: 07813ZCR3<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     590000 | PA      | $440289.42    | 0.04%             | 2034-08-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE BV 3.5% 08/29/2028 REGS                                                                | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |     680000 | PA      | $790940.35    | 0.06%             | 2028-08-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 03/20/2064                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  454450000 | PA      | $1978021.14   | 0.16%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 5.03% 02/28/2031                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $44853.35     | 0.00%             | 2031-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.625% 06/12/2054 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     270000 | PA      | $291475.86    | 0.02%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 3.2% 07/15/2039 REGS                                                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     190000 | PA      | $212203.55    | 0.02%             | 2039-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINNVERA OYJ                                                                     | FINNVERA OYJ 2.875% 08/30/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $230878.37    | 0.02%             | 2029-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                                               | GRENKE FINANCE PLC 5.75% 07/06/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400ILKD2MBMANBG03       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $121425.26    | 0.01%             | 2029-07-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 4.973%/VAR 05/31/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $153967.98    | 0.01%             | 2036-05-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 3.125% 06/03/2036 REGS                                                          | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111548.06    | 0.01%             | 2036-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                                                 | ICCREA BANCA SPA 3.5% 06/05/2034 REGS                                                                   | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     120000 | PA      | $139230.19    | 0.01%             | 2034-06-05      | 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        |    1460000 | PA      | $1707306.66   | 0.14%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.266%/VAR 06/04/2034                                                       | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     180000 | PA      | $209952.83    | 0.02%             | 2034-06-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE LP                                                      | COASTAL GASLINK PIPELINE LP 5.857% 03/30/2049                                                           | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $62596.22     | 0.01%             | 2049-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                          | BECTON DICKINSON and CO 3.828% 06/07/2032                                                               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     110000 | PA      | $126952.14    | 0.01%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                               | BECTON DICKINSON EURO FINANCE SARL 4.029% 06/07/2036                                                    | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     130000 | PA      | $148596.55    | 0.01%             | 2036-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH INDUSTRIAL NV 3.75% 06/11/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | DBT              | CORP              | NL        |     140000 | PA      | $160381.85    | 0.01%             | 2031-06-11      | Fixed         | 0.04%                 | 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        |     520000 | PA      | $343992.48    | 0.03%             | 2034-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3680000 | PA      | $4086605.76   | 0.33%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 4.25% 06/17/2035 REGS                                                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $150402.38    | 0.01%             | 2035-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    3250000 | PA      | $4139439.58   | 0.33%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                          | BARRY CALLEBAUT SVCS NV 4% 06/14/2029 REGS                                                              | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $116334.04    | 0.01%             | 2029-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    5780000 | PA      | $6737630.24   | 0.54%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                                               | JOHN DEERE BANK SA 3.3% 10/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: RUOKPID0PZ0UWJYU9J61       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $229889.80    | 0.02%             | 2029-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTL INC 4.625% 07/03/2031                                                                     | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     210000 | PA      | $155152.48    | 0.01%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 4.6% 10/17/2055                                                               | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     130000 | PA      | $89447.64     | 0.01%             | 2055-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   27100000 | PA      | $157143.47    | 0.01%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 3.807% 07/09/2029 REGS                                                     | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     190000 | PA      | $222421.97    | 0.02%             | 2029-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 3.75%/VAR 07/10/2030 REGS                                                          | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     190000 | PA      | $220884.30    | 0.02%             | 2030-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 06/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19550000 | PA      | $92110.17     | 0.01%             | 2054-06-20      | 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        |    1100000 | PA      | $1277080.06   | 0.10%             | 2031-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                            | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     220000 | PA      | $257188.91    | 0.02%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2240000 | PA      | $1593041.92   | 0.13%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.9% 06/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   66600000 | PA      | $346439.69    | 0.03%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 3.125% 09/17/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115567.66    | 0.01%             | 2029-09-17      | Fixed         | 0.03%                 | 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        |     800000 | PA      | $921813.39    | 0.07%             | 2029-10-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.75%/VAR 01/23/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $347863.05    | 0.03%             | 2031-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 6.124%/VAR 07/25/2039                                                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     160000 | PA      | $108683.13    | 0.01%             | 2039-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.25% 12/21/2035 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2890000 | PA      | $1889332.54   | 0.15%             | 2035-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC 3.278% 08/05/2033 REGS                                                          | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |     130000 | PA      | $147902.50    | 0.01%             | 2033-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 3.5%/VAR 11/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     210000 | PA      | $241850.21    | 0.02%             | 2030-11-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     970000 | PA      | $1133529.84   | 0.09%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25% 08/27/2031 REGS                                                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $113947.68    | 0.01%             | 2031-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.159%/VAR 08/28/2034 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $231428.56    | 0.02%             | 2034-08-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 2.625% 08/30/2027 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115262.48    | 0.01%             | 2027-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE SARL                                                       | REPSOL EUROPE FINANCE SARL 3.625% 09/05/2034 REGS                                                       | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113795.21    | 0.01%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.631% 09/03/2031 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     130000 | PA      | $149367.14    | 0.01%             | 2031-09-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3.5%/VAR 09/03/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $345753.72    | 0.03%             | 2030-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 3.533% 09/04/2036 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     130000 | PA      | $145063.81    | 0.01%             | 2036-09-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                               | DIAGEO FINANCE PLC 3.125% 02/28/2031 REGS                                                               | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $306410.86    | 0.02%             | 2031-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.776% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     840000 | PA      | $969492.77    | 0.08%             | 2027-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FIN GRP INC 3.556%/VAR 09/05/2032 REGS                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     220000 | PA      | $252044.02    | 0.02%             | 2032-09-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 2.907% 11/11/2030 REGS                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $332854.25    | 0.03%             | 2030-11-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.375% 01/31/2040 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     190000 | PA      | $230718.48    | 0.02%             | 2040-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 3.575%/VAR 09/12/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $274819.65    | 0.02%             | 2032-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 3.5% 09/11/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $459533.59    | 0.04%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $114771.10    | 0.01%             | 2032-09-19      | Variable      | 0.04%                 | 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        |     270000 | PA      | $302280.18    | 0.02%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.445%/VAR 09/25/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $229574.96    | 0.02%             | 2030-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.25%/VAR 04/02/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $345636.01    | 0.03%             | 2029-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 03/01/2030                                                                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $213413.48    | 0.02%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  598400000 | PA      | $3396177.41   | 0.27%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 3.732% 10/18/2035 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112500.35    | 0.01%             | 2035-10-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 4%/VAR 01/15/2035 REGS                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $114598.25    | 0.01%             | 2035-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.1% 09/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  106900000 | PA      | $489238.99    | 0.04%             | 2054-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.464%/VAR 10/17/2035                                                              | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $130884.62    | 0.01%             | 2035-10-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 4.442%/VAR 11/15/2035                                                               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $188448.13    | 0.02%             | 2035-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1190000 | PA      | $1365393.04   | 0.11%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  438650000 | PA      | $2234661.11   | 0.18%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.002%/VAR 10/31/2030                                                             | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $151985.59    | 0.01%             | 2030-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.423%/VAR 10/31/2035                                                             | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $72330.30     | 0.01%             | 2035-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                             | HEIMSTADEN BOSTAD AB 3.875% 11/05/2029 REGS                                                             | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |     140000 | PA      | $160051.09    | 0.01%             | 2029-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DSV PANALPINA FINANCE BV                                                         | DSV PANALPINA FINANCE BV 3.375% 11/06/2032 REGS                                                         | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $226242.05    | 0.02%             | 2032-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                                             | AGENCE FRANCE LOCALE 3% 08/20/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $224495.65    | 0.02%             | 2032-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 2.875%/VAR 05/05/2029 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     200000 | PA      | $229491.61    | 0.02%             | 2029-05-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 6.5% 11/08/2064 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122241.89    | 0.01%             | 2064-11-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 3.375% 11/11/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113777.78    | 0.01%             | 2031-11-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 01/31/2030                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5210000 | PA      | $5994421.44   | 0.48%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $137364.50    | 0.01%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                                                   | GSK CAPITAL BV 3.25% 11/19/2036 REGS                                                                    | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |     110000 | PA      | $120485.01    | 0.01%             | 2036-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 4% 03/19/2034 REGS                                                                        | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107139.90    | 0.01%             | 2034-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.375% 11/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $399215.87    | 0.03%             | 2028-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                              | EQUINIX EUROPE 2 FINANCING CORP LLC 3.25% 03/15/2031                                                    | CUSIP: 29390XAC8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     210000 | PA      | $235427.55    | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.247% 11/25/2029 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     470000 | PA      | $538613.34    | 0.04%             | 2029-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA 3.5%/VAR 05/27/2031 REGS                                                           | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $228983.05    | 0.02%             | 2031-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                                             | WOOLWORTHS GROUP LTD 5.91% 11/29/2034 REGS                                                              | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $101868.70    | 0.01%             | 2034-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.85% 06/01/2035                                                               | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     490000 | PA      | $350372.37    | 0.03%             | 2035-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | JOHNSON CONTROLS/TYCO FI 3.125% 12/11/2033                                                              | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $110053.78    | 0.01%             | 2033-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA 3.25%/VAR 03/12/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     260000 | PA      | $295538.36    | 0.02%             | 2030-03-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                                                   | LOBLAW COS LTD 3.564% 12/12/2029                                                                        | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $143066.84    | 0.01%             | 2029-12-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.5%/VAR 07/31/2032 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $660173.46    | 0.05%             | 2032-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO CIE CREDIT FORD DU CANADA                                  | FORD CREDIT CANADA CO CIE CREDIT FORD DU CANADA 4.222% 01/10/2028                                       | CUSIP: 34527ADB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     300000 | PA      | $215665.67    | 0.02%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 5.746%/VAR 07/31/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $172425.48    | 0.01%             | 2032-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 5.532%/VAR 01/13/2033 REGS                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132027.82    | 0.01%             | 2033-01-13      | Variable      | 0.06%                 | 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        |    8390000 | PA      | $11088622.95  | 0.89%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 12/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  163750000 | PA      | $948628.41    | 0.08%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 6.3175%/VAR 11/15/2035 REGS                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $269598.74    | 0.02%             | 2035-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2530000 | PA      | $2837128.40   | 0.23%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.375% 04/11/2028 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    2010000 | PA      | $2308161.25   | 0.19%             | 2028-04-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.1% 04/30/2046 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     860000 | PA      | $956357.16    | 0.08%             | 2046-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 4.45% 01/16/2030                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     690000 | PA      | $467681.96    | 0.04%             | 2030-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 06/01/2035                                                                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    6470000 | PA      | $4585137.52   | 0.37%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6070000 | PA      | $6950592.20   | 0.56%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.3% 12/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   64800000 | PA      | $311181.98    | 0.03%             | 2054-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS                                               | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     890000 | PA      | $1000472.60   | 0.08%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.95% 07/16/2032 REGS                                                     | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     360000 | PA      | $242358.72    | 0.02%             | 2032-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.4% 05/31/2028                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $57444.07     | 0.00%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4%/VAR 01/20/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114619.67    | 0.01%             | 2034-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 3% 04/20/2032 REGS                                                          | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $344310.01    | 0.03%             | 2032-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.5%/VAR 01/23/2033 REGS                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     180000 | PA      | $204358.59    | 0.02%             | 2033-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 3.15% 10/18/2055 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     120000 | PA      | $125351.23    | 0.01%             | 2055-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2% 12/20/2044                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  184950000 | PA      | $970505.79    | 0.08%             | 2044-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 3.588%/VAR 01/23/2036 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     380000 | PA      | $424674.98    | 0.03%             | 2036-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.625%/VAR 01/27/2031 REGS                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $533164.60    | 0.04%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     530000 | PA      | $602553.83    | 0.05%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 3.004% 01/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228425.89    | 0.02%             | 2032-01-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 3.75%/VAR 01/27/2036 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112484.34    | 0.01%             | 2036-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.875% 01/28/2030 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     130000 | PA      | $148618.15    | 0.01%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.5% 12/01/2057                                                                    | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     570000 | PA      | $380937.62    | 0.03%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                           | DNB NAERINGSKREDITT AS 2.625% 01/28/2030 REGS                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |     460000 | PA      | $525052.33    | 0.04%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.55% 02/25/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2000000 | PA      | $2309628.53   | 0.19%             | 2027-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 03/11/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      10000 | PA      | $11522.84     | 0.00%             | 2027-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 4.2% 02/15/2033                                                                             | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     250000 | PA      | $178468.90    | 0.01%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1620000 | PA      | $1832425.37   | 0.15%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 3% 08/05/2031 REGS                                                                       | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     280000 | PA      | $320294.56    | 0.03%             | 2031-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3% 02/10/2032 REGS                                                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $169540.08    | 0.01%             | 2032-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 02/01/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  392600000 | PA      | $2466228.49   | 0.20%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 3.15% 02/11/2032                                                                       | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     350000 | PA      | $393271.76    | 0.03%             | 2032-02-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.375%/VAR 02/13/2031 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $226943.75    | 0.02%             | 2031-02-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    5300000 | PA      | $523923.68    | 0.04%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.25% 03/21/2036 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1730000 | PA      | $1128991.21   | 0.09%             | 2036-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2035                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    4640000 | PA      | $680467.53    | 0.05%             | 2035-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 3.25%/VAR 02/12/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     250000 | PA      | $276539.95    | 0.02%             | 2034-02-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1430000 | PA      | $1603308.27   | 0.13%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   13690000 | PA      | $17649391.56  | 1.42%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 3.125% 02/17/2032 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     160000 | PA      | $180382.21    | 0.01%             | 2032-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.75% 05/25/2056 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     150000 | PA      | $152967.70    | 0.01%             | 2056-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 4%/VAR 02/25/2037 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $113722.80    | 0.01%             | 2037-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 3.875%/VAR 02/26/2036 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112324.88    | 0.01%             | 2036-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                          | CARLSBERG BREWERIES A/S 3.5% 02/28/2035 REGS                                                            | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |     160000 | PA      | $178500.63    | 0.01%             | 2035-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.6% 02/26/2045                                                                     | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     160000 | PA      | $171699.96    | 0.01%             | 2045-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.35% 02/26/2037                                                                    | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     110000 | PA      | $122348.26    | 0.01%             | 2037-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                               | AMERICAN MEDICAL SYSTEMS EUROPE BV 3.25% 03/08/2034                                                     | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $188784.24    | 0.02%             | 2034-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 4.5% 05/20/2030 REGS                                                                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |     860000 | PA      | $581365.25    | 0.05%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 3.41% 02/25/2030 REGS                                                             | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     300000 | PA      | $336170.32    | 0.03%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 3% 03/03/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     320000 | PA      | $363134.74    | 0.03%             | 2030-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                            | TOTAL CAP INTL 3.852% 03/03/2045 REGS                                                                   | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $316502.27    | 0.03%             | 2045-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    2800000 | PA      | $293824.61    | 0.02%             | 2030-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.5% 01/31/2041 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     210000 | PA      | $234233.00    | 0.02%             | 2041-01-31      | 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        |     140000 | PA      | $113223.92    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.7% 06/02/2035                                                                   | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     690000 | PA      | $487240.89    | 0.04%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 07/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4590000 | PA      | $5258101.79   | 0.42%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV 3.625% 03/10/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $134966.62    | 0.01%             | 2031-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 3.485%/VAR 03/10/2034 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     160000 | PA      | $180788.74    | 0.01%             | 2034-03-10      | Variable      | 0.03%                 | 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        |    1720000 | PA      | $1903157.97   | 0.15%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                                              | NESTLE CAPITAL CORP 4.55% 03/13/2030 REGS                                                               | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1168159.11   | 0.09%             | 2030-03-13      | Fixed         | 0.05%                 | 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        |    2900000 | PA      | $3017135.37   | 0.24%             | 2056-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 3.5% 03/18/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $148544.51    | 0.01%             | 2032-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                                              | AIR LIQUIDE FINANCE 3.5% 03/21/2035 REGS                                                                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113625.60    | 0.01%             | 2035-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 06/15/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6030000 | PA      | $6941303.60   | 0.56%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 3.25% 09/24/2029 REGS                                                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     230000 | PA      | $264302.94    | 0.02%             | 2029-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                      | AMERICAN HONDA FINANCE CORP 3.95% 03/19/2032                                                            | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $171823.48    | 0.01%             | 2032-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUBORDINATED FINANCE PLC                                                | SWISS RE SUBORDINATED FINANCE PLC 3.89%/VAR 03/26/2033 REGS                                             | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113786.57    | 0.01%             | 2033-03-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 2.75% 03/25/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     490000 | PA      | $561046.68    | 0.05%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.95% 09/08/2030                                                                   | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1620000 | PA      | $1150618.07   | 0.09%             | 2030-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.8% 06/02/2035                                                                   | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     570000 | PA      | $407502.51    | 0.03%             | 2035-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 3% 07/09/2032 REGS                                                        | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $799565.11    | 0.06%             | 2032-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  138300000 | PA      | $811307.12    | 0.07%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG HOLSTEIN                                                          | LAND SCHLESWIG HOLSTEIN 2.875% 04/10/2035 REGS                                                          | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     230000 | PA      | $258343.19    | 0.02%             | 2035-04-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 2.625% 07/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $113855.14    | 0.01%             | 2030-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   62950000 | PA      | $309030.13    | 0.02%             | 2055-03-20      | Fixed         | 0.02%                 | 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        |    8810000 | PA      | $6251789.68   | 0.50%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 3% 04/25/2033 REGS                                                              | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113302.51    | 0.01%             | 2033-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  107500000 | PA      | $599884.43    | 0.05%             | 2045-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NV NEDERLANDSE GASUNIE                                                           | NV NEDERLANDSE GASUNIE 3.5% 04/23/2035 REGS                                                             | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |     140000 | PA      | $158213.87    | 0.01%             | 2035-04-23      | Fixed         | 0.04%                 | 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        |    5580000 | PA      | $6345017.26   | 0.51%             | 2031-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.25% 07/15/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    5450000 | PA      | $6247979.57   | 0.50%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.113%/VAR 04/29/2036                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     110000 | PA      | $126445.64    | 0.01%             | 2036-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 06/10/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2480000 | PA      | $2837451.09   | 0.23%             | 2027-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 3.307% 05/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113181.60    | 0.01%             | 2032-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 2.75% 05/02/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     260000 | PA      | $294184.38    | 0.02%             | 2030-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                                                     | ALLIANDER NV 3% 05/06/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |     230000 | PA      | $253938.50    | 0.02%             | 2033-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 3.375% 05/06/2037                                                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     340000 | PA      | $374384.31    | 0.03%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     520000 | PA      | $588129.24    | 0.05%             | 2035-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 2.375% 05/08/2030 REGS                                                    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     630000 | PA      | $711112.79    | 0.06%             | 2030-05-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.6% 10/01/2035 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1730000 | PA      | $1961627.68   | 0.16%             | 2035-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.5% 05/09/2046                                                                    | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     110000 | PA      | $120466.24    | 0.01%             | 2046-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.911%/VAR 05/13/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $148751.35    | 0.01%             | 2034-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.313%/VAR 05/13/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $263532.60    | 0.02%             | 2030-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3.5% 05/16/2035 REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112856.67    | 0.01%             | 2035-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 3.125% 06/22/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     500000 | PA      | $566264.00    | 0.05%             | 2032-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT AS                                                      | SPAREBANK 1 BOLIGKREDITT AS 2.375% 02/13/2030 REGS                                                      | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     380000 | PA      | $429599.26    | 0.03%             | 2030-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 3.625%/VAR 05/19/2032 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     170000 | PA      | $195841.19    | 0.02%             | 2032-05-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.25%/VAR 10/16/2031 REGS                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     140000 | PA      | $183904.65    | 0.01%             | 2031-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 4.75% 10/24/2035 REGS                                                      | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     530000 | PA      | $347349.59    | 0.03%             | 2035-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 3.5% 05/22/2032 REGS                                                              | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112692.60    | 0.01%             | 2032-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                                               | JUNTA DE ANDALUCIA 3.25% 10/31/2033 REGS                                                                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     160000 | PA      | $183199.82    | 0.01%             | 2033-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 3.6% 09/15/2035                                                               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    1560000 | PA      | $1114316.15   | 0.09%             | 2035-09-15      | Fixed         | 0.04%                 | 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        |    4900000 | PA      | $3510880.12   | 0.28%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                      | PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032                                            | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $250604.37    | 0.02%             | 2032-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.75% 11/20/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $229604.09    | 0.02%             | 2034-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     550000 | PA      | $619777.73    | 0.05%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.6% 10/22/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     640000 | PA      | $728169.08    | 0.06%             | 2030-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | KONINKLIJKE PHILIPS NV 3.25% 05/23/2030 REGS                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $251369.59    | 0.02%             | 2030-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 5.375% 01/31/2056 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     240000 | PA      | $310911.87    | 0.03%             | 2056-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.125% 05/27/2033 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $226299.31    | 0.02%             | 2033-05-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 4% 05/27/2045 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111092.43    | 0.01%             | 2045-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 2.5% 05/28/2030 REGS                                                      | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |     480000 | PA      | $545764.84    | 0.04%             | 2030-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                   | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113866.07    | 0.01%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE LLC                                                         | ROBERT BOSCH FINANCE LLC 2.75% 05/28/2028 REGS                                                          | CUSIP: N/A<br>LEI: 549300VQST07EL5DYC58       | Long             | DBT              | CORP              | US        |     500000 | PA      | $570293.72    | 0.05%             | 2028-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                                                   | VILLE DE PARIS 3.75% 05/25/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $109781.32    | 0.01%             | 2040-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 3.5% 05/29/2040 REGS                                                      | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     340000 | PA      | $380075.94    | 0.03%             | 2040-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP INC 3.573% 05/28/2032 REGS                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     120000 | PA      | $137199.75    | 0.01%             | 2032-05-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.189%/VAR 05/28/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     370000 | PA      | $249667.84    | 0.02%             | 2031-05-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 5.815%/VAR 06/04/2040 REGS                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      90000 | PA      | $59619.12     | 0.00%             | 2040-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 01/03/2035 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112447.84    | 0.01%             | 2035-01-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.45% 12/02/2056                                                                   | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     240000 | PA      | $166154.55    | 0.01%             | 2056-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.55%/VAR 06/03/2035                                                                      | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     220000 | PA      | $159249.90    | 0.01%             | 2035-06-03      | Variable      | 0.05%                 | 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        | 1341550000 | PA      | $7357200.35   | 0.59%             | 2065-03-20      | Fixed         | 0.03%                 | 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        |    4240000 | PA      | $4806385.54   | 0.39%             | 2035-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.875% 06/06/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $133767.71    | 0.01%             | 2031-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 3.125%/VAR 06/06/2030 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $227569.53    | 0.02%             | 2030-06-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTAL HOME LOAN SFH                                                   | LA BANQUE POSTAL HOME LOAN SFH 2.75% 06/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $450394.32    | 0.04%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA 2.875% 06/12/2029 REGS                                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227100.21    | 0.02%             | 2029-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 5.252%/VAR 09/12/2035 REGS                                                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     180000 | PA      | $120305.06    | 0.01%             | 2035-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 2.625% 08/05/2030 REGS                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     210000 | PA      | $237905.37    | 0.02%             | 2030-08-05      | Fixed         | 0.03%                 | 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        |    6850000 | PA      | $700477.56    | 0.06%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.7% 10/01/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1300000 | PA      | $1470576.89   | 0.12%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112790.73    | 0.01%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                     | NEXTERA ENERGY CAP HLDGS INC 4.67% 06/12/2035                                                           | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72144.35     | 0.01%             | 2035-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 2.516% 06/18/2029 REGS                                                              | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     270000 | PA      | $307721.32    | 0.02%             | 2029-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 2.125% 11/17/2028 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |    2440000 | PA      | $2776726.69   | 0.22%             | 2028-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    2410000 | PA      | $2706813.32   | 0.22%             | 2035-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 2.75% 06/19/2035 REGS                                                             | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |     190000 | PA      | $211433.83    | 0.02%             | 2035-06-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.95% 06/03/2035                                                          | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $151124.22    | 0.01%             | 2035-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.25% 06/26/2035 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $226516.55    | 0.02%             | 2035-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                                              | GATWICK FUNDING LTD 3.875% 06/24/2035 REGS                                                              | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     120000 | PA      | $134604.30    | 0.01%             | 2035-06-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 4.5% 05/24/2033 REGS                                                     | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     720000 | PA      | $474061.87    | 0.04%             | 2033-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 3.375% 06/26/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $111443.67    | 0.01%             | 2035-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     320000 | PA      | $362681.96    | 0.03%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 3.25% 07/01/2032 REGS                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     110000 | PA      | $123909.02    | 0.01%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.125%/VAR 06/30/2037 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113408.47    | 0.01%             | 2037-06-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 3.125% 07/01/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $560718.38    | 0.05%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                                         | JOHN DEERE FINANCIAL LTD 4.45% 06/21/2030                                                               | CUSIP: N/A<br>LEI: C4WFU2AMZQ28CSQ23X49       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $191439.81    | 0.02%             | 2030-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                 | VODAFONE GROUP PLC 6.375% 07/03/2050 REGS                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $139721.06    | 0.01%             | 2050-07-03      | Fixed         | 0.06%                 | 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        |   11900000 | PA      | $13332070.12  | 1.07%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 06/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1986450000 | PA      | $11713989.48  | 0.94%             | 2035-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2035                                                                   | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3440000 | PA      | $2429353.17   | 0.20%             | 2035-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 2.625% 07/08/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     830000 | PA      | $938929.95    | 0.08%             | 2032-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE CANADA INC                                                 | MERCEDES-BENZ FINANCE CANADA INC 4.7% 10/10/2030 REGS                                                   | CUSIP: N/A<br>LEI: 549300G6QKWRPOX3M965       | Long             | DBT              | CORP              | CA        |     200000 | PA      | $259267.59    | 0.02%             | 2030-10-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 5.25% 07/14/2031 REGS                                                            | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $778123.56    | 0.06%             | 2031-07-14      | Fixed         | 0.05%                 | 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        |   17300000 | PA      | $19598143.61  | 1.58%             | 2030-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                         | MASSMUTUAL GLOBAL FDG II 4.127% 07/15/2032 REGS                                                         | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     220000 | PA      | $157994.82    | 0.01%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.875% 07/14/2033 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     500000 | PA      | $564368.69    | 0.05%             | 2033-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $240540.54    | 0.02%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 4.091% 07/16/2037 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     180000 | PA      | $206719.36    | 0.02%             | 2037-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.5% 06/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1681250000 | PA      | $9503315.86   | 0.77%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST 4.858% 07/22/2033 REGS                                                          | CUSIP: 36267YAB3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $120688.88    | 0.01%             | 2033-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3% 07/23/2035                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     660000 | PA      | $747690.21    | 0.06%             | 2035-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 5.774%/VAR 07/30/2040 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $65919.20     | 0.01%             | 2040-07-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.25% 10/21/2036 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     440000 | PA      | $285897.60    | 0.02%             | 2036-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GECINA SA                                                                        | GECINA SA 3.375% 08/04/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108674.58    | 0.01%             | 2035-08-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 4.9% 08/06/2039                                                                    | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      90000 | PA      | $65052.97     | 0.01%             | 2039-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134513.40    | 0.01%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 4.6% 06/18/2057                                                           | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $48956.62     | 0.00%             | 2057-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 3.125% 08/18/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $134530.28    | 0.01%             | 2032-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA CR CDA INC                                                                | TOYOTA CR CDA INC 3.65% 08/19/2030                                                                      | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $242576.47    | 0.02%             | 2030-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3.875%/VAR 08/20/2037 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112409.12    | 0.01%             | 2037-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 4.107% 08/21/2032                                                                        | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     370000 | PA      | $265867.51    | 0.02%             | 2032-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUXEMBOURG SA                                                     | TRATON FINANCE LUXEMBOURG SA 2.875% 08/26/2028 REGS                                                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $453170.64    | 0.04%             | 2028-08-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                         | NORDEA MORTGAGE BANK PLC 3% 08/28/2035 REGS                                                             | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     900000 | PA      | $1013163.95   | 0.08%             | 2035-08-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 4.123% 08/25/2032                                                        | CUSIP: 31430XFZ0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $136955.43    | 0.01%             | 2032-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.625% 04/15/2032 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     370000 | PA      | $419580.37    | 0.03%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 3.25% 08/27/2035 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     340000 | PA      | $387654.01    | 0.03%             | 2035-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 4.768%/VAR 08/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $178892.78    | 0.01%             | 2031-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 3.727% 09/02/2037 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     120000 | PA      | $135099.89    | 0.01%             | 2037-09-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                         | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 11/02/2033 REGS                                         | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111877.50    | 0.01%             | 2033-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 2.75% 09/03/2032 REGS                                                     | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1259428.21   | 0.10%             | 2032-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 2.5% 09/02/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $452562.12    | 0.04%             | 2030-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3.624% 09/02/2037 REGS                                                                | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112337.58    | 0.01%             | 2037-09-02      | 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        |    1010000 | PA      | $1152703.77   | 0.09%             | 2032-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 11/15/2032 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     340000 | PA      | $385672.07    | 0.03%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 3.5% 09/03/2035 REGS                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $336093.01    | 0.03%             | 2035-09-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                                         | BHP BILLITON FINANCE LTD 3.18% 09/04/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     200000 | PA      | $226376.43    | 0.02%             | 2031-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 3.632%/VAR 09/03/2034 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $123960.86    | 0.01%             | 2034-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                     | CARREFOUR SA 2.875% 12/08/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $342582.01    | 0.03%             | 2028-12-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                        | ARKEMA 3.5% 09/09/2033 REGS                                                                             | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110919.19    | 0.01%             | 2033-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW CDA INC                                                                      | BMW CDA INC 3.7% 09/05/2029                                                                             | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $257941.77    | 0.02%             | 2029-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK GMBH                                                                 | LLOYDS BANK GMBH 2.875% 09/09/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $340391.92    | 0.03%             | 2032-09-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.637%/VAR 09/09/2032 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $263324.33    | 0.02%             | 2032-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.25% 11/15/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     980000 | PA      | $1115612.80   | 0.09%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.973% 09/09/2032 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     310000 | PA      | $353317.41    | 0.03%             | 2032-09-09      | Fixed         | 0.03%                 | 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        |    7440000 | PA      | $8497666.29   | 0.68%             | 2035-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BOBL FUTURE JUN26 OEM6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         19 | NC      | $-36454.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 4% 10/12/2055 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    1870000 | PA      | $2128415.35   | 0.17%             | 2055-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  725150000 | PA      | $4456656.49   | 0.36%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC 5.15%/VAR 12/17/2055                                                                       | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     570000 | PA      | $404989.73    | 0.03%             | 2055-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | MEDTRONIC INC 4.2% 10/15/2045                                                                           | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110644.71    | 0.01%             | 2045-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 3.2%/VAR 09/22/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     330000 | PA      | $372216.68    | 0.03%             | 2031-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.25% 09/24/2035 REGS                                                             | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $170379.68    | 0.01%             | 2035-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 3.625% 09/29/2040 REGS                                                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     120000 | PA      | $136094.26    | 0.01%             | 2040-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.5% 01/15/2056 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     610000 | PA      | $709046.47    | 0.06%             | 2056-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 3.625%/VAR 10/01/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112600.48    | 0.01%             | 2033-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV 3.872% 10/03/2037 REGS                                                                      | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $247792.42    | 0.02%             | 2037-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.85% 02/01/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     860000 | PA      | $975899.81    | 0.08%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE JUN26 G M6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          7 | NC      | $-42800.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                           | NYKREDIT REALKREDIT AS 3.5% 01/12/2033 REGS                                                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     120000 | PA      | $134701.81    | 0.01%             | 2033-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1% 10/01/2027                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  172950000 | PA      | $1085608.51   | 0.09%             | 2027-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 03/01/2031                                                                   | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     460000 | PA      | $325550.34    | 0.03%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.7% 09/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  786650000 | PA      | $4703387.41   | 0.38%             | 2035-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3% 01/31/2033                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1530000 | PA      | $1748803.38   | 0.14%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                                      | GLENCORE FINANCE CANADA LTD 4.045% 10/10/2032                                                           | CUSIP: 37828KAA5<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $106195.82    | 0.01%             | 2032-10-10      | Fixed         | 0.04%                 | 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        |   24000000 | PA      | $139577.13    | 0.01%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 09/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  220300000 | PA      | $1361672.01   | 0.11%             | 2030-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 5.461% 10/21/2035 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     260000 | PA      | $169994.28    | 0.01%             | 2035-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2% 12/16/2027 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    5040000 | PA      | $5769402.06   | 0.46%             | 2027-12-16      | Fixed         | 0.02%                 | 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        |  627050000 | PA      | $3648153.89   | 0.29%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 2.928%/VAR 10/22/2030                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     250000 | PA      | $283011.57    | 0.02%             | 2030-10-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 03/07/2031 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1880000 | PA      | $2450640.27   | 0.20%             | 2031-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 3.625% 10/28/2050 REGS                                                    | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |      60000 | PA      | $67483.63     | 0.01%             | 2050-10-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA 3.25% 02/04/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110673.69    | 0.01%             | 2033-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 4.375% 11/06/2064                                                                          | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     190000 | PA      | $207255.12    | 0.02%             | 2064-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                                              | AIR LIQUIDE FINANCE 3.5% 11/05/2037 REGS                                                                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110319.55    | 0.01%             | 2037-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 02/01/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $1339639.36   | 0.11%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 3.749%/VAR 11/07/2036                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     240000 | PA      | $267537.43    | 0.02%             | 2036-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 5.375% 11/10/2033 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     120000 | PA      | $152266.88    | 0.01%             | 2033-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                     | NEXTERA ENERGY CAP HLDGS INC 4.496%/VAR 05/15/2056                                                      | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     120000 | PA      | $133358.45    | 0.01%             | 2056-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                                  | BMS IRELAND CAPITAL FUNDING DAC 4.581% 11/10/2055                                                       | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     150000 | PA      | $168770.79    | 0.01%             | 2055-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 3.75%/VAR 05/14/2036 REGS                                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112815.47    | 0.01%             | 2036-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 4.125% 11/13/2045 REGS                                                                           | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $218691.43    | 0.02%             | 2045-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 3.5% 11/13/2034 REGS                                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111944.06    | 0.01%             | 2034-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 4.5% 11/12/2040 REGS                                                                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $110515.88    | 0.01%             | 2040-11-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                                                | ENEXIS HOLDING NV 3.375% 11/13/2035 REGS                                                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111492.00    | 0.01%             | 2035-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.875%/VAR 09/17/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $514968.74    | 0.04%             | 2032-09-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.1454%/VAR 08/18/2036 REGS                                            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     140000 | PA      | $180467.55    | 0.01%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO LLC                                                           | DIGITAL EURO FINCO LLC 4.25% 11/20/2037 REGS                                                            | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |     120000 | PA      | $131890.84    | 0.01%             | 2037-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                              | NOVO NORDISK FINANCE NETHERLANDS BV 4% 11/20/2045 REGS                                                  | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $142145.29    | 0.01%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                                       | L'OREAL SA 3.375% 01/19/2036 REGS                                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112715.48    | 0.01%             | 2036-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 3.875%/VAR 11/20/2035 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113346.19    | 0.01%             | 2035-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.75% 11/25/2037 REGS                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      70000 | PA      | $79464.16     | 0.01%             | 2037-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 3.375%/VAR 11/24/2033 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $112150.31    | 0.01%             | 2033-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX CANADA FINANCING LTD                                                     | EQUINIX CANADA FINANCING LTD 4% 11/15/2032                                                              | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $147006.04    | 0.01%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                                            | MAGNUM ICC FINANCE BV 4% 11/26/2037 REGS                                                                | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111039.83    | 0.01%             | 2037-11-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.608%/VAR 12/01/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     170000 | PA      | $192562.51    | 0.02%             | 2033-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 3.375%/VAR 12/02/2033 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $111999.32    | 0.01%             | 2033-12-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                                                 | WPP FINANCE 2013 3.625% 06/09/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $121510.22    | 0.01%             | 2031-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II INC                                                        | BROOKFIELD FINANCE II INC 5.399% 12/11/2055                                                             | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $42897.13     | 0.00%             | 2055-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.1% 12/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  546000000 | PA      | $3370904.06   | 0.27%             | 2035-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.9% 02/15/2036 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    7060000 | PA      | $8125325.55   | 0.65%             | 2036-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.15% 03/15/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     520000 | PA      | $586422.20    | 0.05%             | 2033-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.4% 06/22/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     460000 | PA      | $522899.24    | 0.04%             | 2036-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 3.4% 12/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  182000000 | PA      | $1101441.83   | 0.09%             | 2055-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.25% 06/13/2036 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     610000 | PA      | $696677.35    | 0.06%             | 2036-06-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.4% 03/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1430000 | PA      | $1625427.90   | 0.13%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 3.1% 06/18/2036 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     350000 | PA      | $399298.08    | 0.03%             | 2036-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.375% 06/16/2036 144A REGS                                                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     240000 | PA      | $266261.68    | 0.02%             | 2036-06-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 04/16/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    6200000 | PA      | $7112683.49   | 0.57%             | 2031-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  184800000 | PA      | $1155175.43   | 0.09%             | 2030-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4.1% 05/25/2046 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1060000 | PA      | $1199705.34   | 0.10%             | 2046-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 3.2% 12/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  198350000 | PA      | $1240887.04   | 0.10%             | 2045-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.3% 04/30/2036 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1000000 | PA      | $1135673.40   | 0.09%             | 2036-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 3.2% 02/20/2036 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     170000 | PA      | $194685.19    | 0.02%             | 2036-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 3.4% 05/15/2047 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1640000 | PA      | $1895852.78   | 0.15%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer