# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0001752724-25-198585
**Filing Date:** 2025-8
**Character Count:** 280116
**Document Hash:** 57cc1b50ef0163a6199eec4d6582f757
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198585.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198585

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 251243397

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST/
- **DATE OF NAME CHANGE:** 19940526

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14379314125.73

**Total Liabilities:** $331663739.45

**Net Assets:** $14047650386.28

**Cash Not Reported:** $1899486.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8979.98565438 | **1-Year:** 438451.39565173 | **5-Year:** 1703557.48363104 | **10-Year:** 2991851.77900120 | **30-Year:** 1985098.51872534

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

- **3-Month:** 3403.44582778 | **1-Year:** 249216.37457780 | **5-Year:** 855622.70498552 | **10-Year:** 2011780.50967434 | **30-Year:** 1382503.08118270

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229122 | 1.65%                | -0.23%               | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-42344475.47            | $167012684.23                              |
| Month 2  | $-62233575.63            | $-18820803.27                              |
| Month 3  | $-9733835.55             | $-19750936.42                              |

**Designated Index Information**

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

- **Index Identifier:** 75418742

### Schedule of Portfolio Investments

| Name                                                  | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 2% 04/22/2027 144A REGS                  | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     6400000 | PA      | $7540186.47    | 0.05%             | 2027-04-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 11/01/2026                         | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    97800000 | PA      | $72429692.48   | 0.52%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     6886000 | PA      | $7929409.57    | 0.06%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                 | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   142533000 | PA      | $12767898.95   | 0.09%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    51300000 | PA      | $63971052.26   | 0.46%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 06/12/2028 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    13930000 | PA      | $15801059.89   | 0.11%             | 2028-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: CAD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $19646.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                     | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |    97000000 | PA      | $9102298.15    | 0.06%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4600000 | PA      | $5413920.85    | 0.04%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    11000000 | PA      | $12021943.24   | 0.09%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     2400000 | PA      | $1025449.76    | 0.01%             | 2071-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    16203000 | PA      | $9024891.86    | 0.06%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    41700000 | PA      | $29771218.96   | 0.21%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2071 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    19072000 | PA      | $10524030.69   | 0.07%             | 2071-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6600000 | PA      | $7889988.26    | 0.06%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2033                         | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    33700000 | PA      | $24877232.35   | 0.18%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.13% 07/16/2030                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |     4750000 | PA      | $599069.80     | 0.00%             | 2030-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 4.85% 03/15/2026 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    17828000 | PA      | $21431632.65   | 0.15%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.1% 04/01/2027 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27790000 | PA      | $32237327.55   | 0.23%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 3.25% 01/17/2034 REGS                     | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     2200000 | PA      | $2596828.46    | 0.02%             | 2034-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    15970000 | PA      | $18077446.37   | 0.13%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: JPY/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $17109032.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2038 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    28830000 | PA      | $23429074.02   | 0.17%             | 2038-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 06/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2660000000 | PA      | $13410367.70   | 0.10%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    39100000 | PA      | $44911004.52   | 0.32%             | 2034-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    15931000 | PA      | $22962469.34   | 0.16%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2060                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   335100000 | PA      | $1109189.03    | 0.01%             | 2060-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: GBP/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $46301.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1% 11/12/2026 REGS                          | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   276075000 | PA      | $28897575.55   | 0.21%             | 2026-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0% 02/09/2026 REGS                         | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     5219000 | PA      | $6052123.97    | 0.04%             | 2026-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9900000 | PA      | $13243277.05   | 0.09%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    54457000 | PA      | $43915860.65   | 0.31%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 2.25% 02/15/2047 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     1380000 | PA      | $1217869.66    | 0.01%             | 2047-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/GBP settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-455099.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 06/20/2031                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1077900000 | PA      | $7075269.58    | 0.05%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.25% 06/29/2027                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    66600000 | PA      | $8383225.48    | 0.06%             | 2027-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24600000 | PA      | $28595042.23   | 0.20%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3% 06/22/2033 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    19500000 | PA      | $23149696.47   | 0.16%             | 2033-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 06/01/2033                         | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    15500000 | PA      | $11066607.31   | 0.08%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: CAD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $48907.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    46100000 | PA      | $53351228.75   | 0.38%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                      | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    23100000 | PA      | $20985610.95   | 0.15%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10400000 | PA      | $12150846.60   | 0.09%             | 2035-02-15      | Fixed         | 0.03%                 | 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        |     8500000 | PA      | $11889735.25   | 0.08%             | 2028-06-07      | 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        |    52500000 | PA      | $30596225.26   | 0.22%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    88000000 | PA      | $55136016.01   | 0.39%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    17740000 | PA      | $18232068.80   | 0.13%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80369000 | PA      | $79440804.32   | 0.57%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 12/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 15759800000 | PA      | $103489043.26  | 0.74%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/HKD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $39222.29      | 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        |     8115000 | PA      | $8942504.58    | 0.06%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.125% 01/29/2027 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12200000 | PA      | $16820221.19   | 0.12%             | 2027-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1% 11/21/2031 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   108757000 | PA      | $60569658.57   | 0.43%             | 2031-11-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64300000 | PA      | $42183200.83   | 0.30%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.5% 04/25/2041 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1710000 | PA      | $2215124.51    | 0.02%             | 2041-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    28490000 | PA      | $28470016.15   | 0.20%             | 2032-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.75% 04/21/2027 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    31200000 | PA      | $21081723.89   | 0.15%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    23991000 | PA      | $20584021.99   | 0.15%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 07/15/2031 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    43851000 | PA      | $44701618.49   | 0.32%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     1736000 | PA      | $2113165.67    | 0.02%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.4875% 10/20/2050 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     3465000 | PA      | $1931656.47    | 0.01%             | 2050-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/AUD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-58161.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 1.625% 06/19/2049 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1009000 | PA      | $756215.92     | 0.01%             | 2049-06-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     8170000 | PA      | $10655993.37   | 0.08%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    16910000 | PA      | $20946491.27   | 0.15%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 4.1% 04/15/2037 144A REGS                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    24573000 | PA      | $31490155.92   | 0.22%             | 2037-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    31290000 | PA      | $34297305.13   | 0.24%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.8% 08/01/2028 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9700000 | PA      | $11952756.03   | 0.09%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    26074000 | PA      | $29751602.72   | 0.21%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.5% 04/01/2030                         | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    11900000 | PA      | $9645130.16    | 0.07%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 11/01/2026                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 15698800000 | PA      | $108818340.84  | 0.77%             | 2026-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 2.4% 05/15/2030 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    26160000 | PA      | $30908387.80   | 0.22%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    38000000 | PA      | $45313747.98   | 0.32%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.35% 11/01/2033 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10500000 | PA      | $13412745.30   | 0.10%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 05/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5314200000 | PA      | $36888493.19   | 0.26%             | 2027-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                        | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     8615000 | PA      | $6757765.16    | 0.05%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    25659000 | PA      | $13996299.53   | 0.10%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.75% 09/06/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   128390000 | PA      | $11837116.25   | 0.08%             | 2029-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2055 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $915975.85     | 0.01%             | 2055-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.25% 06/01/2030                         | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12150000 | PA      | $8268796.15    | 0.06%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 10/11/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    35600000 | PA      | $42608705.97   | 0.30%             | 2029-10-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     8642000 | PA      | $16211115.50   | 0.12%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 03/20/2063                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4059800000 | PA      | $17271030.01   | 0.12%             | 2063-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 06/01/2032 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    13940000 | PA      | $14374613.33   | 0.10%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $3118826.05    | 0.02%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.5% 02/13/2034 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5800000 | PA      | $6932473.67    | 0.05%             | 2034-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    41100000 | PA      | $49373886.24   | 0.35%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/CAD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-55347.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     5400000 | PA      | $4272221.79    | 0.03%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.5% 06/18/2030 144A REGS                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     5300000 | PA      | $5928542.16    | 0.04%             | 2030-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.5% 05/21/2030                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64800000 | PA      | $40807427.11   | 0.29%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2029 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     4200000 | PA      | $4594591.61    | 0.03%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/DKK settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8103579.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20600000 | PA      | $24069023.06   | 0.17%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    12780000 | PA      | $14455570.65   | 0.10%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: NZD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2013796.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    14300000 | PA      | $8679083.76    | 0.06%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/NZD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68995.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.75% 09/01/2044 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    11726000 | PA      | $15240789.39   | 0.11%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20250000 | PA      | $22422182.77   | 0.16%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.3% 10/15/2027 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    49600000 | PA      | $57725788.25   | 0.41%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3% 04/01/2029                           | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    93300000 | PA      | $76384759.17   | 0.54%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     7665000 | PA      | $8488385.17    | 0.06%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.875% 03/01/2050                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    13850000 | PA      | $10028728.57   | 0.07%             | 2050-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.7% 01/31/2030                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    25800000 | PA      | $30714497.46   | 0.22%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 03/07/2036 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2199000 | PA      | $2936770.07    | 0.02%             | 2036-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: CHF/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2643191.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3077800000 | PA      | $20974906.18   | 0.15%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    18500000 | PA      | $18969129.55   | 0.14%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0% 04/28/2030 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     1879000 | PA      | $1965795.04    | 0.01%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 04/25/2026 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2216000 | PA      | $2643749.51    | 0.02%             | 2026-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    48000000 | PA      | $58543000.82   | 0.42%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.5% 04/15/2027 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    49800000 | PA      | $30969987.09   | 0.22%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/AUD settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5908931.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    13006000 | PA      | $10149700.09   | 0.07%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.5% 05/31/2027                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    32900000 | PA      | $39124893.41   | 0.28%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/NOK settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1123679.38   | -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        |    77000000 | PA      | $90922283.84   | 0.65%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    14300000 | PA      | $16250892.96   | 0.12%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SGD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20581.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.25% 07/31/2031 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12200000 | PA      | $13428352.18   | 0.10%             | 2031-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.15% 03/01/2072 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10800000 | PA      | $7648891.08    | 0.05%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.005% 06/20/2027                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2590000000 | PA      | $17733330.09   | 0.13%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.7% 09/01/2051 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5786000 | PA      | $4252673.43    | 0.03%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    15949000 | PA      | $18359341.67   | 0.13%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6200000 | PA      | $8661466.39    | 0.06%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50654000 | PA      | $53635264.40   | 0.38%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2029                         | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $3293051.10    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    91500000 | PA      | $107094341.67  | 0.76%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     3919000 | PA      | $3394982.62    | 0.02%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/GBP settle 2025-07-02                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11229195.32  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    41113000 | PA      | $21760471.81   | 0.15%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.1% 07/30/2031                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    32700000 | PA      | $39395656.52   | 0.28%             | 2031-07-30      | Fixed         | 0.03%                 | 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        |  1403200000 | PA      | $10029121.21   | 0.07%             | 2033-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/SGD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-115659.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.5% 03/01/2027                         | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    18124000 | PA      | $14655139.10   | 0.10%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.35% 03/18/2031 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    35400000 | PA      | $39329818.07   | 0.28%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    20800000 | PA      | $22161379.36   | 0.16%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    18254000 | PA      | $14013316.71   | 0.10%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: USD/EUR settle 2025-07-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6799969.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 09/01/2027                         | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4200000 | PA      | $3092130.21    | 0.02%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 03/01/2037 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41747000 | PA      | $37003865.05   | 0.26%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.5% 03/25/2035 REGS                     | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     6884000 | PA      | $7018042.14    | 0.05%             | 2035-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8730000 | PA      | $9966545.32    | 0.07%             | 2029-04-30      | 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        |     9430000 | PA      | $6981865.35    | 0.05%             | 2066-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/15/2025 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     3988000 | PA      | $4709408.75    | 0.03%             | 2025-10-15      | Fixed         | 0.03%                 | 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        |    13400000 | PA      | $7613359.41    | 0.05%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8590000 | PA      | $8691965.35    | 0.06%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 09/15/2031 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    28767000 | PA      | $29137359.01   | 0.21%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 3.25% 06/27/2031 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4500000 | PA      | $5457200.85    | 0.04%             | 2031-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2053 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    12500000 | PA      | $6820694.62    | 0.05%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.25% 12/01/2034                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    42800000 | PA      | $31422268.64   | 0.22%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2487200000 | PA      | $17068162.80   | 0.12%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $32447567.94   | 0.23%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    13000000 | PA      | $18010704.08   | 0.13%             | 2029-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      692000 | PA      | $437844.86     | 0.00%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.75% 12/01/2053                         | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    46000000 | PA      | $22842037.67   | 0.16%             | 2053-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 08/01/2028                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    22500000 | PA      | $18263543.22   | 0.13%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.45% 02/15/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    29560000 | PA      | $32587878.75   | 0.23%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    24240000 | PA      | $22278874.55   | 0.16%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    61786000 | PA      | $58806774.69   | 0.42%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 3.25% 03/02/2043 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5700000 | PA      | $6519465.56    | 0.05%             | 2043-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7800000 | PA      | $8824256.66    | 0.06%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7736000 | PA      | $7957614.66    | 0.06%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 04/13/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    19000000 | PA      | $22560098.33   | 0.16%             | 2028-04-13      | Fixed         | 0.02%                 | 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        | 13648100000 | PA      | $90821160.85   | 0.65%             | 2034-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.5% 11/15/2029                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   206326000 | PA      | $30540729.43   | 0.22%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   683400000 | PA      | $4648762.00    | 0.03%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS                     | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |    10782000 | PA      | $11680794.12   | 0.08%             | 2030-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     5600000 | PA      | $6593063.40    | 0.05%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0% 02/12/2031 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    11100000 | PA      | $11332216.74   | 0.08%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    60200000 | PA      | $55143390.58   | 0.39%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.3% 10/17/2031 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    12800000 | PA      | $13137011.00   | 0.09%             | 2031-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/CAD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5870.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 03/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4490100000 | PA      | $30866183.07   | 0.22%             | 2029-03-20      | 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        |    19079000 | PA      | $21340626.35   | 0.15%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/AUD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15126977.66  | -0.11%            |  |  |  | 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        |    13284000 | PA      | $12613480.66   | 0.09%             | 2045-02-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/EUR settle 2025-07-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-80096.36     | -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        |     5220000 | PA      | $4392465.99    | 0.03%             | 2036-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.5% 12/01/2032 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18000000 | PA      | $20446149.27   | 0.15%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 12/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1559000000 | PA      | $10678887.47   | 0.08%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    14400000 | PA      | $17182076.21   | 0.12%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    14124000 | PA      | $20219935.85   | 0.14%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 04/21/2037 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    29572000 | PA      | $18519060.04   | 0.13%             | 2037-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4320000 | PA      | $3605571.03    | 0.03%             | 2048-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     5200000 | PA      | $5454786.76    | 0.04%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                     | EURO-BOBL FUTURE SEP25 OEU5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         245 | NC      | $-80027.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     5200000 | PA      | $6433505.84    | 0.05%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 06/01/2041                            | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19381000 | PA      | $15169082.80   | 0.11%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    12800000 | PA      | $9985909.95    | 0.07%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.5% 07/28/2050 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     6985000 | PA      | $3667211.01    | 0.03%             | 2050-07-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10600000 | PA      | $12713719.86   | 0.09%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      443000 | PA      | $430589.55     | 0.00%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    96500000 | PA      | $9895715.00    | 0.07%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    39360000 | PA      | $2839141.98    | 0.02%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.125% 06/01/2026                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    23013000 | PA      | $18139874.45   | 0.13%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 03/17/2031 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     5378000 | PA      | $5353341.14    | 0.04%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.5% 06/21/2031                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    18500000 | PA      | $10783231.60   | 0.08%             | 2031-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    27600000 | PA      | $21405128.73   | 0.15%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    68800000 | PA      | $82865778.00   | 0.59%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $91770.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    14233000 | PA      | $15403795.60   | 0.11%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0% 11/15/2031                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    12602000 | PA      | $1733104.87    | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 01/22/2045 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    35500000 | PA      | $38812708.26   | 0.28%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2367159.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/JPY settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-69118.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #15 2.5% 6/20/34                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8518600000 | PA      | $64896464.12   | 0.46%             | 2034-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS                 | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   313381000 | PA      | $27818572.13   | 0.20%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.9% 10/31/2046 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      720000 | PA      | $737726.24     | 0.01%             | 2046-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    16191000 | PA      | $17292562.49   | 0.12%             | 2030-10-18      | Fixed         | 0.00%                 | 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        |    36012000 | PA      | $35970323.29   | 0.26%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/30/2058 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3907000 | PA      | $4762910.96    | 0.03%             | 2058-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    32812000 | PA      | $18865582.25   | 0.13%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   396665000 | PA      | $37711790.02   | 0.27%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.75% 06/22/2045 REGS                      | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    31138000 | PA      | $36795447.79   | 0.26%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12977000 | PA      | $14866823.92   | 0.11%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.875% 02/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     3054000 | PA      | $3783735.73    | 0.03%             | 2033-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/EUR settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-260568797.00 | -1.85%            |  |  |  | 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        |    31800000 | PA      | $36739301.07   | 0.26%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2026 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     9511000 | PA      | $11046980.97   | 0.08%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    10726000 | PA      | $12295952.80   | 0.09%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     8400000 | PA      | $9221044.40    | 0.07%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    63200000 | PA      | $73164174.30   | 0.52%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    97074000 | PA      | $113479499.44  | 0.81%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 6% 05/01/2031 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    13509000 | PA      | $18697847.77   | 0.13%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.5% 01/31/2029 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    29000000 | PA      | $35511229.55   | 0.25%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 05/22/2029 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     3600000 | PA      | $4423093.87    | 0.03%             | 2029-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6294600000 | PA      | $43603016.13   | 0.31%             | 2029-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 12/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   410800000 | PA      | $2809175.38    | 0.02%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31970000 | PA      | $39149004.49   | 0.28%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 06/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1706800000 | PA      | $11864455.65   | 0.08%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    34264000 | PA      | $19170347.30   | 0.14%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    50278000 | PA      | $59152300.88   | 0.42%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 09/01/2026                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5378400000 | PA      | $37260933.72   | 0.27%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/NOK settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-60648.21     | -0.00%            |  |  |  | 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        |     8200000 | PA      | $9287504.34    | 0.07%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.75% 02/26/2034 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     4289000 | PA      | $4977252.48    | 0.04%             | 2034-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.1% 03/20/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3530000000 | PA      | $24269133.02   | 0.17%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3% 06/01/2034                            | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   100400000 | PA      | $72470603.77   | 0.52%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     7500000 | PA      | $4975456.17    | 0.04%             | 2044-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    23656000 | PA      | $27197647.04   | 0.19%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16199000 | PA      | $20946084.51   | 0.15%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 5.5% 01/04/2031 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    12481000 | PA      | $17169429.54   | 0.12%             | 2031-01-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 2.5% 07/22/2065 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4840000 | PA      | $3682561.89    | 0.03%             | 2065-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    58202000 | PA      | $67008651.43   | 0.48%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   170060000 | PA      | $17502290.69   | 0.12%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    16649000 | PA      | $12828162.99   | 0.09%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    41600000 | PA      | $50570316.86   | 0.36%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       36000 | PA      | $47760.95      | 0.00%             | 2035-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HKD settle 2025-08-05                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5980.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    31789000 | PA      | $26411907.77   | 0.19%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 05/28/2026 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     5574000 | PA      | $7112148.62    | 0.05%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2049 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8124000 | PA      | $9640392.74    | 0.07%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    23974000 | PA      | $21143587.12   | 0.15%             | 2037-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    31810000 | PA      | $21605504.37   | 0.15%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    23715000 | PA      | $15157604.61   | 0.11%             | 2052-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3% 03/21/2047 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    24400000 | PA      | $12274107.87   | 0.09%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    33005000 | PA      | $37878757.85   | 0.27%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16920000 | PA      | $18349993.85   | 0.13%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 26217300000 | PA      | $167193204.78  | 1.19%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    44928000 | PA      | $50548285.24   | 0.36%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.45% 06/22/2043 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1942659.82    | 0.01%             | 2043-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 2% 04/26/2028 144A REGS                     | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |    45900000 | PA      | $4371515.74    | 0.03%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    17000000 | PA      | $15271579.85   | 0.11%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS                | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    13000000 | PA      | $13556280.87   | 0.10%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.75% 11/25/2028 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    27662000 | PA      | $30963960.18   | 0.22%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2027 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    13808000 | PA      | $15753904.14   | 0.11%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1% 06/22/2031 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    19681000 | PA      | $21144871.23   | 0.15%             | 2031-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $29041.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 09/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5624900000 | PA      | $37698411.42   | 0.27%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3.5% 04/14/2033 REGS                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    28700000 | PA      | $16524737.72   | 0.12%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 04/16/2027 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    58190000 | PA      | $66347497.56   | 0.47%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    81900000 | PA      | $36615205.42   | 0.26%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.75% 05/25/2042 REGS               | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6730000 | PA      | $6190665.55    | 0.04%             | 2042-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 06/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2644400000 | PA      | $18075866.39   | 0.13%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 05/15/2051                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    31500000 | PA      | $12596970.80   | 0.09%             | 2051-05-15      | 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        |    10000000 | PA      | $11278894.77   | 0.08%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 05/15/2036 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    14965000 | PA      | $13161045.74   | 0.09%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    33476000 | PA      | $37372558.70   | 0.27%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2055                         | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2432677.80    | 0.02%             | 2055-12-01      | 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        |    22700000 | PA      | $27016378.82   | 0.19%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                        | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    24500000 | PA      | $20638961.86   | 0.15%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6400000 | PA      | $7607860.73    | 0.05%             | 2030-11-15      | Fixed         | 0.02%                 | 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        |     1833000 | PA      | $1750092.87    | 0.01%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     3870000 | PA      | $4391641.33    | 0.03%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    56954000 | PA      | $64591644.49   | 0.46%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: NOK/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10246.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 06/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6114400000 | PA      | $35250415.08   | 0.25%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   131951000 | PA      | $85874376.55   | 0.61%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    27400000 | PA      | $33599106.65   | 0.24%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 07/22/2068 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1510000 | PA      | $1483847.00    | 0.01%             | 2068-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    35678000 | PA      | $18783302.03   | 0.13%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    16065000 | PA      | $20229014.58   | 0.14%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 09/15/2029 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    21445000 | PA      | $23452819.14   | 0.17%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 2.02% 03/07/2034                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    12000000 | PA      | $1426074.76    | 0.01%             | 2034-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1710000 | PA      | $1861248.40    | 0.01%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.25% 11/15/2052                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   233950000 | PA      | $19162175.85   | 0.14%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: GBP/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $65808.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    69770000 | PA      | $50509608.38   | 0.36%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31000000 | PA      | $35627128.27   | 0.25%             | 2034-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3.875% 03/25/2027 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |    16600000 | PA      | $20094148.36   | 0.14%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1% 06/22/2026 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    10527000 | PA      | $12288677.10   | 0.09%             | 2026-06-22      | Fixed         | 0.01%                 | 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        |    46300000 | PA      | $55417982.19   | 0.39%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                         | LONG GILT FUTURE SEP25 G U5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         480 | NC      | $1647631.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 06/20/2033                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5282900000 | PA      | $34402591.11   | 0.24%             | 2033-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.25% 03/15/2028 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    12975000 | PA      | $14536824.11   | 0.10%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 03/01/2030                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    16200000 | PA      | $11854501.53   | 0.08%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2% 12/01/2051                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    59969000 | PA      | $32183692.15   | 0.23%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: AUD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5828670.48    | 0.04%             |  |  |  | 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        |     7600000 | PA      | $8824489.89    | 0.06%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2055                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3322000000 | PA      | $21168017.92   | 0.15%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    34500000 | PA      | $21075644.56   | 0.15%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 0.5% 09/21/2026 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    64476000 | PA      | $41039620.53   | 0.29%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    30643000 | PA      | $24698225.48   | 0.18%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    34910000 | PA      | $2376458.52    | 0.02%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     3374000 | PA      | $2906759.33    | 0.02%             | 2040-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $162333.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.35% 07/01/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    27000000 | PA      | $32871823.13   | 0.23%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7100000 | PA      | $8500546.93    | 0.06%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 05/23/2029 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     9400000 | PA      | $11343817.19   | 0.08%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     6082000 | PA      | $4246204.15    | 0.03%             | 2068-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4.2% 01/31/2037 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6230000 | PA      | $7942069.22    | 0.06%             | 2037-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS                | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    22189000 | PA      | $16561681.52   | 0.12%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    48000000 | PA      | $54190600.11   | 0.39%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    46009000 | PA      | $32613274.17   | 0.23%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0.6% 08/01/2031 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17143000 | PA      | $17699485.65   | 0.13%             | 2031-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.5% 03/01/2030 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5600000 | PA      | $6887914.65    | 0.05%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    12200000 | PA      | $12413402.59   | 0.09%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: SEK/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1106.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    36200000 | PA      | $29132655.35   | 0.21%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.005% 06/20/2026                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4721750000 | PA      | $32614027.79   | 0.23%             | 2026-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.5% 01/15/2026 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17100000 | PA      | $20303282.78   | 0.14%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4421000 | PA      | $5027425.77    | 0.04%             | 2029-03-14      | 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        |  1415100000 | PA      | $9603969.88    | 0.07%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: CAD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2069031.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0% 01/31/2027                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    31580000 | PA      | $36094272.96   | 0.26%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1% 03/06/2028 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9000000 | PA      | $10344992.46   | 0.07%             | 2028-03-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     4927000 | PA      | $2560901.86    | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 08/01/2032                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    15000000 | PA      | $12180884.90   | 0.09%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 03/20/2061                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4709500000 | PA      | $16535657.72   | 0.12%             | 2061-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    16500000 | PA      | $9514687.90    | 0.07%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18200000 | PA      | $22367628.37   | 0.16%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    25200000 | PA      | $12571317.95   | 0.09%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 09/01/2029                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   102500000 | PA      | $77363146.14   | 0.55%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2028 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2396000 | PA      | $3009807.78    | 0.02%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.625% 04/13/2034 144A REGS                 | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   310900000 | PA      | $30434233.39   | 0.22%             | 2034-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2026 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6200000 | PA      | $8314382.04    | 0.06%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    28212000 | PA      | $10078562.64   | 0.07%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 5.75% 06/01/2033                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14800000 | PA      | $12815541.44   | 0.09%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 06/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3810000000 | PA      | $21657510.50   | 0.15%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: USD/CAD settle 2025-07-02                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8546941.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $7287183.87    | 0.05%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    37500000 | PA      | $40925384.21   | 0.29%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0% 11/15/2031                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   124327000 | PA      | $17067934.05   | 0.12%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.2% 03/20/2064                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 22737000000 | PA      | $126939105.52  | 0.90%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    93300000 | PA      | $116432561.69  | 0.83%             | 2033-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: AUD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5926.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    34970000 | PA      | $11292227.21   | 0.08%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/JPY settle 2025-07-02                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3433581.92    | 0.02%             |  |  |  | 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        |     4481000 | PA      | $4867167.46    | 0.03%             | 2046-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.5% 09/15/2032 144A REGS                 | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    22160000 | PA      | $24033792.18   | 0.17%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS                     | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    34700000 | PA      | $42953973.05   | 0.31%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2028 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     7267000 | PA      | $4699220.95    | 0.03%             | 2028-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 06/20/2036                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   703100000 | PA      | $4207565.62    | 0.03%             | 2036-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.95% 02/15/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    31500000 | PA      | $37645123.29   | 0.27%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2028 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3570000 | PA      | $4590731.72    | 0.03%             | 2028-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.9% 09/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 46405100000 | PA      | $309076237.37  | 2.20%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: USD/DKK settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28749.16     | -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        |    17500000 | PA      | $16961260.77   | 0.12%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    50213000 | PA      | $52722224.91   | 0.38%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    18140000 | PA      | $23703408.81   | 0.17%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    30134000 | PA      | $34412002.84   | 0.24%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2026 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    19920000 | PA      | $23224649.00   | 0.17%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       70000 | PA      | $59360.30      | 0.00%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3% 10/01/2029 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    45800000 | PA      | $55001597.48   | 0.39%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.75% 07/30/2032                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6620000 | PA      | $9269283.10    | 0.07%             | 2032-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SEK settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1752157.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2035 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     2700000 | PA      | $3098456.70    | 0.02%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10200000 | PA      | $12167825.79   | 0.09%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0.375% 10/07/2026 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     6887000 | PA      | $7902994.68    | 0.06%             | 2026-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SGD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4219979.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/CAD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6606.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.8% 01/26/2062 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12165000 | PA      | $14852466.99   | 0.11%             | 2062-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.4% 05/31/2028                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8300000 | PA      | $9843546.68    | 0.07%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 12/20/2042                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7799400000 | PA      | $47757750.99   | 0.34%             | 2042-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16010000 | PA      | $12791894.88   | 0.09%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     4400000 | PA      | $5453816.60    | 0.04%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    30747000 | PA      | $38557631.96   | 0.27%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                    | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     2467000 | PA      | $2551789.98    | 0.02%             | 2030-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    21340000 | PA      | $28084137.91   | 0.20%             | 2026-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 3% 04/20/2029                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   131094000 | PA      | $77944200.39   | 0.55%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/JPY settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $138496.73     | 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        |     6900000 | PA      | $8451858.34    | 0.06%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.8% 07/30/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    24230000 | PA      | $26817808.02   | 0.19%             | 2029-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 06/08/2033 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    24500000 | PA      | $29687473.26   | 0.21%             | 2033-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/DKK settle 2025-07-02                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24799.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6500000 | PA      | $8356101.26    | 0.06%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    41303000 | PA      | $15387929.31   | 0.11%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                    | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     8240000 | PA      | $7734180.32    | 0.06%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1950000 | PA      | $1857608.89    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                   | ESTONIA REPUBLIC OF 4% 10/12/2032 REGS                        | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     6500000 | PA      | $8118525.61    | 0.06%             | 2032-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    25016000 | PA      | $9576969.06    | 0.07%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3.125% 08/07/2045 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     9338000 | PA      | $10181649.60   | 0.07%             | 2045-08-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    32000000 | PA      | $35378205.67   | 0.25%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS                     | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     2600000 | PA      | $3058075.99    | 0.02%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 5% 03/28/2035 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    46949000 | PA      | $64124383.89   | 0.46%             | 2035-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    17600000 | PA      | $21219417.98   | 0.15%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #140 1.7% 9/20/2032                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   200000000 | PA      | $1440991.63    | 0.01%             | 2032-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                       | FX Forward: NOK/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2708.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    58716000 | PA      | $67433390.66   | 0.48%             | 2027-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2070000 | PA      | $2392616.85    | 0.02%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2% 06/01/2032                            | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12000000 | PA      | $8226384.87    | 0.06%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                   | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   116800000 | PA      | $11227373.06   | 0.08%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.97% 01/17/2029                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    36000000 | PA      | $4585075.93    | 0.03%             | 2029-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     4837000 | PA      | $4759325.67    | 0.03%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.1% 04/12/2029 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10400000 | PA      | $12276406.39   | 0.09%             | 2029-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 12/20/2036                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  8330000000 | PA      | $51591567.65   | 0.37%             | 2036-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3% 10/18/2043 REGS                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    39300000 | PA      | $44061720.95   | 0.31%             | 2043-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                        | FX Forward: USD/CHF settle 2025-08-05                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2793099.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 04/10/2026 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    11500000 | PA      | $13360703.47   | 0.10%             | 2026-04-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 10/20/2026 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    41310000 | PA      | $47958545.18   | 0.34%             | 2026-10-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7000000 | PA      | $8233528.87    | 0.06%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    45030000 | PA      | $57620671.85   | 0.41%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 08/01/2026                            | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    29400000 | PA      | $21912381.88   | 0.16%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9100000 | PA      | $7137859.92    | 0.05%             | 2045-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    36477000 | PA      | $23248525.30   | 0.17%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 06/20/2041                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 27727900000 | PA      | $148065695.93  | 1.05%             | 2041-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2067700000 | PA      | $14167704.36   | 0.10%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 06/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5376400000 | PA      | $25963376.88   | 0.18%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    26500000 | PA      | $30937387.16   | 0.22%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    87865000 | PA      | $9409204.84    | 0.07%             | 2032-06-01      | 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        |     5430000 | PA      | $5578479.97    | 0.04%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS             | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    10784000 | PA      | $12347404.62   | 0.09%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.25% 10/20/2036 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    24709000 | PA      | $21175056.29   | 0.15%             | 2036-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 0% 08/01/2026 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    12600000 | PA      | $14549333.94   | 0.10%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    39600000 | PA      | $25460430.06   | 0.18%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 06/15/2029 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16700000 | PA      | $19966447.98   | 0.14%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    25000000 | PA      | $34672632.18   | 0.25%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 6.5% 07/04/2027 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4770000 | PA      | $6130527.56    | 0.04%             | 2027-07-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2034 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $902610.96     | 0.01%             | 2034-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #96 2.1% 6/20/27                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   730000000 | PA      | $5205175.51    | 0.04%             | 2027-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2052 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    13519000 | PA      | $7078627.36    | 0.05%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/EUR settle 2025-08-05                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36750488.31  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: SEK/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $498352.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 2.8% 05/31/2026                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    14700000 | PA      | $17439344.38   | 0.12%             | 2026-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.2% 12/20/2034                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6881100000 | PA      | $46931773.11   | 0.33%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 09/01/2033                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    23600000 | PA      | $20156791.74   | 0.14%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    65200000 | PA      | $88293048.37   | 0.63%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 3.15% 10/18/2055 REGS                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    10000000 | PA      | $10955653.52   | 0.08%             | 2055-10-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   141294795 | NS      | $141323053.47  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2033                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   384500000 | PA      | $60120319.23   | 0.43%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     2690000 | PA      | $2731368.87    | 0.02%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   323220000 | PA      | $32629815.56   | 0.23%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 5.15% 10/31/2044 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    14225000 | PA      | $19925878.25   | 0.14%             | 2044-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2035                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    19500000 | PA      | $2995801.40    | 0.02%             | 2035-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: JPY/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $161077.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 06/01/2032 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     8400000 | PA      | $9343047.04    | 0.07%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.9% 06/22/2038 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     7550000 | PA      | $7499077.38    | 0.05%             | 2038-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     2320000 | PA      | $2359040.12    | 0.02%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                    | FX Forward: USD/HKD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $104226.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5076700000 | PA      | $27006753.72   | 0.19%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                   | CYPRUS REPUBLIC OF 0.95% 01/20/2032 REGS                      | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1900000 | PA      | $2005062.31    | 0.01%             | 2032-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 0.2% 10/18/2030 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     5245000 | PA      | $5501812.48    | 0.04%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.25% 03/01/2027                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    30500000 | PA      | $21908624.27   | 0.16%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    44680000 | PA      | $50666825.74   | 0.36%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 2.5% 03/08/2036 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     3128000 | PA      | $4784529.20    | 0.03%             | 2036-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0% 01/24/2029 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     7000000 | PA      | $7511457.30    | 0.05%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1.5% 12/01/2031                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    54493000 | PA      | $36498336.95   | 0.26%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 5.125% 03/30/2026 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    12292000 | PA      | $14819626.35   | 0.11%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 07/21/2026 144A REGS | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    24450000 | PA      | $29096950.43   | 0.21%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 2.125% 07/28/2025 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      261000 | PA      | $307414.20     | 0.00%             | 2025-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $35125337.32   | 0.25%             |  |  |  | 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        | 12868900000 | PA      | $72301940.37   | 0.51%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 1.25% 11/01/2026                        | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    36300000 | PA      | $28330375.11   | 0.20%             | 2026-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    36300000 | PA      | $45636618.94   | 0.32%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.875% 07/01/2029                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     3553000 | PA      | $2901282.47    | 0.02%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    22410000 | PA      | $20031962.83   | 0.14%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    18700000 | PA      | $21944862.94   | 0.16%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                   | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                      | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    62829000 | PA      | $71034685.68   | 0.51%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.75% 12/07/2030 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22792000 | PA      | $32584529.76   | 0.23%             | 2030-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     9500000 | PA      | $11126000.40   | 0.08%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19000000 | PA      | $22991112.59   | 0.16%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     6210000 | PA      | $6454597.86    | 0.05%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    26864000 | PA      | $10619460.25   | 0.08%             | 2041-05-15      | Fixed         | 0.02%                 | 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        |    67200000 | PA      | $66317118.86   | 0.47%             | 2043-05-25      | Fixed         | 0.03%                 | 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        |  6712800000 | PA      | $45810472.36   | 0.33%             | 2029-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: JPY/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57879.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24200000 | PA      | $24794946.03   | 0.18%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    58500000 | PA      | $30919280.46   | 0.22%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS     | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    22100000 | PA      | $25940065.39   | 0.18%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 3% 03/10/2034 REGS                       | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    17000000 | PA      | $20005124.79   | 0.14%             | 2034-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.7% 09/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 14081600000 | PA      | $96841863.55   | 0.69%             | 2029-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 01/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    80500000 | PA      | $558404.64     | 0.00%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 03/20/2054                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5102100000 | PA      | $28421253.28   | 0.20%             | 2054-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 04/08/2028 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     2610000 | PA      | $3656868.38    | 0.03%             | 2028-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.6% 09/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4297600000 | PA      | $29433061.35   | 0.21%             | 2029-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 2.7% 10/22/2029 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    34700000 | PA      | $41445723.24   | 0.30%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.8% 09/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2224000000 | PA      | $12481612.17   | 0.09%             | 2053-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    24343000 | PA      | $18410336.00   | 0.13%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0% 09/15/2026 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    17640000 | PA      | $20315873.18   | 0.14%             | 2026-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    24052000 | PA      | $26361219.03   | 0.19%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      155000 | PA      | $146602.41     | 0.00%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2053                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  5827900000 | PA      | $29811101.68   | 0.21%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 12/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7051200000 | PA      | $38087399.19   | 0.27%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.25% 06/01/2029                         | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $504746.24     | 0.00%             | 2029-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 03/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4675100000 | PA      | $27100029.34   | 0.19%             | 2043-03-20      | 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        |     5960000 | PA      | $6081754.65    | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    45800000 | PA      | $55665183.83   | 0.40%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    46500000 | PA      | $54960470.53   | 0.39%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 2.25% 11/15/2026                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    91200000 | PA      | $14534608.83   | 0.10%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 0% 02/12/2026 144A REGS                  | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     6300000 | PA      | $7332891.32    | 0.05%             | 2026-02-12      | Fixed         | 0.00%                 | 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        |     8300000 | PA      | $11398022.74   | 0.08%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.1% 09/20/2117 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     6220000 | PA      | $4486229.63    | 0.03%             | 2117-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SEK settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-533673.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: SGD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1737294.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                  | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   131000000 | PA      | $12931405.44   | 0.09%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 11/15/2030 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $3755973.66    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 1.375% 04/15/2027 144A REGS               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     8500000 | PA      | $9916888.10    | 0.07%             | 2027-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 4% 01/06/2049 REGS                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    15826000 | PA      | $34480315.33   | 0.25%             | 2049-01-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.75% 02/23/2035 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    16300000 | PA      | $19696920.06   | 0.14%             | 2035-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.45% 10/31/2034 144A REGS                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    57500000 | PA      | $69570713.32   | 0.50%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 0.5% 12/01/2030                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63762000 | PA      | $41193272.12   | 0.29%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     7400000 | PA      | $9491331.21    | 0.07%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/DKK settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1399794.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    19197000 | PA      | $21863933.88   | 0.16%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.5% 03/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   579600000 | PA      | $3970001.40    | 0.03%             | 2029-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/NZD settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2045255.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.89% 03/02/2032                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    77000000 | PA      | $9338415.75    | 0.07%             | 2032-03-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 3.375% 05/01/2034                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    45000000 | PA      | $38611246.83   | 0.27%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 1.25% 06/27/2037 REGS               | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     6501000 | PA      | $8871396.76    | 0.06%             | 2037-06-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                             | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS           | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    11430000 | PA      | $13403515.24   | 0.10%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.875% 07/15/2030 REGS                   | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |    14118000 | PA      | $15446636.59   | 0.11%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    50800000 | PA      | $62182291.13   | 0.44%             | 2035-02-01      | 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        |    30000000 | PA      | $205392.87     | 0.00%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 3% 01/24/2032 REGS                         | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4300000 | PA      | $5041125.36    | 0.04%             | 2032-01-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 1% 06/01/2027                            | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6319000 | PA      | $4503417.08    | 0.03%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.5% 10/22/2025 REGS        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    15700000 | PA      | $21499747.32   | 0.15%             | 2025-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 12/01/2045                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8519000 | PA      | $6248902.80    | 0.04%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/JPY settle 2025-08-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-18130101.18  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                       | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     3800000 | PA      | $3057321.84    | 0.02%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.59% 03/04/2036                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    33800000 | PA      | $3753705.21    | 0.03%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                  | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    33085000 | PA      | $39074193.79   | 0.28%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 2.4% 03/20/2045                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4676100000 | PA      | $32683180.52   | 0.23%             | 2045-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: GBP/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4360.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS   | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    14477000 | PA      | $13851344.84   | 0.10%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 3.5% 03/01/2028                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    57700000 | PA      | $43286050.60   | 0.31%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.25% 05/25/2045 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    11653000 | PA      | $12716974.84   | 0.09%             | 2045-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: GBP/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $327796.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 4.125% 04/25/2028 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |    13600000 | PA      | $16765536.13   | 0.12%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.95% 05/26/2027 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1116000 | PA      | $1279374.27    | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | 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        |  7138500000 | PA      | $48482611.99   | 0.35%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 09/20/2052                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2841600000 | PA      | $14645966.13   | 0.10%             | 2052-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    14992000 | PA      | $16246687.04   | 0.12%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    72521000 | PA      | $49563471.03   | 0.35%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    10400000 | PA      | $12218052.36   | 0.09%             | 2035-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 1.75% 11/15/2025                           | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    86698000 | PA      | $13690179.87   | 0.10%             | 2025-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8010000 | PA      | $10602885.02   | 0.08%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.75% 12/01/2064                         | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    34100000 | PA      | $20912651.68   | 0.15%             | 2064-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3% 08/01/2029 REGS                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18611000 | PA      | $22442398.39   | 0.16%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.15% 04/11/2042 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    27900000 | PA      | $23017852.06   | 0.16%             | 2042-04-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1% 07/30/2042 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    11860000 | PA      | $9245193.27    | 0.07%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 2.875% 03/01/2034 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $6031671.28    | 0.04%             | 2034-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.4% 08/01/2026                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1537400000 | PA      | $10654345.88   | 0.08%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   171525000 | PA      | $20436365.51   | 0.15%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   137813000 | PA      | $88286241.58   | 0.63%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 03/20/2030                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10274200000 | PA      | $71404637.64   | 0.51%             | 2030-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/SGD settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1880629.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    31124000 | PA      | $32876817.65   | 0.23%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.25% 09/17/2031 144A REGS                  | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |    69261000 | PA      | $5945407.56    | 0.04%             | 2031-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #1 2.4% 3/20/48                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  4353800000 | PA      | $29736933.20   | 0.21%             | 2048-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 1.6% 06/22/2047 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     9816000 | PA      | $7807404.89    | 0.06%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 1.875% 02/19/2049 REGS                     | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     4878000 | PA      | $3983269.91    | 0.03%             | 2049-02-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.8% 03/01/2027                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6614300000 | PA      | $46009126.84   | 0.33%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    32600000 | PA      | $38772317.19   | 0.28%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: EUR/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $287819.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 4.25% 05/15/2034                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    82700000 | PA      | $49642547.99   | 0.35%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0% 10/22/2031 144A REGS                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    54206000 | PA      | $54123600.96   | 0.39%             | 2031-10-22      | Fixed         | 0.00%                 | 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        |    14131000 | PA      | $14203533.75   | 0.10%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     3000000 | PA      | $3526259.28    | 0.03%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 3.15% 10/20/2053 144A REGS                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     5500000 | PA      | $5980822.73    | 0.04%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.5% 09/24/2027 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    80500000 | PA      | $95747621.72   | 0.68%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.3% 12/20/2043                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 10894400000 | PA      | $64486556.44   | 0.46%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0% 01/31/2028                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    25308000 | PA      | $28276471.93   | 0.20%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      920000 | PA      | $550729.91     | 0.00%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 07/15/2051 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     2250000 | PA      | $1245682.12    | 0.01%             | 2051-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.2% 06/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1186500000 | PA      | $8097004.58    | 0.06%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4110000 | PA      | $2620526.49    | 0.02%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     9900000 | PA      | $11817167.15   | 0.08%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                      | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     2800000 | PA      | $3035429.90    | 0.02%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    18300000 | PA      | $21860801.71   | 0.16%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: DKK/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1335462.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.9% 06/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   968600000 | PA      | $6299582.57    | 0.04%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3903000 | PA      | $3341859.03    | 0.02%             | 2047-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    17304000 | PA      | $27174335.07   | 0.19%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2027 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    17400000 | PA      | $24217741.89   | 0.17%             | 2027-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 3.5% 05/31/2029                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    37800000 | PA      | $46440481.89   | 0.33%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     9500000 | PA      | $9969526.79    | 0.07%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT #102 2.4% 6/20/28                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   393850000 | PA      | $2863819.13    | 0.02%             | 2028-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 2% 10/17/2047 REGS                         | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    18134000 | PA      | $14788716.41   | 0.11%             | 2047-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 2.125% 10/29/2026 REGS                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     4140000 | PA      | $4872128.87    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 2.9% 06/18/2026 REGS              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    14300000 | PA      | $17008853.25   | 0.12%             | 2026-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 2.5% 12/01/2032                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    24700000 | PA      | $17407477.14   | 0.12%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.5% 02/19/2026 144A REGS                   | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |    76672000 | PA      | $7495286.27    | 0.05%             | 2026-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    44660000 | PA      | $56808198.54   | 0.40%             | 2041-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/CHF settle 2025-07-02                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11087278.72  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                             | GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS                  | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     6197000 | PA      | $6001058.27    | 0.04%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    57300000 | PA      | $66375848.66   | 0.47%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                        | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    49317000 | PA      | $40994174.26   | 0.29%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 3% 09/15/2034 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    35500000 | PA      | $42047637.78   | 0.30%             | 2034-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                   | FX Forward: USD/NOK settle 2025-08-05                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14475.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 0.3% 09/20/2028                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2825200000 | PA      | $19296623.15   | 0.14%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                 | FX Forward: USD/CHF settle 2025-07-02                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-319592.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                   | LATVIA REPUBLIC OF 0.25% 01/23/2030 REGS                      | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |     2400000 | PA      | $2521331.29    | 0.02%             | 2030-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    23900000 | PA      | $30682420.42   | 0.22%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1% 03/20/2052                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  6313200000 | PA      | $29489511.56   | 0.21%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4% 02/01/2037 144A REGS                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      137000 | PA      | $168802.59     | 0.00%             | 2037-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                    | FX Forward: CHF/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1557.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                 | CANADA GOVERNMENT OF 4% 03/01/2029                            | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    44500000 | PA      | $34097290.47   | 0.24%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1% 10/31/2050 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5109000 | PA      | $3267035.10    | 0.02%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                   | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    40805000 | PA      | $42347807.89   | 0.30%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 1.375% 01/21/2027 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     3150000 | PA      | $3669281.26    | 0.03%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVT 2.3% 3/20/40                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1641350000 | PA      | $11834748.41   | 0.08%             | 2040-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 7.25% 11/01/2026 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    19492000 | PA      | $24573078.45   | 0.17%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                     | SWEDEN KINGDOM OF 2.25% 05/11/2035 REGS                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   187300000 | PA      | $19822017.46   | 0.14%             | 2035-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.25% 09/01/2046 144A REGS                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4530000 | PA      | $4743191.23    | 0.03%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2027 REGS             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1710000 | PA      | $1964517.25    | 0.01%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    15700000 | PA      | $19074751.54   | 0.14%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.1% 12/20/2029                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3619600000 | PA      | $25295098.48   | 0.18%             | 2029-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    19277000 | PA      | $21048752.41   | 0.15%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    18800000 | PA      | $23745247.96   | 0.17%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | FX Forward: USD/GBP settle 2025-08-05                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-353358.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     6190000 | PA      | $5857796.59    | 0.04%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4900000 | PA      | $4176644.34    | 0.03%             | 2067-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                    | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    36100000 | PA      | $20101246.24   | 0.14%             | 2032-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                    | FRANCE REPUBLIC OF 2.75% 10/25/2027 144A REGS                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    40810000 | PA      | $48807643.09   | 0.35%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                     | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $7337084.19    | 0.05%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                       | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     9700000 | PA      | $5717230.74    | 0.04%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                  | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                  | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     8248000 | PA      | $2953388.08    | 0.02%             | 2081-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 6% 01/31/2029                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6030000 | PA      | $8015075.72    | 0.06%             | 2029-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | FX Forward: USD/CAD settle 2025-08-05                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2208667.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                   | SLOVAK REPUBLIC OF 3.625% 01/16/2029 REGS                     | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |    23871000 | PA      | $29301241.77   | 0.21%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                 | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                        | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |    14600000 | PA      | $11978659.85   | 0.09%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.4% 03/20/2035                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  7528400000 | PA      | $52120858.53   | 0.37%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                    | BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    29386000 | PA      | $33305051.81   | 0.24%             | 2028-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                           | GERMANY FEDERAL REPUBLIC OF 0% 10/10/2025 REGS                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    26674000 | PA      | $31261241.31   | 0.22%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    12330000 | PA      | $12997521.89   | 0.09%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    39040000 | PA      | $23423426.71   | 0.17%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2031 REGS          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22400000 | PA      | $30562219.10   | 0.22%             | 2031-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                             | SWITZERLAND CONFEDERATION 0.5% 05/27/2030 REGS                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     9900000 | PA      | $12700897.09   | 0.09%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA | HONG KONG GOV SAR 1.68% 01/21/2026                            | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |    33050000 | PA      | $4211469.89    | 0.03%             | 2026-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    65562000 | PA      | $69369969.32   | 0.49%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS                 | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    63200000 | PA      | $70034071.50   | 0.50%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 4% 10/31/2054 144A REGS                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4200000 | PA      | $4935617.96    | 0.04%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 3.875% 03/12/2029 144A REGS              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    29100000 | PA      | $36083144.32   | 0.26%             | 2029-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                      | FX Forward: USD/NZD settle 2025-07-02                         | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5652476.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                     | PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS  | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |    29740000 | PA      | $32772618.84   | 0.23%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                     | NORWAY KINGDOM OF 1.75% 02/17/2027 144A REGS                  | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |   393482000 | PA      | $37954925.34   | 0.27%             | 2027-02-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                   | JAPAN GOVERNMENT OF 1.6% 03/20/2044                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 11772500000 | PA      | $73067081.35   | 0.52%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 4.5% 11/15/2039                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   310564000 | PA      | $59062168.87   | 0.42%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    45131000 | PA      | $22629947.98   | 0.16%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                | FX Forward: AUD/USD settle 2025-07-02                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $433786.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                  | GREECE GOVERNMENT OF 4.25% 06/15/2033 144A REGS               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     7000000 | PA      | $8944880.27    | 0.06%             | 2033-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                 | LITHUANIA REPUBLIC OF 0.75% 05/06/2030 REGS                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     3462000 | PA      | $3704512.33    | 0.03%             | 2030-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12700000 | PA      | $17583905.26   | 0.13%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                            | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    39600000 | PA      | $22000744.13   | 0.16%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                     | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $425930.14     | 0.00%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                            | AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    12500000 | PA      | $8100921.54    | 0.06%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                    | DENMARK KINGDOM OF 0.5% 11/15/2027                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   143587000 | PA      | $22036711.70   | 0.16%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                   | AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS                   | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    18603000 | PA      | $19061155.15   | 0.14%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                     | SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $506667.86     | 0.00%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                             | LUXEMBOURG GRAND DUCHY OF 0.625% 02/01/2027 REGS              | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     5651000 | PA      | $6522691.35    | 0.05%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer