# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0002048251-25-002875
**Filing Date:** 2025-11
**Character Count:** 343970
**Document Hash:** 37be3c2cb70dbec930cb905a6e67f3a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002875.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002875

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INTERNATIONAL TRUST
- **CENTRAL INDEX KEY:** 0000835597

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05601
- **FILM NUMBER:** 251533201

**BUSINESS ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI INTERNATIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI WEALTH MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 19900129

## Series and Classes Contracts Data

### SIT INTERNATIONAL FIXED INCOME FUND (Series ID: S000006419)

| Class ID   | Class Name                                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000017608 | SIT INTERNATIONAL FIXED INCOME FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SEFIX           |
| C000147408 | Class Y                                                                               | SIFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

- **b. Investment Company Act file number:** 811-05601

- **c. CIK number of Registrant:** 0000835597

- **d. LEI of Registrant:** E8Z427H460ISEID6A824

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIT International Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006419

- **c. LEI of Series:** LBQB1OG7EE0H97712G55

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $379561445.31

**Total Liabilities:** $3036358.21

**Net Assets:** $376525087.10

**Cash Not Reported:** $11204930.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -327.15521925 | **1-Year:** -7260.94918200 | **5-Year:** -21677.22914022 | **10-Year:** -42505.24907179 | **30-Year:** -17701.63519649

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

- **3-Month:** -13.45366955 | **1-Year:** -508.68364320 | **5-Year:** -1194.45978531 | **10-Year:** -1114.99911812 | **30-Year:** -151.04250782

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147408 | 0.43%                | 0.44%                | -0.22%               |
| Class ID C000017608 | 0.44%                | 0.44%                | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $151071.87               | $1064675.70                                |
| Month 2  | $16858.80                | $5108723.13                                |
| Month 3  | $580520.36               | $-9252847.47                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex-USD Index (USD Hedged 100%)

- **Index Identifier:** LGAXUSDUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $370.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    32876400 | PA      | $1559846.87   | 0.41%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                            | DEUTSCHE BANK AG 5.000000% 09/05/2030                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $376100.16    | 0.10%             | 2030-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                 | FX Forward Contract: INR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-5416.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.250000% 05/21/2028                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2675000 | PA      | $1716555.55   | 0.46%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/HUF SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-716.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | SWEDEN I/L BOND 0.125  12/01/2027                                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | USGA              | SE        |     2615000 | PA      | $472662.70    | 0.13%             | 2027-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $14556.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/INR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-28.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1162.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                     | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.450000% 05/19/2026              | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $340665.50    | 0.09%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 3.750000% 01/29/2038                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      129039 | PA      | $154031.99    | 0.04%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DCR              |  | XX        |     1738000 | NC      | $-43900.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-750.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-312.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    16800900 | PA      | $796875.42    | 0.21%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance B.V.                                                       | SWISSCOM FINANCE BV MTN 3.500000% 11/29/2031                            | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | NUSS              | CH        |      460000 | PA      | $552967.78    | 0.15%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK - CITIBANK NA LONDON PAY - CHINA FIXING REPO RATE 7 DAYS            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | CN        |    28220000 | NC      | $-40370.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                                           | MONDI FINANCE PLC MTN 3.750000% 05/18/2033                              | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | NUSS              | AT        |      200000 | PA      | $236683.24    | 0.06%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                          | ORACLE CORP 5.950000% 09/26/2055                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179446.29    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 3.500000% 05/30/2035                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1290000 | PA      | $57306.57     | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $3686.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | EURO-OAT FUTURE   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -54 | NC      | $-7699692.15  | -2.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Province of Manitoba                                                        | PROVINCE OF MANITOBA CANADA MTN 4.850000% 08/28/2034                    | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |      119000 | PA      | $77869.03     | 0.02%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 1.000000% 03/20/2062                              | CUSIP: J2S39LUV4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   301050000 | PA      | $1093817.38   | 0.29%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214379.01    | 0.06%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.375000% 07/31/2054                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1157200 | PA      | $1303422.12   | 0.35%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 3.750000% 01/15/2042                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      670000 | PA      | $840084.55    | 0.22%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | EURO-BTP FUTURE   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           1 | NC      | $140812.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.500000% 11/18/2038                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     6239600 | PA      | $326909.77    | 0.09%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.125000% 09/10/2027                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1343810000 | PA      | $967804.06    | 0.26%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                              | VAR ENERGI ASA 7.862000% 11/15/2083                                     | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | NUSS              | NO        |      410000 | PA      | $534189.65    | 0.14%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.500000% 12/01/2032                                | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      961000 | PA      | $670158.33    | 0.18%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 3.000000% 06/01/2034                                | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      598000 | PA      | $426890.51    | 0.11%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PEN SETTLE 2025-11-07                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-11821.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6885.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $603.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.000000% 03/21/2047                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       46000 | PA      | $22890.25     | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.500000% 06/15/2035                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2305000000 | PA      | $148865.79    | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 4.750000% 07/04/2034                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      210000 | PA      | $288090.31    | 0.08%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 1.900000% 10/31/2052                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      653000 | PA      | $502173.01    | 0.13%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                    | EUROPEAN INVESTMENT BANK 1.900000% 01/26/2026                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | XX        |    50000000 | PA      | $339971.80    | 0.09%             | 2026-01-26      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                      | EUROFINS SCIENTIFIC SE 4.750000% 09/06/2030                             | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | NUSS              | LU        |      660000 | PA      | $826563.34    | 0.22%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $6181.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Israel                                                             | ISRAEL FIXED BOND 1.000000% 03/31/2030                                  | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      593000 | PA      | $159105.04    | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                             | FX Forward Contract: CAD/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-997.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                       | BANCO SANTANDER SA MTN 5.750000% 08/23/2033                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $375808.69    | 0.10%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JPN 10Y BOND(OSE) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -18 | NC      | $-16550225.13 | -4.40%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1285.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-50051.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | CITIGROUP INC 4.296000% 07/23/2036                                      | CUSIP: U17408HT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | NUSS              | US        |      130000 | PA      | $155844.41    | 0.04%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.400000% 03/20/2055                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   168800000 | PA      | $996272.61    | 0.26%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                | FX Forward Contract: CLP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-3258.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.250000% 03/01/2027                                | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1274000 | PA      | $900397.71    | 0.24%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                       | BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 3.750000% 02/03/2034          | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $358190.89    | 0.10%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS REC - 3.5978% FIXED                                   | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | US        |    15770000 | NC      | $48824.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $1027.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CV                                                  | FLUVIUS SYSTEM OPERATOR CV MTN 3.875000% 05/02/2034                     | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $479734.84    | 0.13%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2027           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2027000 | PA      | $2396790.67   | 0.64%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | EURO-OAT FUTURE   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          28 | NC      | $3992432.96   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.750000% 03/01/2030                                | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2126000 | PA      | $1531823.19   | 0.41%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: MXN/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | MX        |           1 | NC      | $242.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $367.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-12-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-424.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4065.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1133.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $276.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                           | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-164.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3496.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $1435.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.750000% 05/21/2041                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1591000 | PA      | $832447.52    | 0.22%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                            | FX Forward Contract: IDR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-1212.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CTP N.V.                                                                    | CTP NV 4.250000% 03/10/2035                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | NUSS              | NL        |      160000 | PA      | $189154.70    | 0.05%             | 2035-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 4.650000% 06/02/2041                              | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      540000 | PA      | $407181.11    | 0.11%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                        | GLOBAL PAYMENTS INC 4.875000% 03/17/2031                                | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | NUSS              | US        |      359000 | PA      | $443176.15    | 0.12%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-106149.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SYENSQO NV                                                                  | SYENSQO SA 4.000000% 05/28/2035                                         | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $236755.03    | 0.06%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-12-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-494.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESOBLIGATION 2.500000% 10/11/2029                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8076000 | PA      | $9594484.62   | 2.55%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-26193.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.519000% 04/20/2028                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4122000 | PA      | $988467.06    | 0.26%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CHF SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-349.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                      | FX Forward Contract: GBP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-11999.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-4013.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 1.875000% 06/10/2029                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   450460000 | PA      | $311878.79    | 0.08%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.500000% 06/03/2027                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    18730900 | PA      | $1020842.99   | 0.27%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.500000% 02/19/2026                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     3578000 | PA      | $355327.87    | 0.09%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                      | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026             | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $121615.99    | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.750000% 06/01/2033                                | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      188000 | PA      | $132790.37    | 0.04%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $1719.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 4.150000% 03/15/2037           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      645000 | PA      | $827416.79    | 0.22%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $647.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CZK SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-46269.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.200000% 06/20/2036                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    89650000 | PA      | $515664.30    | 0.14%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT DEC25                                                     | AUST 10Y BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |          -1 | NC      | $-75124.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $52.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -15 | NC      | $-1726171.88  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                        | AMCOR UK FINANCE PLC 3.950000% 05/29/2032                               | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $777014.17    | 0.21%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                             | COMMERZBANK AG MTN 7.875000% MATURITY: PERPETUAL                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $265288.46    | 0.07%             | 2174-04-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-10-20                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-936.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                             | CAIXABANK SA MTN 5.000000% 07/19/2029                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $249012.11    | 0.07%             | 2029-07-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1069.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 5.500000% 11/15/2033                           | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      284000 | PA      | $304062.60    | 0.08%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 07/15/2034                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       79000 | PA      | $90854.73     | 0.02%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1108.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA 2.125000% 10/13/2046                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1483778.38   | 0.39%             | 2046-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-57.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-50006.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 0.406000% 10/29/2027                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      370000 | PA      | $425717.78    | 0.11%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.500000% 12/20/2032                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   617550000 | PA      | $3913707.71   | 1.04%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRK- MORGAN STANLEY & CO INTERNATIONAL PLC                                  | BRK- MORGAN STANLEY & CO INTERNATIONAL PLC REC - 1.602%                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |     5480000 | NC      | $-1500.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                              | KROGER CO/THE 5.650000% 09/15/2064                                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      122000 | PA      | $119002.74    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.500000% 03/20/2033                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    24900000 | PA      | $169099.47    | 0.04%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 3.250000% 06/01/2035                                | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      578000 | PA      | $418063.40    | 0.11%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 4.000000% 01/15/2037                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      236000 | PA      | $304571.05    | 0.08%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $3657.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $10732.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                        | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      230000 | PA      | $234573.42    | 0.06%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NOK SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-122.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                               | BECTON DICKINSON & CO 3.828000% 06/07/2032                              | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | NUSS              | US        |      291000 | PA      | $350955.88    | 0.09%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-SCHATZ FUT   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          82 | NC      | $10307569.38  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $-190.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.400000% 12/20/2049                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   455650000 | PA      | $1767250.03   | 0.47%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 3.790000% 03/21/2030                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      136000 | PA      | $164245.81    | 0.04%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $230757.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG 7.750000% 03/01/2029                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |      995000 | PA      | $1303346.44   | 0.35%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $61.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 2.000000% 04/26/2028                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     2624000 | PA      | $251202.67    | 0.07%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                   | RAIZEN FUELS FINANCE SA 144A 6.450000% 03/05/2034                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $194002.46    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.800000% 09/20/2047                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   126100000 | PA      | $584516.21    | 0.16%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70723.61     | 0.02%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA 3.200000% 07/15/2039                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      392000 | PA      | $453816.49    | 0.12%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CAN 10YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          48 | NC      | $4224579.56   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.600000% 06/22/2047            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       41000 | PA      | $31630.70     | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 4.700000% 06/02/2037                              | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $439634.11    | 0.12%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | BELGIUM KINGDOM 3.750000% 06/22/2045                                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      377877 | PA      | $434641.58    | 0.12%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                        | NEW S WALES TREASURY CRP 4.750000% 02/20/2035                           | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      878000 | PA      | $579248.64    | 0.15%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-58.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2030           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      269000 | PA      | $317424.80    | 0.08%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-102.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/NOK SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4397.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                           | INTEL CORP 4.875000% 02/10/2026                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250504.47    | 0.07%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 0.500000% 01/31/2029                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      353755 | PA      | $425858.44    | 0.11%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: MXN/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | MX        |           1 | NC      | $242.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.768%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    15958681 | NC      | $78675.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 08/15/2052                           | CUSIP: D14458AU3<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      546000 | PA      | $272012.01    | 0.07%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                     | ANHEUSER-BUSCH INBEV SA/NV MTN 3.950000% 03/22/2044                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | NUSS              | BE        |      320000 | PA      | $364237.95    | 0.10%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.500000% 06/01/2026                                | CUSIP: N/A<br>LEI: 4BFD7AQU0A75QLAHK410       | Long             | DBT              | NUSS              | CA        |     1433000 | PA      | $1023646.46   | 0.27%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5558100 | PA      | $286780.68    | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                       | VOLKSWAGEN INTERNATIONAL FINANCE NV 3.875000% MATURITY: PERPETUAL       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $230308.09    | 0.06%             | 2174-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $98.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 3.450000% 10/20/2030           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      283000 | PA      | $347079.85    | 0.09%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CNY/USD SETTLE 2025-11-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $721.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                          | GILDAN ACTIVEWEAR INC 144A 4.700000% 10/07/2030                         | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $289562.43    | 0.08%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-750.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          41 | NC      | $4612500.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                              | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |      390000 | PA      | $400095.50    | 0.11%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/NZD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $430.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 12/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   146350000 | PA      | $844922.65    | 0.22%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.600000% 10/22/2030            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      460000 | PA      | $539859.92    | 0.14%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6396.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-143.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | Credit Default Swap                                                     | CUSIP: CDS950315<br>LEI: 213800IQAOC5HG62T347 | N/A              | DCR              |  | US        |      846000 | NC      | $-6293.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -28 | NC      | $-3222187.50  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14511.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOEVE FINANCE SA                                                            | CEPSA FINANCE SA MTN 4.125000% 04/11/2031                               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $723568.26    | 0.19%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                     | CORP NACIONAL DEL COBRE DE CHILE 144A 5.950000% 01/08/2034              | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      295000 | PA      | $309721.67    | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-306.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC 3.500000% 12/01/2048                                 | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      635000 | PA      | $392112.73    | 0.10%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 05/15/2035                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $635659.65    | 0.17%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/RON SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $116.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $130887.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | KOREA 3YR BND FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          70 | NC      | $5327892.80   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM I/L GILT 1.125000% 09/22/2035                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | USGA              | GB        |     1702000 | PA      | $2261376.04   | 0.60%             | 2035-09-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 2.750000% 04/15/2037                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      349000 | PA      | $172136.13    | 0.05%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-198.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1992000 | PA      | $480468.08    | 0.13%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                            | MEDTRONIC GLOBAL HOLDINGS SCA 1.125000% 03/07/2027                      | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | NUSS              | US        |      400000 | PA      | $462042.23    | 0.12%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK: CITIBANK NA LONDON PAY: CHINA FIXING REPO RATE 7 DAYS              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | CN        |    98000000 | NC      | $198678.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.250000% 05/25/2055           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1268000 | PA      | $1220758.04   | 0.32%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-700.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 6.000000% 04/28/2028                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14385500000 | PA      | $3362418.37   | 0.89%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $127435.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTM S.P.A.                                                                 | ASTM SPA MTN 2.375000% 11/25/2033                                       | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | NUSS              | IT        |      620000 | PA      | $655964.89    | 0.17%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 4.000000% 01/04/2037                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      864470 | PA      | $1131770.47   | 0.30%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/ILS SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2242.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-571.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $252.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90116.25     | 0.02%             | 2174-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (2 YEAR ISSUE) 0.800000% 03/01/2027                               | CUSIP: J2S39L7C2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   517450000 | PA      | $3500342.45   | 0.93%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BOBL FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           5 | NC      | $692136.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                             | COMMERZBANK AG 6.500000% MATURITY: PERPETUAL                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $503263.22    | 0.13%             | 2174-04-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $3396.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1040000 | PA      | $238353.45    | 0.06%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                                              | AUTOSTRADE PER L'ITALIA SPA MTN 2.250000% 01/25/2032                    | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | NUSS              | IT        |      720000 | PA      | $786935.01    | 0.21%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.743%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    15861319 | NC      | $71915.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2885.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 1.875000% 10/01/2051                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      157000 | PA      | $118249.29    | 0.03%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-20663.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -77 | NC      | $-9244812.50  | -2.46%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN RAND                                                          | FX Forward Contract: ZAR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $1994.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                            | FX Forward Contract: IDR/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-1625.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUXL 30Y BND DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -8 | NC      | $-1076116.84  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                         | INTESA SANPAOLO SPA MTN 4.875000% 05/19/2030                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | NUSS              | IT        |      275000 | PA      | $349501.19    | 0.09%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA 4.375000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $236459.24    | 0.06%             | 2173-12-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      657000 | PA      | $159511.39    | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $9277.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 3.625000% 05/31/2039                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      845000 | PA      | $80555.32     | 0.02%             | 2039-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERALTO CORPORATION                                                         | VERALTO CORP 4.150000% 09/19/2031                                       | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122131.80    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.450000% 06/22/2043            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      288000 | PA      | $321084.17    | 0.09%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 3.521000% 05/22/2031                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      110000 | PA      | $131474.10    | 0.03%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                           | GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 11/01/2037              | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      541000 | PA      | $537241.46    | 0.14%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      242000 | PA      | $62025.16     | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-18.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG 144A 9.250000% MATURITY: PERPETUAL                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |      237000 | PA      | $261058.82    | 0.07%             | 2174-05-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA MTN 4.125000% 03/08/2033                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1331392.91   | 0.35%             | 2033-03-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.400000% 09/20/2038                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    50650000 | PA      | $358372.29    | 0.10%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2030                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1696821 | PA      | $2006396.22   | 0.53%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 08/15/2030                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3325745 | PA      | $3504940.04   | 0.93%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-19.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       57000 | PA      | $56487.17     | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1233000 | PA      | $299940.66    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | US LONG BOND(CBT) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -13 | NC      | $-1515718.75  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.500000% 02/28/2030                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2733300 | PA      | $150592.79    | 0.04%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-248.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                      | KYNDRYL HOLDINGS INC 2.050000% 10/15/2026                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      455000 | PA      | $444399.00    | 0.12%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2824000 | PA      | $675977.92    | 0.18%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC 8.875000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      210000 | PA      | $297675.28    | 0.08%             | 2173-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $-30.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/RON SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $148.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                    | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167600.32    | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7521.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forsaetisraduneyti                                                          | RIKISBREF 6.500000% 01/24/2031                                          | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   117539448 | PA      | $948346.17    | 0.25%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 3.810000% 09/14/2050                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    12450000 | PA      | $2246825.54   | 0.60%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.700000% 10/22/2029            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      271000 | PA      | $321492.88    | 0.09%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CHF SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-67741.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-223.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.000000% 10/22/2063                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      921000 | PA      | $948215.87    | 0.25%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-12-22                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $-16562.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                                     | IRELAND GOVERNMENT BOND 0.000000% 10/18/2031                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      364000 | PA      | $365911.83    | 0.10%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                             | QUEENSLAND TREASURY CORP 144A 3.250000% 05/21/2035                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      195000 | PA      | $228479.25    | 0.06%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $15263.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.900000% 06/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   489800000 | PA      | $2647841.85   | 0.70%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $12.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $468.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 4.000000% 04/20/2028                           | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $250953.08    | 0.07%             | 2028-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED                         | NZ LOCAL GOVT FUND AGENC 4.500000% 04/15/2027                           | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              | NUSS              | NZ        |      803000 | PA      | $477493.24    | 0.13%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.500000% 06/22/2055            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      406000 | PA      | $421376.82    | 0.11%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.875000% 02/15/2030             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      258000 | PA      | $322243.84    | 0.09%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $28980.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2038                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1554000 | PA      | $1256343.24   | 0.33%             | 2038-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.250000% 06/07/2032                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      397888 | PA      | $534272.63    | 0.14%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                         | NEXA RESOURCES SA 144A 6.750000% 04/09/2034                             | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $212392.35    | 0.06%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                   | AT&T INC 1.650000% 02/01/2028                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      870000 | PA      | $823635.73    | 0.22%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 04/15/2027                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2750000 | PA      | $1639355.83   | 0.44%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                         | PROVINCE OF ALBERTA CANADA MTN 3.375000% 04/02/2035                     | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $118560.61    | 0.03%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $28185.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2157.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.700000% 12/20/2051                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   241000000 | PA      | $953197.14    | 0.25%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/DKK SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1344.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 5.500000% 04/15/2026                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5497000000 | PA      | $330473.11    | 0.09%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.450000% 07/30/2043                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      380000 | PA      | $425699.03    | 0.11%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC CANADA MTN 5.250000% 05/02/2034                      | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      752000 | PA      | $506707.63    | 0.13%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                           | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-1149.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                     | NTT FINANCE CORP 144A 3.678000% 07/16/2033                              | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |      221000 | PA      | $263622.60    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-233.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 2.875000% 09/01/2030                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      139000 | PA      | $114057.20    | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.742%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    16000000 | NC      | $73667.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                               | ALIMENTATION COUCHE-TARD INC 4.011000% 02/12/2036                       | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | NUSS              | CA        |      234000 | PA      | $276932.10    | 0.07%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-185.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                 | INFORMA PLC MTN 3.375000% 06/09/2031                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $235436.81    | 0.06%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $494.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 1.875000% 06/17/2049                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9892000 | PA      | $290241.69    | 0.08%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | POLGB I/L BOND 2.00 08/25/36                                            | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | USGA              | PL        |    14359000 | PA      | $3807337.81   | 1.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                               | BRK: HSBC BANK PLC PAY: CHINA FIXING REPO RATE 7 DAYS                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CN        |    85000000 | NC      | $169956.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $230.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | SWEDISH GOVERNMENT 1.750000% 11/11/2033                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     2375000 | PA      | $239266.37    | 0.06%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $5927.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS INC. (PAS)                                                  | FX Forward Contract: JPY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $832.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                           | JAB HOLDINGS BV 4.750000% 06/29/2032                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $377040.88    | 0.10%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                                                | APTIV SWISS HOLDINGS LTD 4.250000% 06/11/2036                           | CUSIP: 03837EAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      291000 | PA      | $340863.97    | 0.09%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-207.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.500000% 03/07/2035                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      333000 | PA      | $441318.94    | 0.12%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-268432.45   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/NZD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $994.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 3.150000% 06/20/2044           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     1004000 | PA      | $1122200.57   | 0.30%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DS SMITH LIMITED                                                            | DS SMITH PLC MTN 4.500000% 07/27/2030                                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | NUSS              | GB        |      440000 | PA      | $546282.96    | 0.15%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $-31.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: RON/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | RO        |           1 | NC      | $-1440.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.550000% 10/15/2028                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    34750000 | PA      | $5032437.79   | 1.34%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $1129.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $228.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-68037.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                                              | FINLAND GOVERNMENT BOND 144A 3.000000% 09/15/2035                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      287000 | PA      | $334795.11    | 0.09%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA MTN 1.250000% 05/31/2032                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $320125.68    | 0.09%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3706000 | PA      | $994670.98    | 0.26%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 4.813000% 10/25/2028                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      435000 | PA      | $534114.40    | 0.14%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                             | INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/DUBAI DI 3.200000% 10/25/2025 | CUSIP: N/A<br>LEI: 254900RYF4STUN5BW294       | Long             | DBT              | NUSS              | CN        |    34000000 | PA      | $4779379.54   | 1.27%             | 2025-10-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                  | CANADA HOUSING TRUST NO 1 144A 2.100000% 09/15/2029                     | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1225000 | PA      | $859982.75    | 0.23%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $4637.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 3.100000% 08/28/2026                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      763000 | PA      | $904850.62    | 0.24%             | 2026-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $7856.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                              | BNP PARIBAS SA MTN 4.750000% 11/13/2032                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $377815.69    | 0.10%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                | PROVINCE OF BRITISH COLUMBIA CANADA MTN 5.250000% 05/23/2034            | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      380000 | PA      | $256250.55    | 0.07%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1795.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                                              | AUTOSTRADE PER L'ITALIA SPA 2.000000% 01/15/2030                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | NUSS              | IT        |      545000 | PA      | $611966.11    | 0.16%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 5.750000% 11/03/2027                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   760200000 | PA      | $181392.97    | 0.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      955000 | PA      | $202828.01    | 0.05%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.600000% 05/25/2042           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1439000 | PA      | $1610534.97   | 0.43%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-881.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Credit Default Swap                                                     | CUSIP: CDS766266<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      528000 | NC      | $-3927.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    14579300 | PA      | $691503.77    | 0.18%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 8.750000% 05/15/2031                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7551000000 | PA      | $517083.78    | 0.14%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.750000% 09/06/2029                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     7731000 | PA      | $714860.61    | 0.19%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON REC - 2.7895                                | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | KR        |   844300000 | NC      | $4580.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.500000% 02/15/2035                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      952000 | PA      | $1103232.04   | 0.29%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-988.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CZK SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3557.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $13.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                           | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-216.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.400000% 09/20/2034                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   263300000 | PA      | $1754590.48   | 0.47%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $110.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                       | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.875000% 06/16/2032              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $357538.01    | 0.09%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-171647.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch                                                               | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | N/A              | DCR              |  | XX        |     3821000 | NC      | $-96514.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6826.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -81 | NC      | $-8844820.31  | -2.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -26 | NC      | $-3927831.18  | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                    | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    12492000 | PA      | $714282.67    | 0.19%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                 | FX Forward Contract: INR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-7397.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.950000% 07/30/2037                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1330000 | PA      | $48465.05     | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3305000 | PA      | $1166757.92   | 0.31%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2039                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   134600000 | PA      | $936909.33    | 0.25%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                       | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      610000 | PA      | $648065.62    | 0.17%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC HOLDINGS PLC 6.364000% 11/16/2032                                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | NUSS              | GB        |      249000 | PA      | $312794.06    | 0.08%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.600000% 09/15/2030                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20620000 | PA      | $3025191.31   | 0.80%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                          | FX Forward Contract: ZAR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $21537.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                         | CDP FINANCIAL INC 144A 1.125000% 04/06/2027                             | CUSIP: BV6010102<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      559000 | PA      | $645906.16    | 0.17%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | BONOS Y OBLIG DEL ESTADO 2.700000% 01/31/2030                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2129000 | PA      | $2521518.89   | 0.67%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-2493.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-10-20                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-17960.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-SCHATZ FUT   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -26 | NC      | $-3268253.71  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $479.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | New Zealand Government Bond 2.500000% 09/20/2035                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     1905000 | PA      | $1490761.75   | 0.40%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch                                                               | Credit Default Swap                                                     | CUSIP: CDS890576<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |     2838000 | NC      | $-64235.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA 144A 1.000000% 01/20/2026                                       | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |      950000 | PA      | $940447.39    | 0.25%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORPORATION                                                         | VERALTO CORP 5.500000% 09/18/2026                                       | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      335000 | PA      | $339043.80    | 0.09%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2029           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      719000 | PA      | $852551.38    | 0.23%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SA                                                             | INDIGO GROUP SAS 4.500000% 04/18/2030                                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $370583.30    | 0.10%             | 2030-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $14109.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-83.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 7.750000% 09/18/2030                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1622900000 | PA      | $366388.56    | 0.10%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.500000% 07/04/2044                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1249230 | PA      | $1334657.51   | 0.35%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-11-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-54954.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Finance B.V.                                                      | SARTORIUS FINANCE BV 4.875000% 09/14/2035                               | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $251299.22    | 0.07%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                           | INTEL CORP 5.600000% 02/21/2054                                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      406000 | PA      | $389832.11    | 0.10%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/INR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-180.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    26296000 | PA      | $1495031.31   | 0.40%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $9822.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 5.375000% 11/26/2025       | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |      290000 | PA      | $290367.70    | 0.08%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                          | CPPIB CAPITAL INC MTN 5.200000% 03/04/2034                              | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      274000 | PA      | $186729.53    | 0.05%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                    | ENGIE SA MTN 4.500000% 09/06/2042                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $357993.83    | 0.10%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2232.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-303.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         144 | NC      | $30009375.00  | 7.97%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1554.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | Credit Default Swap                                                     | CUSIP: CDS890042<br>LEI: 74KKBLHM4AWY05GPNY79 | N/A              | DCR              |  | US        |     1892000 | NC      | $-42823.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              |  | XX        |     1077000 | NC      | $-134463.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $254.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 5.875000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $531771.67    | 0.14%             | 2174-07-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.600000% 05/15/2041                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       77000 | PA      | $85188.48     | 0.02%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                          | CREDIT AGRICOLE SA MTN 6.500000% MATURITY: PERPETUAL                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $497027.24    | 0.13%             | 2174-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     4830000 | PA      | $9670.87      | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.500000% 05/21/2030                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2132000 | PA      | $1342097.72   | 0.36%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                             | ONTARIO TEACHERS' FINANCE TRUST MTN 0.100000% 05/19/2028                | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      143000 | PA      | $158297.06    | 0.04%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UKTI   0.750 11/22/33 0.75                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | USGA              | GB        |      462000 | PA      | $645405.47    | 0.17%             | 2033-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG 144A 7.000000% MATURITY: PERPETUAL                         | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $305828.70    | 0.08%             | 2174-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-405.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2715000 | PA      | $660453.28    | 0.18%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/NZD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3426.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                         | CITADEL FINANCE LLC 144A 5.900000% 02/10/2030                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1014590.14   | 0.27%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $9174.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                      | CHINA DEVELOPMENT BANK 4.300000% 08/02/2032                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $639948.30    | 0.17%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.740000% 10/15/2029                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2240000 | PA      | $316629.49    | 0.08%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | TREASURY BILL 0.000000% 10/09/2025                                      | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9306000 | PA      | $9297600.78   | 2.47%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1376.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.250000% 07/31/2034                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      692255 | PA      | $906008.98    | 0.24%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NOK SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1001000 | PA      | $244068.77    | 0.06%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 2.950000% 02/20/2035           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      499000 | PA      | $583589.49    | 0.15%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8806.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | TSY INFL IX N/B 1.625000% 04/15/2030                                    | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |     2073000 | PA      | $2135940.68   | 0.57%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $564.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-11116.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-2959.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                            | DEUTSCHE BANK AG MTN 1.750000% 11/19/2030                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $999039.55    | 0.27%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                          | FX Forward Contract: ZAR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $749.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.500000% 05/21/2030                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1128000 | PA      | $710077.97    | 0.19%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                             | FX Forward Contract: CAD/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-3313.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 4.000000% 06/01/2041                                | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      523000 | PA      | $401462.83    | 0.11%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                            | NEDERLANDSE WATERSCHAPSBANK NV MTN 0.000000% 11/16/2026                 | CUSIP: N6S77BLV5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      432000 | PA      | $495877.27    | 0.13%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              |  | XX        |     3671000 | NC      | $-458322.89   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1693.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                 | FX Forward Contract: INR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-5964.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-20580.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 2.900000% 12/02/2046                              | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1419000 | PA      | $808056.96    | 0.21%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       40000 | PA      | $10735.79     | 0.00%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-1087.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.200000% 02/15/2034                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2417000 | PA      | $2756463.74   | 0.73%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                 | FX Forward Contract: CHF/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $-151.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Forsaetisraduneyti                                                          | RIKISBREF 6.500000% 02/15/2038                                          | CUSIP: YR6906709<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     7453313 | PA      | $60045.37     | 0.02%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 2.400000% 11/17/2027                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    19022000 | PA      | $602063.78    | 0.16%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 3.120000% 10/25/2052                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    24050000 | PA      | $3944877.90   | 1.05%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2490500 | PA      | $118163.75    | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                  | JP MORGAN MORTGAGE TRUST 2004-A5 JPMMT 2004-A5 3A1                      | CUSIP: 466247FZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       11039 | PA      | $10223.94     | 0.00%             | 2034-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.375000% 08/19/2030                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    13903000 | PA      | $1237869.74   | 0.33%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 3.500000% 01/22/2045                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      318120 | PA      | $331714.49    | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 0.250000% 05/15/2028                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2725000 | PA      | $1476083.20   | 0.39%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | UNITED MEXICAN STATES 4.000000% 03/15/2115                              | CUSIP: P9767G4W8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2530000 | PA      | $2084744.03   | 0.55%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 1.400000% 03/20/2055                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   430350000 | PA      | $1980335.58   | 0.53%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-129474.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                           | FX Forward Contract: AUD/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $7052.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $12.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     3270000 | PA      | $8481.75      | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              |  | XX        |     1371000 | NC      | $-34630.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUST 3YR BOND FUT DEC25                                                     | AUST 3YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |           5 | NC      | $354044.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.500000% 06/10/2034                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   169850000 | PA      | $125862.92    | 0.03%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-43361.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                               | EUROGRID GMBH MTN 4.056000% 05/28/2037                                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $238498.00    | 0.06%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2026           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      112000 | PA      | $132138.84    | 0.04%             | 2026-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                               | CREDIT AGRICOLE ASSURANCES SA 4.750000% 09/27/2048                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $245275.94    | 0.07%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLIMITED COMPANY                                            | FISERV FUNDING ULC 4.000000% 06/15/2036                                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | NUSS              | US        |      193000 | PA      | $227168.43    | 0.06%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROKER - BANCO SANTANDER SA                                                 | BROKER - BANCO SANTANDER SA REC - 13.28%                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |     7544116 | NC      | $2160.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Slovenska Republika                                                         | SLOVAKIA GOVERNMENT BOND 4.000000% 10/19/2032                           | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      389000 | PA      | $483587.44    | 0.13%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                       | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.700000% 12/01/2055 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69824.56     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $88942.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.250000% 06/01/2029                                | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3307000 | PA      | $2347722.82   | 0.62%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                | NEW YORK LIFE GLOBAL FUNDING MTN 5.000000% 06/06/2029                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      369000 | PA      | $379471.12    | 0.10%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA MTN 4.625000% 01/27/2028                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $241366.06    | 0.06%             | 2028-01-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-6.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $13918.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      459000 | PA      | $110090.20    | 0.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.000000% 10/20/2040           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      497000 | PA      | $350692.00    | 0.09%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2967000 | PA      | $1806117.60   | 0.48%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                          | CADENT FINANCE PLC MTN 0.750000% 03/11/2032                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      355000 | PA      | $352266.15    | 0.09%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK: CITIBANK NA LONDON PAY: 3.364%                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | US        |     2840000 | NC      | $284690.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 4.500000% 04/21/2033                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      929000 | PA      | $633126.99    | 0.17%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    25322600 | PA      | $1306567.43   | 0.35%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.250000% 12/07/2049                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      393141 | PA      | $443557.75    | 0.12%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/NOK SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2101.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                               | MEDTRONIC INC 4.150000% 10/15/2043                                      | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | DBT              | NUSS              | US        |      428000 | PA      | $503587.86    | 0.13%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2953000 | PA      | $707650.83    | 0.19%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                 | TYCO ELECTRONICS GROUP SA 3.250000% 01/31/2033                          | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |      247000 | PA      | $288877.06    | 0.08%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROKER - BNP PARIBAS SA LONDON                                              | BROKER - BNP PARIBAS SA LONDON REC - 3.7346%                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24000000 | NC      | $-19676.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 3.500000% 01/22/2045                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      195000 | PA      | $203333.09    | 0.05%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                  | AMGEN INC 5.150000% 03/02/2028                                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209785.71    | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.200000% 03/13/2031                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     9080000 | PA      | $376328.10    | 0.10%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -21 | NC      | $-2293101.56  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction and Development                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 4.200000% 04/21/2033 | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |     2689000 | PA      | $1729549.20   | 0.46%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-11918.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3115.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                 | BANK OF AMERICA CORP 4.623000% 05/09/2029                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283468.95    | 0.08%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                   | REALTY INCOME CORP 5.125000% 07/06/2034                                 | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |      114000 | PA      | $148168.24    | 0.04%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-108.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 1.750000% 05/15/2041                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      231000 | PA      | $89969.03     | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 1.850000% 05/23/2049           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      497000 | PA      | $422982.59    | 0.11%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.250000% 08/15/2028                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      620000 | PA      | $692256.60    | 0.18%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.500000% 02/15/2031                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11940000000 | PA      | $745567.56    | 0.20%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                           | HELLENIC REPUBLIC GOVERNMENT BOND 144A 3.625000% 06/15/2035             | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      344000 | PA      | $412103.96    | 0.11%             | 2035-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                             | MOTABILITY OPERATIONS GROUP PLC MTN 3.875000% 01/24/2034                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | NUSS              | GB        |      320000 | PA      | $380141.11    | 0.10%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/ILS SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-88647.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                      | ASIAN DEVELOPMENT BANK MTN 2.350000% 06/21/2027                         | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | XX        |   350000000 | PA      | $2430350.14   | 0.65%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CHF SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $22073.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                         | ONCOR ELECTRIC DELIVERY CO LLC 3.625000% 06/15/2034                     | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | NUSS              | US        |      140000 | PA      | $165468.04    | 0.04%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                        | SOUTHERN CO/THE 5.500000% 03/15/2029                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332729.60    | 0.09%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                            | PSP CAPITAL INC MTN 5.250000% 02/27/2035                                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      373000 | PA      | $250721.78    | 0.07%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 2.200000% 03/20/2064                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   282600000 | PA      | $1467679.18   | 0.39%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.110000% 08/25/2034                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4620000 | PA      | $663035.94    | 0.18%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| China Development Bank (Hong Kong Branch)                                   | CHINA DEVELOPMENT BANK/HONG KONG MTN 2.600000% 04/23/2029               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     7510000 | PA      | $1083226.33   | 0.29%             | 2029-04-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.500000% 12/21/2034                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      796000 | PA      | $497691.24    | 0.13%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $77.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                     | NTT FINANCE CORP 144A 1.162000% 04/03/2026                              | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |      345000 | PA      | $339590.58    | 0.09%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                | FX Forward Contract: CLP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-688.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/SGD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1277.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.232000% 06/30/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2295000 | PA      | $569893.64    | 0.15%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CHF SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-138.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                      | BEAR STEARNS ARM TRUST 2004-6 BSARM 2004-6 3A                           | CUSIP: 07384MW81<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        5036 | PA      | $4880.27      | 0.00%             | 2034-09-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital B.V.                                                | MSD NETHERLANDS CAPITAL BV 3.500000% 05/30/2037                         | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | NUSS              | US        |      190000 | PA      | $221230.10    | 0.06%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $813.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CHF SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2056.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2179.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 8.375000% 03/15/2034                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33855000000 | PA      | $2305796.71   | 0.61%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.000000% 06/15/2035             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      201000 | PA      | $233882.17    | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 3.750000% 03/07/2027                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      722000 | PA      | $968708.84    | 0.26%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROKER - DEUTSCHE BANK AG LONDON                                            | BROKER - DEUTSCHE BANK AG LONDON REC - 13.285%                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |     7955884 | NC      | $2646.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - MERRILL LYNCH INTERNAT                                             | BROKER - MERRILL LYNCH INTERNAT REC - 13.005%                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |    16000000 | NC      | $-35426.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                               | FX Forward Contract: COP/USD SETTLE 2025-10-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $33512.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.500000% 09/20/2036                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   284050000 | PA      | $1680008.08   | 0.45%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA LIMITED Zweigniederlassung Frankfurt am Main Frankfurt Branch | BANK OF CHINA LTD/FRANKFURT MTN 3.200000% 10/18/2025                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    42100000 | PA      | $5917335.75   | 1.57%             | 2025-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 6.000000% 04/28/2028                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3135000000 | PA      | $732764.35    | 0.19%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2040                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   689850000 | PA      | $4751433.25   | 1.26%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $709.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                  | EAST JAPAN RAILWAY CO MTN 3.533000% 09/04/2036                          | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | NUSS              | JP        |      330000 | PA      | $387097.06    | 0.10%             | 2036-09-04      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/THB SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $18251.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                             | SOUTH AUST GOVT FIN AUTH 4.750000% 05/24/2038                           | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     1002000 | PA      | $635137.02    | 0.17%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PEN SETTLE 2025-10-07                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-26610.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2904.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                                    | UBISOFT ENTERTAINMENT SA 0.878000% 11/24/2027                           | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $546938.07    | 0.15%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 4.250000% 03/21/2036                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      491000 | PA      | $322843.74    | 0.09%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-26046.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1343.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 1.500000% 05/15/2031                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      130000 | PA      | $67501.41     | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/SGD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2464.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-179702.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-12-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-22869.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $358.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-38296.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-5364.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.750000% 07/15/2035                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7172000000 | PA      | $441526.65    | 0.12%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/NOK SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $790.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.000000% 09/15/2030                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10814000000 | PA      | $688163.64    | 0.18%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 2.125000% 05/18/2032                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     4654000 | PA      | $417151.85    | 0.11%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-177.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-830.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS 4.750000% 02/26/2029                                | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |     4052000 | PA      | $4788788.53   | 1.27%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      142000 | PA      | $50129.99     | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | CITIGROUP INC 4.113000% 04/29/2036                                      | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | NUSS              | US        |      380000 | PA      | $460259.49    | 0.12%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                          | ORACLE CORP 5.200000% 09/26/2035                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      310000 | PA      | $311706.99    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-147.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                                             | KINGDOM OF DENMARK 4.500000% 11/15/2039                                 | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     1533000 | PA      | $292381.72    | 0.08%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 2.800000% 06/02/2048                              | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $850187.58    | 0.23%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5895.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                              | EUROPEAN UNION MTN 3.375000% 12/12/2035                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |     2330000 | PA      | $2788041.32   | 0.74%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/RON SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3777.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-4.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JPN 10Y BOND(OSE) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           8 | NC      | $7355655.62   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/SEK SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2423.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | ENERGY TRANSFER LP 5.200000% 04/01/2030                                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56708.66     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1556.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 7.000000% 03/26/2031                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1776000000 | PA      | $377241.79    | 0.10%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 7.000000% 10/24/2035                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    25180000 | PA      | $76633.25     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KfW                                                                         | KREDITANSTALT FUER WIEDERAUFBAU 2.600000% 06/20/2037                    | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   207000000 | PA      | $1545314.44   | 0.41%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-654.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $6.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 4.099000% 05/22/2036                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      260000 | PA      | $315169.17    | 0.08%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/SEK SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-544.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4037.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $87183.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                       | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035 | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      155000 | PA      | $156480.60    | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $3822.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA 2.625000% 12/02/2040                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2340000 | PA      | $1759190.12   | 0.47%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 2.000000% 06/10/2031                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1868160000 | PA      | $1274669.94   | 0.34%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | Credit Default Swap                                                     | CUSIP: CDS226101<br>LEI: 213800IQAOC5HG62T347 | N/A              | DCR              |  | US        |     -430000 | NC      | $34022.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.100000% 09/20/2027                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   440950000 | PA      | $2937855.31   | 0.78%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                             | FIRST CITIZENS BANCSHARES INC/NC 6.254000% 03/12/2040                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405228.80    | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2398000 | PA      | $584692.22    | 0.16%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $927.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $2122.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-582.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GVT ILB 2.500000% 09/20/2040                                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      722000 | PA      | $532178.21    | 0.14%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK CANADA                                                           | FX Forward Contract: EUR/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $121.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                            | PSP CAPITAL INC 144A 3.250000% 07/02/2034                               | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $294692.04    | 0.08%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: RON/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | RO        |           1 | NC      | $-581.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2031                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   277950000 | PA      | $1742304.32   | 0.46%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.800000% 09/20/2031                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   385500000 | PA      | $2680449.88   | 0.71%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-69.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   115200000 | PA      | $332777.48    | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-26838.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.750000% 12/01/2053                                | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      737000 | PA      | $355395.66    | 0.09%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-953.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-21.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                    | EUROPEAN INVESTMENT BANK 5.625000% 06/07/2032                           | CUSIP: L32482BR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      768000 | PA      | $1106385.20   | 0.29%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MXN SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9447.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.375000% 05/15/2048                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11760000000 | PA      | $739514.53    | 0.20%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 10.000000% 11/20/2036                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    37160900 | PA      | $2193450.88   | 0.58%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-12-15                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $59013.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $848.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 4.625000% 01/25/2043                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1048644.74   | 0.28%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CNY SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3588.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7553.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $561.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $7343.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-339.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 1.250000% 07/31/2051                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3049174 | PA      | $1713466.29   | 0.46%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC 9.250000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      350000 | PA      | $509639.20    | 0.14%             | 2174-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.250000% 10/20/2036           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      544000 | PA      | $466920.44    | 0.12%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                           | REPSOL E&P CAPITAL MARKETS US LLC 144A 5.204000% 09/16/2030             | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $201447.76    | 0.05%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 7.500000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $774042.39    | 0.21%             | 2173-12-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $1369.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                             | FX Forward Contract: NOK/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $57803.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                | FX Forward Contract: PLN/USD SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $740.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-169846.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/ILS SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-722.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-480.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS INC. (PAS)                                                  | FX Forward Contract: JPY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-465.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-11673.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADA-GOV'T 2.000000% 12/01/2051                                       | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1579000 | PA      | $825349.22    | 0.22%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $13157.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $271694.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.750000% 02/17/2027                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    13580000 | PA      | $1323598.82   | 0.35%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                       | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-149.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                | CENTRICA PLC 6.500000% 05/21/2055                                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | NUSS              | GB        |      350000 | PA      | $482380.86    | 0.13%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC 6.250000% 06/01/2032                                 | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      720000 | PA      | $608884.86    | 0.16%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          40 | NC      | $6042817.19   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US TREASURY N/B 3.750000% 04/30/2027                                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     5220000 | PA      | $5227340.63   | 1.39%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 6.300000% 04/26/2028                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      915000 | PA      | $206462.09    | 0.05%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                            | FX Forward Contract: PEN/USD SETTLE 2025-10-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $10928.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS INC. (PAS)                                                  | FX Forward Contract: JPY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-4150.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $20888.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                          | HUNTINGTON BANCSHARES INC/OH 6.141000% 11/18/2039                       | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208122.36    | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                     | CANADIAN IMPERIAL BANK OF COMMERCE 4.508000% 09/11/2027                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |      355000 | PA      | $356072.32    | 0.09%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                       | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      630000 | PA      | $498979.35    | 0.13%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-2164.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-292.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.375000% 06/10/2032                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   570570000 | PA      | $418522.12    | 0.11%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          23 | NC      | $2812762.52   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                             | CAIXABANK SA 1.250000% 01/11/2027                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $348294.86    | 0.09%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 04/14/2041         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2314000 | PA      | $1751768.15   | 0.47%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2447.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-385.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                           | NATIONAL GRID PLC MTN 4.275000% 01/16/2035                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | NUSS              | GB        |      370000 | PA      | $451962.91    | 0.12%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $99008.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 13.250000% 02/09/2033                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3671000000 | PA      | $1012599.48   | 0.27%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                            | SWITZERLAND 3.500000% 04/08/2033                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     1664000 | PA      | $2623228.61   | 0.70%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          23 | NC      | $2812762.52   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $26482.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                   | Credit Default Swap                                                     | CUSIP: CDS832927<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |     4730000 | NC      | $-107058.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $578856.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 3.850000% 10/01/2040             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1960000 | PA      | $2276323.08   | 0.60%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 02/22/2036         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      425000 | PA      | $485806.28    | 0.13%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 3.750000% 06/12/2035                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     1252000 | PA      | $122504.47    | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                    | BAYER AG 7.000000% 09/25/2083                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $515317.76    | 0.14%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.900000% 09/20/2034                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    87900000 | PA      | $561039.90    | 0.15%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 4.650000% 10/01/2055             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      525000 | PA      | $636910.89    | 0.17%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/KRW SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $233.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2033                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     2779161 | PA      | $3239558.12   | 0.86%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $2946.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-137.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.000000% 06/22/2034            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      574534 | PA      | $669499.58    | 0.18%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNPC Global Capital Limited                                                 | CNPC GLOBAL CAPITAL LTD 2.600000% 01/25/2026                            | CUSIP: N/A<br>LEI: 254900BS1UPERUNF4860       | Long             | DBT              | NUSS              | CN        |    11940000 | PA      | $1680854.64   | 0.45%             | 2026-01-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2030                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      188000 | PA      | $222299.52    | 0.06%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                | SANTANDER HOLDINGS USA INC 6.174000% 01/09/2030                         | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      199000 | PA      | $207282.58    | 0.06%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 3.000000% 04/20/2029                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      813000 | PA      | $469896.35    | 0.12%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.850000% 05/15/2027                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    14740000 | PA      | $2083732.64   | 0.55%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                      | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.375000% 02/22/2037               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $231893.89    | 0.06%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG MTN 4.625000% 03/17/2028                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |      265000 | PA      | $320441.70    | 0.09%             | 2028-03-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-52575.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | EURO-BTP FUTURE   DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          10 | NC      | $1408126.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/RON SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $546.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                          | CADENT FINANCE PLC MTN 3.750000% 04/16/2033                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      390000 | PA      | $461750.38    | 0.12%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      719000 | PA      | $161927.46    | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-9660.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                      | FX Forward Contract: GBP/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-19009.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                      | SES SA MTN 4.875000% 06/24/2033                                         | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | NUSS              | LU        |      140000 | PA      | $171271.67    | 0.05%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $16315.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1101.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                                     | IRELAND GOVERNMENT BOND 3.150000% 10/18/2055                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      149000 | PA      | $158175.37    | 0.04%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $25112.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-12-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $18044.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                | EAGLE FUNDING LUXCO SARL 144A 5.500000% 08/17/2030                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | MX        |     1800000 | PA      | $1826208.00   | 0.49%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.500000% 09/07/2034                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      326551 | PA      | $436005.16    | 0.12%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                              | WINTERSHALL DEA FINANCE 2 BV 3.000000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $566205.67    | 0.15%             | 2174-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $60.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -6 | NC      | $-675000.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-184989.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADA GOVERNMENT 4.625000% 04/30/2029                                  | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      270000 | PA      | $278406.25    | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-755.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-266.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 2.000000% 12/17/2031                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1865000 | PA      | $60033.79     | 0.02%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                                              | FINLAND GOVERNMENT BOND 144A 2.950000% 04/15/2055                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      130000 | PA      | $131249.50    | 0.03%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-11-17                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $11048.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1288.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2692000 | PA      | $644923.93    | 0.17%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1947.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: JPY/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | JP        |           1 | NC      | $-391.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 4.100000% 04/30/2046             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      222000 | PA      | $259708.65    | 0.07%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $3038.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2035                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      324000 | PA      | $192551.09    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                           | FX Forward Contract: MYR/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $83.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific (Finance I) B.V.                                   | THERMO FISHER SCIENTIFIC FINANCE I BV 0.000000% 11/18/2025              | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | NUSS              | US        |      206000 | PA      | $241362.51    | 0.06%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                               | UNICREDIT SPA 144A 3.127000% 06/03/2032                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |      305000 | PA      | $281037.96    | 0.07%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                    | DIAMONDBACK ENERGY INC 5.200000% 04/18/2027                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      470000 | PA      | $476746.66    | 0.13%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.625000% 06/12/2054             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      139000 | PA      | $154228.49    | 0.04%             | 2054-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 1.800000% 03/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    40000000 | PA      | $206425.84    | 0.05%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/THB SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $81.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $303.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.700000% 06/20/2033                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   537550000 | PA      | $3697569.44   | 0.98%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.000000% 03/21/2047                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      581000 | PA      | $289113.79    | 0.08%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                | FX Forward Contract: CLP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-778.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-2579.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 7.900000% 02/24/2038                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      115000 | PA      | $27804.48     | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: NZD/USD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | NZ        |           1 | NC      | $-16562.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6979.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/CAD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $858.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                   | REALTY INCOME CORP 3.875000% 06/20/2035                                 | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |      152000 | PA      | $179200.10    | 0.05%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $214072.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1999000 | PA      | $577518.83    | 0.15%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      795000 | PA      | $153625.63    | 0.04%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                          | CPPIB CAPITAL INC MTN 0.250000% 04/06/2027                              | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      857000 | PA      | $978380.81    | 0.26%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-18803.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $610.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $55844.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.850000% 06/04/2027                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20810000 | PA      | $2995185.76   | 0.80%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1066000 | PA      | $254097.20    | 0.07%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 07/15/2035                   | CUSIP: N82128CJ1<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      633000 | PA      | $720951.79    | 0.19%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                        | NEW S WALES TREASURY CRP 2.000000% 03/08/2033                           | CUSIP: Q6715PB65<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1010000 | PA      | $562640.27    | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 3.125000% 01/25/2029                           | CUSIP: ZF4011507<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $298589.69    | 0.08%             | 2029-01-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                            | SWITZERLAND 1.500000% 04/30/2042                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      316000 | PA      | $467967.94    | 0.12%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                | FX Forward Contract: MXN/USD SETTLE 2025-10-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $2341.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-17018.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                             | WP CAREY INC 3.700000% 11/19/2034                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | NUSS              | US        |      218000 | PA      | $251883.23    | 0.07%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 5.000000% 05/15/2054                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       38000 | PA      | $21858.59     | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.500000% 01/31/2041                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      520000 | PA      | $595483.28    | 0.16%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.100000% 09/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    89050000 | PA      | $491579.40    | 0.13%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/JPY SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5618.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC MTN 5.262000% 01/29/2034                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      250000 | PA      | $324091.15    | 0.09%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                            | FX Forward Contract: IDR/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-25738.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 7.000000% 03/26/2031                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6967000000 | PA      | $1479866.86   | 0.39%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2026-01-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $165.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $618.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                               | FORD MOTOR CREDIT CO LLC 6.125000% 05/15/2028                           | CUSIP: 34540UAE9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | NUSS              | US        |      205000 | PA      | $257125.29    | 0.07%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/COP SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1710.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                        | KONINKLIJKE KPN NV MTN 3.375000% 02/17/2035                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $231006.12    | 0.06%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $-31.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       72000 | PA      | $43828.94     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | KOREA 10YR BND FU DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          37 | NC      | $3095442.07   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $23.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                | FX Forward Contract: CLP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-4449.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika Slovenija                                                         | REPUBLIKA SLOVENIJA 1.250000% 03/22/2027                                | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      556000 | PA      | $646770.94    | 0.17%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    18630000 | PA      | $50088.79     | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $312.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.250000% 09/17/2031                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    13740000 | PA      | $1182595.95   | 0.31%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/MYR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-200.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NOK SETTLE 2025-11-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1500.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $458.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                           | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-638.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2291.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                  | ZIONS BANCORP NA 6.816000% 11/19/2035                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      250000 | PA      | $265738.81    | 0.07%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                                              | DEVELOPMENT BK OF JAPAN 2.300000% 03/19/2026                            | CUSIP: J12168BR0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1022696.07   | 0.27%             | 2026-03-19      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.910000% 07/15/2029                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6970000 | PA      | $991039.11    | 0.26%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.100000% 06/22/2035            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      612000 | PA      | $709782.52    | 0.19%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                | BRITISH COLUMBIA PROV OF 2.950000% 12/18/2028                           | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1653000 | PA      | $1198561.62   | 0.32%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6516.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                  | AVERY DENNISON CORP 4.000000% 09/11/2035                                | CUSIP: 053611AR0<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | NUSS              | US        |      100000 | PA      | $117706.26    | 0.03%             | 2035-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-911.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                               | BRK: HSBC BANK PLC PAY: CHINA FIXING REPO RATE 7 DAYS                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CN        |     3700000 | NC      | $7431.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                 | VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      445000 | PA      | $424460.03    | 0.11%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $779.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1813.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $502.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.625000% 02/15/2034                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4177000000 | PA      | $254962.43    | 0.07%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1029000 | PA      | $297282.08    | 0.08%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                     | NTT FINANCE CORP 144A 4.091000% 07/16/2037                              | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |      164000 | PA      | $198023.38    | 0.05%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: RON/USD SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | RO        |           1 | NC      | $-237.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 11/07/2047                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    30856500 | PA      | $1476163.51   | 0.39%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-11-24                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $383.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                         | COMCAST CORP 0.000000% 09/14/2026                                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | NUSS              | US        |      450000 | PA      | $517411.95    | 0.14%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 4.250000% 03/28/2041            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       30000 | PA      | $37418.11     | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 1.800000% 09/20/2053                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   261000000 | PA      | $1354510.21   | 0.36%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                    | STATE STREET CORP 5.272000% 08/03/2026                                  | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227131.84    | 0.06%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.500000% 04/24/2040                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2920000 | PA      | $92689.02     | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-12-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-9.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4994000 | PA      | $1195408.54   | 0.32%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | BONOS Y OBLIG DEL ESTADO 2.400000% 05/31/2028                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      352000 | PA      | $415245.93    | 0.11%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.850000% 10/22/2034            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       34000 | PA      | $38951.03     | 0.01%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                 | FX Forward Contract: INR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-9588.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/HUF SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2743.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.450000% 10/31/2034                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1429000 | PA      | $1719449.38   | 0.46%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 6.750000% 04/25/2035                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      305000 | PA      | $67929.39     | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.375000% 08/15/2028                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19526000000 | PA      | $1208186.63   | 0.32%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 3.500000% 03/01/2027                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      390000 | PA      | $310983.60    | 0.08%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.800000% 06/20/2055                              | CUSIP: J2615UAJ5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    76250000 | PA      | $489572.66    | 0.13%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $856.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                  | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-1110.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $8145.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                | FX Forward Contract: CLP/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-2370.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON REC - 3.5468%                               | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | US        |     3200000 | NC      | $9154.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1935.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/AUD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-971.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                            | TREASURY CORP OF VICTORIA MTN 2.000000% 11/20/2037                      | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     2435000 | PA      | $1142329.14   | 0.30%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-5823.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                | CENTRICA PLC MTN 4.375000% 03/13/2029                                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | NUSS              | GB        |      179000 | PA      | $239074.07    | 0.06%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                | FX Forward Contract: JPY/USD SETTLE 2025-10-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-2317.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/EUR SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5968.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-9321.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $209.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 4.675000% 06/29/2044                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     2840000 | PA      | $124461.11    | 0.03%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                       | BANCO SANTANDER SA 0.250000% 07/10/2029                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $432668.41    | 0.11%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-12-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1735.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | ROYALTY PHARMA PLC 5.900000% 09/02/2054                                 | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $199092.19    | 0.05%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 07/15/2030                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      255829 | PA      | $268427.76    | 0.07%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                               | FX Forward Contract: COP/USD SETTLE 2025-10-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $745.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                 | ONEOK INC 4.250000% 09/24/2027                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600649.49    | 0.16%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-11-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $185.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.100000% 06/22/2035            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      998000 | PA      | $1157455.80   | 0.31%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.457000% 03/31/2053                                | CUSIP: Y2R35QFJ5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      182000 | PA      | $46507.47     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1030000 | PA      | $760231.69    | 0.20%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.000000% 03/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   341300000 | PA      | $2202914.30   | 0.59%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 02/15/2030                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      530000 | PA      | $565744.77    | 0.15%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LIMITED                                                              | NBN CO LTD MTN 4.375000% 03/15/2033                                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | NUSS              | AU        |      380000 | PA      | $478904.57    | 0.13%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESOBLIGATION 0.000000% 10/09/2026                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3673000 | PA      | $4231079.69   | 1.12%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.350000% 02/25/2034                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    26550000 | PA      | $3877155.01   | 1.03%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-10-20                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-723.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-12-01                          | CUSIP: N/A<br>LEI: 549300ZFEEJ2IP5VME73       | N/A              | DFE              |  | GB        |           1 | NC      | $-183.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 3.350000% 07/01/2029                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3796000 | PA      | $4586680.94   | 1.22%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/PLN SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3287.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                | FX Forward Contract: USD/RON SETTLE 2025-11-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $87.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -17 | NC      | $-3542773.44  | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CNY/USD SETTLE 2025-12-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $462.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer