# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-198545
**Filing Date:** 2025-8
**Character Count:** 869396
**Document Hash:** 3d72098024d5d3d69a3d3e799819c95e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198545.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198545

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251243356

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $988889774.05

**Total Liabilities:** $20650796.71

**Net Assets:** $968238977.34

**Cash Not Reported:** $1113883.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5816.25054215 | **1-Year:** 44678.36094008 | **5-Year:** 111987.40847446 | **10-Year:** 152488.24066075 | **30-Year:** 88044.29305986

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

- **3-Month:** 260.56596122 | **1-Year:** 17536.70163752 | **5-Year:** 72856.69380707 | **10-Year:** 103941.75269119 | **30-Year:** 79005.44442068

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214977 | 1.37%                | 0.11%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2806007.51             | $8995215.97                                |
| Month 2  | $-1042896.82             | $-3519349.33                               |
| Month 3  | $100584.23               | $-350092.55                                |

**Designated Index Information**

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

- **Index Identifier:** 64035599

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      270000 | PA      | $341243.57    | 0.04%             | 2032-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #36 2% 3/20/42                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   110000000 | PA      | $745628.97    | 0.08%             | 2042-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2042                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      330000 | PA      | $137669.91    | 0.01%             | 2042-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/CHF settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-324297.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10000000 | PA      | $531570.25    | 0.05%             | 2029-05-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    16200000 | PA      | $2381683.69   | 0.25%             | 2030-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       39000 | PA      | $44909.52     | 0.00%             | 2027-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 0.2% 03/18/2026                                                               | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     2894000 | PA      | $3360389.69   | 0.35%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 0.125% 10/15/2029 REGS                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      120000 | PA      | $127485.92    | 0.01%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 6.25%/VAR 02/23/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $126269.29    | 0.01%             | 2033-02-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1.5% 05/29/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      120000 | PA      | $134148.76    | 0.01%             | 2029-05-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.934%/VAR 05/03/2032                                                               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      440000 | PA      | $326196.14    | 0.03%             | 2032-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 1.375%/VAR 08/11/2031 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $116017.83    | 0.01%             | 2031-08-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2760000 | PA      | $3441717.43   | 0.36%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/SGD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44663.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 0.05% 09/02/2026 REGS                                                                    | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113899.99    | 0.01%             | 2026-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.82% 11/19/2068                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5380000 | PA      | $1140019.26   | 0.12%             | 2068-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 03/10/2028                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1690020000 | PA      | $1273321.88   | 0.13%             | 2028-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.75%/VAR 06/01/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $126383.20    | 0.01%             | 2033-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.538%/VAR 07/13/2029                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      250000 | PA      | $177734.53    | 0.02%             | 2029-07-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 5.177%/VAR 04/09/2034 REGS                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $61412.74     | 0.01%             | 2034-04-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.875% 10/01/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $113340.37    | 0.01%             | 2031-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 3.661% 01/13/2033 REGS                                                             | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      215000 | PA      | $155605.21    | 0.02%             | 2033-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3% 08/15/2033 144A REGS                                                               | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |     2060000 | PA      | $193306.54    | 0.02%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      870000 | PA      | $1023937.20   | 0.11%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: DKK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $16378.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                       | IBERDROLA INTL BV 1.825%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |      100000 | PA      | $108343.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.625% 04/28/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |      246000 | PA      | $251613.69    | 0.03%             | 2032-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      540000 | PA      | $590168.12    | 0.06%             | 2063-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.8% 09/20/2047                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    10200000 | PA      | $50720.57     | 0.01%             | 2047-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.7% 04/20/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       80000 | PA      | $34181.66     | 0.00%             | 2071-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.375% 05/07/2029 REGS                                                   | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $106896.14    | 0.01%             | 2029-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                   | FAIRFAX FINANCIAL HLDGS LTD 4.7% 12/16/2026                                                             | CUSIP: 303901AY8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      234000 | PA      | $174769.26    | 0.02%             | 2026-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 1.5% 07/31/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      115000 | PA      | $129423.85    | 0.01%             | 2029-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.875% 10/01/2051                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      330000 | PA      | $235599.58    | 0.02%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.5% 09/01/2026                                                                     | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      423000 | PA      | $310197.93    | 0.03%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1110000 | PA      | $1326952.57   | 0.14%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2033                                                                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1640000 | PA      | $1210642.76   | 0.13%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/HUF settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3054.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.125% 10/10/2031                                                                           | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      210000 | PA      | $211688.07    | 0.02%             | 2031-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.519% 04/20/2028                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4960000 | PA      | $1189328.40   | 0.12%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/NOK settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14956.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.625% 01/21/2031 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      348000 | PA      | $386802.64    | 0.04%             | 2031-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 1.45% 07/09/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111853.42    | 0.01%             | 2028-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUSA5+NA PERP REGS                                                                             | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |      150000 | PA      | $170134.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.4% 06/02/2026                                                                    | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       49000 | PA      | $35910.42     | 0.00%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.625% 11/19/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112927.99    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: JPY/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-445.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2% 09/13/2036 REGS                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97161.11     | 0.01%             | 2036-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   177000000 | PA      | $1211854.80   | 0.13%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      288000 | PA      | $326005.29    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 06/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   232000000 | PA      | $1169626.05   | 0.12%             | 2052-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       20000 | PA      | $28827.40     | 0.00%             | 2040-07-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.75%/VAR 01/23/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242282.80    | 0.03%             | 2031-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 1.102%/VAR 04/29/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      493000 | PA      | $499710.63    | 0.05%             | 2033-04-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 05/02/2046 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      170000 | PA      | $108777.91    | 0.01%             | 2046-05-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                           | NYKREDIT REALKREDIT AS 0.5% 07/10/2025 REGS                                                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      144000 | PA      | $169564.58    | 0.02%             | 2025-07-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3% 01/17/2032                                                                    | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    10000000 | PA      | $1503975.38   | 0.16%             | 2032-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1% 05/15/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      188000 | PA      | $219680.75    | 0.02%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENLANDESBANK NIEDEROESTERREICH WIEN AG                                   | RAIFFEISENLANDESBANK NIEDEROES 2.375% 08/31/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $112985.85    | 0.01%             | 2032-08-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 0.375% 11/08/2026 REGS                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       23000 | PA      | $26405.27     | 0.00%             | 2026-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP 1.875% 02/20/2036                                                                          | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      405000 | PA      | $402056.12    | 0.04%             | 2036-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.3% 08/14/2028                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      210000 | PA      | $136981.42    | 0.01%             | 2028-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      137000 | PA      | $137896.87    | 0.01%             | 2034-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 03/10/2053                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1849990000 | PA      | $1495192.76   | 0.15%             | 2053-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                                          | ROCHE FINANCE EUROPE BV 3.227% 05/03/2030 REGS                                                          | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |      380000 | PA      | $459870.15    | 0.05%             | 2030-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 11/25/2030 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $919562.54    | 0.09%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.02% 10/22/2025                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |       10000 | PA      | $1403.05      | 0.00%             | 2025-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.65% 05/20/2032                                                                    | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      410000 | PA      | $305746.94    | 0.03%             | 2032-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBANK EG                                                     | MUENCHENER HYPOTHEKENBANK EG 1.875% 08/25/2032 REGS                                                     | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       60000 | PA      | $66572.92     | 0.01%             | 2032-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                                        | AYVENS SA 4% 07/05/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242276.51    | 0.03%             | 2027-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0% 07/15/2031 REGS                                                        | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |      110000 | PA      | $110575.03    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2034 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       20000 | PA      | $26754.10     | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4399076 | PA      | $3547555.12   | 0.37%             | 2041-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 5.1% 07/15/2050                                                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   120000000 | PA      | $118413.49    | 0.01%             | 2050-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: GBP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $35532.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.875% 12/14/2027 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $258107.14    | 0.03%             | 2027-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.875% 07/22/2027                                                                | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |      310000 | PA      | $425054.70    | 0.04%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.638%/VAR 05/18/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      210000 | PA      | $243727.04    | 0.03%             | 2028-05-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                      | TELENOR ASA 1.125% 05/31/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      157000 | PA      | $174475.06    | 0.02%             | 2029-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING 0.832% 01/08/2027 REGS                                                            | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      140000 | PA      | $160441.61    | 0.02%             | 2027-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 0.85% 01/19/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      140000 | PA      | $146582.51    | 0.02%             | 2031-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.828% 07/05/2034                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4410000 | PA      | $1072388.03   | 0.11%             | 2034-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.35% 07/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      292000 | PA      | $329492.14    | 0.03%             | 2033-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.375% 10/03/2028 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $328178.24    | 0.03%             | 2028-10-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.625% 02/24/2043 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114399.91    | 0.01%             | 2043-02-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 5.789%/VAR 11/18/2033                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      170000 | PA      | $243405.57    | 0.03%             | 2033-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC                            | NATIONAL GRID ELECTRICITY DISTRIBUTION SOUTH WEST PLC 2.375% 05/16/2029 REGS                            | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |      250000 | PA      | $316674.17    | 0.03%             | 2029-05-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      490000 | PA      | $569576.05    | 0.06%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BK CHINA                                                           | EXPORT IMPORT BK CHINA 3.38% 07/16/2031                                                                 | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | CORP              | CN        |    32570000 | PA      | $4969169.92   | 0.51%             | 2031-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.625% 09/23/2034 REGS                                                                | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      190000 | PA      | $246961.46    | 0.03%             | 2034-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      430000 | PA      | $307009.11    | 0.03%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT #7 2.3% 5/20/32                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     1000000 | PA      | $7481.06      | 0.00%             | 2032-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 2.2% 06/15/2027                                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      398000 | PA      | $468414.35    | 0.05%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 0.01% 04/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     3019000 | PA      | $3235742.65   | 0.33%             | 2029-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.85% 12/01/2055 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      186000 | PA      | $147238.85    | 0.02%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      190000 | PA      | $219885.76    | 0.02%             | 2034-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                                                | NORDEA HYPOTEK AB 0.5% 09/16/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    15200000 | PA      | $1578471.01   | 0.16%             | 2026-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS                                                                | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      250000 | PA      | $227117.00    | 0.02%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.1% 06/01/2050                                                                    | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      231000 | PA      | $134406.63    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.45% 02/27/2047 REGS                                    | CUSIP: 07813ZBX1<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $19881.18     | 0.00%             | 2047-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4910000 | PA      | $5736601.62   | 0.59%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 3.5% 07/17/2031 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238608.01    | 0.02%             | 2031-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.5% 11/12/2031 REGS                                                          | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      820000 | PA      | $839881.06    | 0.09%             | 2031-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 06/07/2028 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1860000 | PA      | $2601753.82   | 0.27%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1940000 | PA      | $1215498.53   | 0.13%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 1.625% 01/16/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       45000 | PA      | $49815.03     | 0.01%             | 2030-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1.5% 01/16/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      335000 | PA      | $370273.50    | 0.04%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      380000 | PA      | $390540.37    | 0.04%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                                           | ENBRIDGE PIPELINES INC 4.13% 08/09/2046                                                                 | CUSIP: 29250ZAW8<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      406000 | PA      | $257311.72    | 0.03%             | 2046-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1617000 | PA      | $1598324.99   | 0.17%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: MXN/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2759.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   301400000 | PA      | $1979187.40   | 0.20%             | 2033-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    51800000 | PA      | $286897.29    | 0.03%             | 2040-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.01% 05/05/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       38000 | PA      | $43202.19     | 0.00%             | 2027-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.25% 10/31/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1376000 | PA      | $1516313.78   | 0.16%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.45%/VAR 02/16/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      320000 | PA      | $393617.46    | 0.04%             | 2029-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       70000 | PA      | $45922.61     | 0.00%             | 2029-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                              | SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS                                                | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      108000 | PA      | $103372.75    | 0.01%             | 2027-08-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 1.375% 07/06/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $305343.02    | 0.03%             | 2032-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 09/07/2037 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |        7000 | PA      | $7016.64      | 0.00%             | 2037-09-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      549000 | PA      | $548614.91    | 0.06%             | 2032-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 05/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       32000 | PA      | $36810.84     | 0.00%             | 2028-05-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 1% 04/13/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |      210000 | PA      | $235460.64    | 0.02%             | 2029-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.25% 04/22/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1461000 | PA      | $1533444.06   | 0.16%             | 2033-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 1.375% 12/02/2029 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      567000 | PA      | $584083.17    | 0.06%             | 2029-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.35% 03/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1808000 | PA      | $2132693.92   | 0.22%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.3% 06/02/2048                                                                   | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $91731.60     | 0.01%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11363.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.45% 09/13/2038                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      140000 | PA      | $167431.22    | 0.02%             | 2038-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.37% 01/20/2027                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5670000 | PA      | $802950.23    | 0.08%             | 2027-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.75% 04/21/2027 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      370000 | PA      | $250007.62    | 0.03%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      452000 | PA      | $387811.18    | 0.04%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 1.7% 05/25/2050 REGS                                                        | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $377247.32    | 0.04%             | 2050-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 4.75% 09/15/2036                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $32019.00     | 0.00%             | 2036-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO PTY LTD                                                    | TRANSURBAN FINANCE CO PTY LTD 3.713% 03/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $120089.87    | 0.01%             | 2032-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 4.875% 05/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $255214.55    | 0.03%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.05% 08/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      213000 | PA      | $251108.58    | 0.03%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 2.75% 04/01/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $218193.06    | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS ULC                                                | BROOKFIELD RENEWABLE PARTNERS ULC 5.84% 11/05/2036                                                      | CUSIP: 05573YAB7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $64303.73     | 0.01%             | 2036-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/PEN settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33111.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.7% 06/02/2029                                                                    | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1240104.15   | 0.13%             | 2029-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 0.75% 06/29/2034 REGS                                                                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $563906.75    | 0.06%             | 2034-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    83550000 | PA      | $552002.65    | 0.06%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 1.5% 10/06/2031 REGS                                                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103921.68    | 0.01%             | 2031-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0% 11/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217650.76    | 0.02%             | 2028-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 4.2% 05/02/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |       90000 | PA      | $60019.53     | 0.01%             | 2028-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2038 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      390000 | PA      | $351714.58    | 0.04%             | 2038-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 1.25% 11/02/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       30000 | PA      | $33509.38     | 0.00%             | 2029-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 0.25% 03/04/2026                                                                           | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116210.94    | 0.01%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/HUF settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52968.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 2.25% 06/30/2029                                                                            | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      619000 | PA      | $779567.85    | 0.08%             | 2029-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                  | DOW CHEMICAL CO 1.875% 03/15/2040                                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      232000 | PA      | $200114.41    | 0.02%             | 2040-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 1.25% 10/25/2030                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      396000 | PA      | $91262.32     | 0.01%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/SEK settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92895.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 12/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     1270000 | PA      | $1549654.50   | 0.16%             | 2031-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       30000 | PA      | $39128.50     | 0.00%             | 2037-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      700000 | PA      | $867093.07    | 0.09%             | 2035-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JT INTERNATIONAL FINANCIAL SERVICES BV                                           | JT INTL FINL SERVICES BV 2.375%/VAR 04/07/2081 REGS                                                     | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $139953.53    | 0.01%             | 2081-04-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                                                | HANNOVER RUECK SA 1.75%/VAR 10/08/2040 REGS                                                             | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $108338.16    | 0.01%             | 2040-10-08      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.5%/VAR 11/30/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $128942.29    | 0.01%             | 2032-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1326000 | PA      | $1453442.84   | 0.15%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC 0.5% 11/15/2031                                                                               | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      911000 | PA      | $936640.28    | 0.10%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0.5% 01/25/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      330000 | PA      | $334121.45    | 0.03%             | 2032-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 1.375% 01/05/2026 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352009.98    | 0.04%             | 2026-01-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 10/31/2027 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $116296.65    | 0.01%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      960000 | PA      | $1095403.03   | 0.11%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.625% 05/19/2027 REGS                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120398.27    | 0.01%             | 2027-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 5.125% 09/13/2034 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      290000 | PA      | $380364.80    | 0.04%             | 2034-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                     | ZURICH FINANCE (IRELAND) DAC 1.625% 06/17/2039 REGS                                                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $92043.59     | 0.01%             | 2039-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 2.125% 11/29/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235286.09    | 0.02%             | 2027-11-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 2.237% 11/04/2026                                                               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      360000 | PA      | $261634.81    | 0.03%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.25% 10/24/2026 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       69000 | PA      | $79164.98     | 0.01%             | 2026-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.5% 11/24/2028 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       40000 | PA      | $50650.70     | 0.01%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 0.05% 12/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210861.08    | 0.02%             | 2029-12-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $238493.41    | 0.02%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.875% 03/10/2051                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2378220000 | PA      | $1471985.86   | 0.15%             | 2051-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 04/30/2030 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      143000 | PA      | $153502.25    | 0.02%             | 2030-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: SEK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $26362.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                            | TOTAL CAP INTL 1.491% 04/08/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116019.12    | 0.01%             | 2027-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/THB settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37158.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 3.875%/VAR 06/16/2032 REGS                                                 | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239390.87    | 0.02%             | 2032-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.75% 06/17/2052                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    21057000 | PA      | $709047.68    | 0.07%             | 2052-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU EUSA5+NA PERP REGS                                                               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | EP               | CORP              | ES        |      100000 | PA      | $113431.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      300000 | PA      | $387945.80    | 0.04%             | 2028-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.112%/VAR 09/22/2033 REGS                                                                | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      220000 | PA      | $270228.91    | 0.03%             | 2033-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS (ADP)                                                         | AEROPORTS DE PARIS (ADP) 2.125% 10/02/2026 REGS                                                         | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234924.69    | 0.02%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.625% 01/10/2034 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      420000 | PA      | $489133.61    | 0.05%             | 2034-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                                                                  | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      768000 | PA      | $602433.39    | 0.06%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      490000 | PA      | $267281.92    | 0.03%             | 2071-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 3.3% 07/17/2028 REGS                                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |     1267000 | PA      | $824553.32    | 0.09%             | 2028-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.5% 07/15/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1040000 | PA      | $1164809.35   | 0.12%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 3.7% 06/14/2038 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117116.50    | 0.01%             | 2038-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.2% 05/23/2033 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |       37000 | PA      | $38854.09     | 0.00%             | 2033-05-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.125% 01/25/2030 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $139527.40    | 0.01%             | 2030-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 2.125% 09/24/2031 REGS                                                           | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      350000 | PA      | $411881.59    | 0.04%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.41% 03/17/2035                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    10600000 | PA      | $349158.22    | 0.04%             | 2035-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.01% 05/15/2041 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      330000 | PA      | $229308.79    | 0.02%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 3.7% 04/02/2040 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      331000 | PA      | $382220.39    | 0.04%             | 2040-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.4% 04/30/2028 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $115564.43    | 0.01%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 06/01/2030                                                                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       16000 | PA      | $10888.95     | 0.00%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3.375% 11/22/2032 REGS                                                           | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238197.95    | 0.02%             | 2032-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 10/11/2029 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1270000 | PA      | $1520029.68   | 0.16%             | 2029-10-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROATIA, REPUBLIC OF                                                             | CROATIA REPUBLIC OF 1.125% 06/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      151000 | PA      | $168177.41    | 0.02%             | 2029-06-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |       70000 | PA      | $131309.66    | 0.01%             | 2064-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                       | MARSH and MCLENNAN COS INC 1.349% 09/21/2026                                                            | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      768000 | PA      | $892977.80    | 0.09%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.75% 06/17/2030 REGS                                                              | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $116355.85    | 0.01%             | 2030-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 1.875% 09/26/2029 REGS                                                       | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      460000 | PA      | $520246.12    | 0.05%             | 2029-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 03/20/2049                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    10450000 | PA      | $46260.69     | 0.00%             | 2049-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1% 03/18/2033 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       70000 | PA      | $69899.82     | 0.01%             | 2033-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.5% 06/17/2041 REGS                                                                           | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $37405.32     | 0.00%             | 2041-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8223.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE 2.375% 06/09/2040 REGS                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      166000 | PA      | $165261.35    | 0.02%             | 2040-06-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 03/20/2063                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    47600000 | PA      | $202497.91    | 0.02%             | 2063-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 06/01/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1241000 | PA      | $1279691.19   | 0.13%             | 2032-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      610000 | PA      | $594526.22    | 0.06%             | 2054-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TREASURY BV                                                    | HEIMSTADEN BOSTAD TREASURY BV 1.375% 07/24/2028 REGS                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      135000 | PA      | $150673.57    | 0.02%             | 2028-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 04/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113997.10    | 0.01%             | 2028-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 0.75%/VAR 08/02/2032 REGS                                                             | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112854.85    | 0.01%             | 2032-08-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 2.5% 06/25/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115746.54    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/GBP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6331.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.68% 01/08/2029                                                                  | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $267351.94    | 0.03%             | 2029-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.75% 07/15/2027                                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      340000 | PA      | $211673.94    | 0.02%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.18% 07/03/2048 REGS                                                         | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       33000 | PA      | $21021.37     | 0.00%             | 2048-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.25% 01/15/2044 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      710000 | PA      | $852930.88    | 0.09%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.625% 01/20/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $815084.15    | 0.08%             | 2027-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                                      | INVESTOR AB 1.5% 09/12/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      120000 | PA      | $131763.77    | 0.01%             | 2030-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.45% 07/04/2041 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      162000 | PA      | $120118.79    | 0.01%             | 2041-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.25% 07/22/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $422104.55    | 0.04%             | 2030-07-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNATIONAL FINANCING DAC                                             | VODAFONE INTERNATIONAL FINANCING DAC 3.75% 12/02/2034 REGS                                              | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      330000 | PA      | $394173.40    | 0.04%             | 2034-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/18/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $550271.10    | 0.06%             | 2029-02-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.75% 02/28/2029                                                                        | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      830000 | PA      | $244804.29    | 0.03%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.9% 06/02/2033                                                                   | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $52558.99     | 0.01%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.375% 07/01/2039                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      325000 | PA      | $257124.46    | 0.03%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 06/03/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $323085.31    | 0.03%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.125% 11/19/2031 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100850.46    | 0.01%             | 2031-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.921% 07/06/2048                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       50000 | PA      | $13603.51     | 0.00%             | 2048-07-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 4% 01/19/2028                                                            | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      350000 | PA      | $232766.59    | 0.02%             | 2028-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 0.125% 10/07/2026                                                              | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |       41000 | PA      | $47173.18     | 0.00%             | 2026-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                             | VOLKSWAGEN BANK GMBH 2.5% 07/31/2026 REGS                                                               | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117688.60    | 0.01%             | 2026-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2050 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      494000 | PA      | $359152.07    | 0.04%             | 2050-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5.75% 11/03/2027                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2000000000 | PA      | $449941.86    | 0.05%             | 2027-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1168399.18   | 0.12%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      473000 | PA      | $535014.48    | 0.06%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 07/04/2035 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     3297000 | PA      | $2872327.11   | 0.30%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.5% 08/26/2026                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4005000000 | PA      | $960239.25    | 0.10%             | 2026-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 5.5%/VAR 10/27/2047 REGS                                                                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124132.37    | 0.01%             | 2047-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 0.375% 09/30/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      200000 | PA      | $189724.40    | 0.02%             | 2033-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 1.412% 07/13/2033                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    12000000 | PA      | $79553.91     | 0.01%             | 2033-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 4.5% 05/15/2035                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      390000 | PA      | $236702.28    | 0.02%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 1.713% 06/30/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $104748.74    | 0.01%             | 2032-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.125% 12/30/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1064000 | PA      | $1380927.20   | 0.14%             | 2026-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                                                   | VILLE DE PARIS 1.375% 11/20/2034 REGS                                                                   | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $98054.21     | 0.01%             | 2034-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: JPY/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $580101.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 1.375% 09/08/2025 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     1512000 | PA      | $2063886.56   | 0.21%             | 2025-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.25% 03/22/2027 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |       84000 | PA      | $98015.71     | 0.01%             | 2027-03-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: CZK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $25256.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.6% 01/15/2027 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344219.61    | 0.04%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 11/28/2027 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112763.50    | 0.01%             | 2027-11-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        6000 | PA      | $6643.61      | 0.00%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                       | PHOENIX GROUP HOLDINGS PLC 5.867% 06/13/2029 REGS                                                       | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138735.03    | 0.01%             | 2029-06-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 09/10/2042                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1205650000 | PA      | $940069.61    | 0.10%             | 2042-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/CLP settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3016.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK PLC                                                             | OP MORTGAGE BANK PLC 0.01% 11/19/2030 REGS                                                              | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      180000 | PA      | $183961.70    | 0.02%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 3% 04/01/2029                                                                     | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      700000 | PA      | $573090.37    | 0.06%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO FS SPA                                                      | FERROVIE DELLO STATO FS SPA 1.125% 07/09/2026 REGS                                                      | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      230000 | PA      | $267758.64    | 0.03%             | 2026-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                    | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS 1% 09/25/2028 REGS                                        | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $787384.73    | 0.08%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NIE FINANCE PLC                                                                  | NIE FINANCE PLC 2.5% 10/27/2025 REGS                                                                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272414.47    | 0.03%             | 2025-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 3.19% 03/01/2028                                                                   | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      585000 | PA      | $429998.09    | 0.04%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 3% 08/21/2030                                                                       | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    64320000 | PA      | $161610.17    | 0.02%             | 2030-08-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINNVERA OYJ                                                                     | FINNVERA OYJ 2.875% 08/30/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | CORP              | FI        |      200000 | PA      | $239399.02    | 0.02%             | 2029-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.5% 04/20/2032 REGS                                                           | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107763.58    | 0.01%             | 2032-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      501000 | PA      | $513704.54    | 0.05%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2%/VAR 05/24/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $267320.55    | 0.03%             | 2031-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | REALTY INCOME CORP 1.75% 07/13/2033                                                                     | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      413000 | PA      | $435862.78    | 0.05%             | 2033-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2038                                                                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       90000 | PA      | $71523.48     | 0.01%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.75% 11/15/2027 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $113800.81    | 0.01%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/GBP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1232037.22  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 6.178%/VAR 12/07/2027 REGS                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $154161.88    | 0.02%             | 2027-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.625% 07/21/2031 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       24000 | PA      | $25114.02     | 0.00%             | 2031-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FD AGNY                                                            | NZ LOCAL GOVT FD AGNY 5.1% 11/28/2030                                                                   | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              | NUSS              | NZ        |       50000 | PA      | $34231.70     | 0.00%             | 2030-11-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 4.002%/VAR 10/31/2030                                                             | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      210000 | PA      | $156527.17    | 0.02%             | 2030-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      974000 | PA      | $1187935.06   | 0.12%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 0.5% 06/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |       32000 | PA      | $34651.33     | 0.00%             | 2029-06-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.32% 04/15/2052                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    19390000 | PA      | $3464505.82   | 0.36%             | 2052-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.875% 04/13/2042 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $43900.67     | 0.00%             | 2042-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9928.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 2.125%/VAR 05/26/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468370.82    | 0.05%             | 2031-05-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4715.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      130000 | PA      | $101450.18    | 0.01%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.73% 05/25/2070                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1430000 | PA      | $302293.44    | 0.03%             | 2070-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.1% 12/03/2031 REGS                                                     | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      795000 | PA      | $966728.05    | 0.10%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.875% 07/18/2042 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      266000 | PA      | $212439.63    | 0.02%             | 2042-07-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 6.5% 11/01/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       50000 | PA      | $64783.72     | 0.01%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 11/20/2030                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     1347000 | PA      | $779187.23    | 0.08%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | ALLIED PPTYS REAL EST INVT TR 3.113% 04/08/2027                                                         | CUSIP: 019456AE2<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $79630.55     | 0.01%             | 2027-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 3.625% 01/12/2032 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      550000 | PA      | $729676.24    | 0.08%             | 2032-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 1.875%/VAR 07/10/2042 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      253000 | PA      | $264862.36    | 0.03%             | 2042-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.875% 01/31/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      630000 | PA      | $707855.33    | 0.07%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.75% 05/24/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      120000 | PA      | $140595.91    | 0.01%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 0.01% 04/24/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      687000 | PA      | $761999.44    | 0.08%             | 2028-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      620000 | PA      | $732101.51    | 0.08%             | 2034-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: MXN/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $31968.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLBL FDG I 1.625% 10/12/2028 REGS                                                     | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      110000 | PA      | $138364.95    | 0.01%             | 2028-10-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| E ON INTERNATIONAL FINANCE BV                                                    | E ON INTL FINANCE BV 5.75% 02/14/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      130000 | PA      | $177836.55    | 0.02%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     5370000 | PA      | $6102608.06   | 0.63%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 3.625% 01/24/2029 REGS                                                            | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $241184.60    | 0.02%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 1.45% 09/18/2026                                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      430000 | PA      | $500420.02    | 0.05%             | 2026-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.25% 04/22/2036 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      380000 | PA      | $329914.47    | 0.03%             | 2036-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 2.1% 09/15/2029 144A                                                          | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $49809.36     | 0.01%             | 2029-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.25% 07/31/2031 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2137000 | PA      | $2352163.01   | 0.24%             | 2031-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.15% 03/01/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1680000 | PA      | $1189827.50   | 0.12%             | 2072-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.7% 10/17/2048                                                               | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $44235.07     | 0.00%             | 2048-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.005% 06/20/2027                                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   230000000 | PA      | $1574774.49   | 0.16%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.3% 10/01/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   245000000 | PA      | $241302.11    | 0.02%             | 2028-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.15% 06/26/2029                                                                | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |      120000 | PA      | $77142.55     | 0.01%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 3.02% 04/05/2029                                                                          | CUSIP: 44810ZBZ2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $21887.28     | 0.00%             | 2029-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.75% 05/29/2031                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     8780000 | PA      | $445701.57    | 0.05%             | 2031-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | MUNICH RE GROUP 1.25%/VAR 05/26/2041 REGS                                                               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207561.00    | 0.02%             | 2041-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      560000 | PA      | $782326.00    | 0.08%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1147000 | PA      | $1214507.22   | 0.13%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 01/19/2030 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324480.54    | 0.03%             | 2030-01-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 11/25/2027 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      430000 | PA      | $481616.35    | 0.05%             | 2027-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      390000 | PA      | $456467.69    | 0.05%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                                | UNICREDIT BANK AG 0.25% 01/15/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       39000 | PA      | $39065.29     | 0.00%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |       59000 | PA      | $51110.99     | 0.01%             | 2050-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.612% 07/26/2027                                                                  | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      530000 | PA      | $400425.85    | 0.04%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3.25% 01/23/2037 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      190000 | PA      | $218492.54    | 0.02%             | 2037-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.75% 01/09/2034 REGS                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120934.24    | 0.01%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3.5%/VAR 09/03/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359536.37    | 0.04%             | 2030-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.1% 07/30/2031                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      590000 | PA      | $710808.48    | 0.07%             | 2031-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.25% 12/13/2028                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $125435.50    | 0.01%             | 2028-12-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     4300000 | PA      | $30733.48     | 0.00%             | 2033-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE 1.625% 02/28/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114585.79    | 0.01%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 1% 09/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $455830.67    | 0.05%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.375% 12/10/2029                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    41420000 | PA      | $29020.80     | 0.00%             | 2029-12-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.971% 09/22/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243151.87    | 0.03%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                                              | CLARION FUNDING PLC 1.25% 11/13/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      120000 | PA      | $126426.01    | 0.01%             | 2032-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 3.375% 10/27/2036                                                            | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      486000 | PA      | $546419.89    | 0.06%             | 2036-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1670000 | PA      | $1779303.05   | 0.18%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.375% 06/27/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $482152.33    | 0.05%             | 2033-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 1.625% 07/01/2031                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      520000 | PA      | $399196.05    | 0.04%             | 2031-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 3% 09/10/2026 REGS                                                                       | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $595545.01    | 0.06%             | 2026-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.15% 08/25/2025                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1210000 | PA      | $794456.60    | 0.08%             | 2025-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0.5% 02/15/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        7000 | PA      | $7958.30      | 0.00%             | 2028-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.75% 02/28/2039 REGS                                              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       23000 | PA      | $21981.40     | 0.00%             | 2039-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.875% 02/28/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116346.12    | 0.01%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                                | UNICREDIT BANK AG 0.85% 05/22/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      102000 | PA      | $99312.59     | 0.01%             | 2034-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 1% 06/16/2033 REGS                                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $384461.52    | 0.04%             | 2033-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.125% 05/17/2027 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      104000 | PA      | $136340.45    | 0.01%             | 2027-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.05% 09/29/2034 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1284000 | PA      | $1175581.14   | 0.12%             | 2034-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 3.75% 06/15/2029 REGS                                                        | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      140000 | PA      | $169678.99    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.48% 01/08/2029                                                                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    62240000 | PA      | $9228759.73   | 0.95%             | 2029-01-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLBL FDG I 0.5% 05/25/2029 REGS                                                       | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      100000 | PA      | $108078.77    | 0.01%             | 2029-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 1.625% 08/10/2025 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $328193.15    | 0.03%             | 2025-08-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.5% 10/25/2027                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2330000 | PA      | $487012.43    | 0.05%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AKTIEBOLAG                                                | KOMMUNINVEST I SVERIGE AKTIEBOLAG 1% 11/12/2026 REGS                                                    | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | CORP              | SE        |     6710000 | PA      | $700327.49    | 0.07%             | 2026-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD/AB                                                            | INTER PIPELINE LTD/AB 4.232% 06/01/2027                                                                 | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |     1526000 | PA      | $1133033.29   | 0.12%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    53650000 | PA      | $365824.41    | 0.04%             | 2028-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2176000 | PA      | $2484215.65   | 0.26%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 0.75% 09/18/2031                                                              | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      456000 | PA      | $468565.19    | 0.05%             | 2031-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 12/07/2027 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $381313.89    | 0.04%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.375% 07/16/2025                                                              | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      577000 | PA      | $679288.38    | 0.07%             | 2025-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 02/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $456668.29    | 0.05%             | 2028-02-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FIN BV                                                      | REPSOL INTERNATIONAL FIN BV 4.247%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | EP               | CORP              | NL        |      100000 | PA      | $119891.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 0.7% 01/17/2042 REGS                                                      | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |      297000 | PA      | $228418.92    | 0.02%             | 2042-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/CAD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1198.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1.9% 3/20/53                                                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    42450000 | PA      | $245538.19    | 0.03%             | 2053-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.5% 05/16/2033 REGS                                                                         | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      104000 | PA      | $114965.94    | 0.01%             | 2033-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE BV 0.375% 11/14/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      590000 | PA      | $647779.28    | 0.07%             | 2028-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/15/2025 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |       22000 | PA      | $25979.69     | 0.00%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.125%/VAR 06/30/2031 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231303.18    | 0.02%             | 2031-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-391005.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 5.5% 04/15/2026                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     1000000 | PA      | $61.37        | 0.00%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      490000 | PA      | $278398.96    | 0.03%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.125% 05/12/2033                                                                  | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      310000 | PA      | $380762.87    | 0.04%             | 2033-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                                                                | UNICREDIT BANK AG 0.375% 01/17/2033 REGS                                                                | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $195875.67    | 0.02%             | 2033-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2040 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       19000 | PA      | $24163.24     | 0.00%             | 2040-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING BANK N.V.                                                                    | ING BANK NV 3% 05/21/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353159.70    | 0.04%             | 2034-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6418000 | PA      | $6494183.18   | 0.67%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.7% 10/20/2030                                                                  | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    17030000 | PA      | $2616428.07   | 0.27%             | 2030-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 1% 03/07/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      309000 | PA      | $345015.57    | 0.04%             | 2029-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 09/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   219650000 | PA      | $1285075.67   | 0.13%             | 2042-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE 2%/VAR PERP REGS                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |      750000 | PA      | $866058.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 4.125% 01/11/2044 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $116475.70    | 0.01%             | 2044-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2053 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2348000 | PA      | $1281199.28   | 0.13%             | 2053-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.5% 11/04/2046                                                                  | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |      820000 | PA      | $144767.56    | 0.01%             | 2046-11-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.25% 01/09/2034                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       58000 | PA      | $59678.20     | 0.01%             | 2034-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 03/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      600000 | PA      | $750339.91    | 0.08%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.8% 06/02/2048                                                                    | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1868000 | PA      | $1049509.41   | 0.11%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.04% 02/25/2027                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    24640000 | PA      | $3474316.18   | 0.36%             | 2027-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.45% 09/22/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119939.29    | 0.01%             | 2027-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/SEK settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28211.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2240000 | PA      | $1644529.95   | 0.17%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.25% 05/21/2028 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2740000 | PA      | $1753577.10   | 0.18%             | 2028-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 3% 04/25/2041                                                                       | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   227580000 | PA      | $407484.98    | 0.04%             | 2041-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.9% 12/02/2051                                                                    | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $93890.93     | 0.01%             | 2051-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2680000 | PA      | $2805144.58   | 0.29%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/KRW settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-246173.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1630000 | PA      | $2258265.21   | 0.23%             | 2029-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2% 11/20/2037                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      260000 | PA      | $120347.99    | 0.01%             | 2037-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 6.86%/VAR 11/09/2032 REGS                                                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      540000 | PA      | $373501.57    | 0.04%             | 2032-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 0.375% 03/13/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      500000 | PA      | $582175.87    | 0.06%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: NOK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-229.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: MYR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $31529.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 0.375% 06/17/2027 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      220000 | PA      | $249313.49    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC 1.875% 10/01/2049                                                          | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      106000 | PA      | $80717.99     | 0.01%             | 2049-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC 2.25% 07/01/2025                                                                             | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1269701.25   | 0.13%             | 2025-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.7% 01/20/2050 REGS                                                     | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      176000 | PA      | $110944.38    | 0.01%             | 2050-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      665000 | PA      | $420761.33    | 0.04%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.875% 09/10/2043                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   589180000 | PA      | $499348.47    | 0.05%             | 2043-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.75% 12/01/2053                                                                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      180000 | PA      | $89381.88     | 0.01%             | 2053-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 4.35% 06/06/2046                                                              | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      456000 | PA      | $299793.00    | 0.03%             | 2046-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 8.45% 07/31/2050 REGS                                                                    | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      130000 | PA      | $189981.83    | 0.02%             | 2050-07-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.875% 12/15/2026 REGS                                                   | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       19000 | PA      | $24961.56     | 0.00%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.1% 12/01/2051                                                                     | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      230000 | PA      | $133306.26    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 1.667%/VAR 06/02/2029 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      100000 | PA      | $126377.69    | 0.01%             | 2029-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2045                                                                     | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      880000 | PA      | $564046.56    | 0.06%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.375% 10/05/2054 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      660000 | PA      | $708269.68    | 0.07%             | 2054-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                                                      | KEYERA CORP 3.959% 05/29/2030                                                                           | CUSIP: 49327ZAB1<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      761000 | PA      | $559895.94    | 0.06%             | 2030-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE STE D'ASSURANCES SUR LA VIE ET DE CAPITALISATIO N A FORME MUTUELLE   | LA MONDIALE STE DSLVED CAF MUT 0.75% 04/20/2026 REGS                                                    | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116067.54    | 0.01%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2056                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   333750000 | PA      | $1172951.46   | 0.12%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 4% 03/30/2035                                                                           | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1480000 | PA      | $435400.15    | 0.04%             | 2035-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      130000 | PA      | $141935.69    | 0.01%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 2.625% 03/17/2027 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      107000 | PA      | $126059.56    | 0.01%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.3% 06/18/2026                                                           | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $153820.08    | 0.02%             | 2026-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 3.875% 02/14/2033 REGS                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      220000 | PA      | $270878.08    | 0.03%             | 2033-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.5% 08/28/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115072.17    | 0.01%             | 2028-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.2% 08/18/2025                                                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      580000 | PA      | $381879.69    | 0.04%             | 2025-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF STEP 08/12/2039 144A REGS                                                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      964000 | PA      | $289329.26    | 0.03%             | 2039-08-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.53% 10/18/2051                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2230000 | PA      | $410799.10    | 0.04%             | 2051-10-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG 0.5% 06/16/2026 REGS                                                                          | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1391666.88   | 0.14%             | 2026-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW BANK                                                                         | NRW BANK 0.875% 04/12/2034                                                                              | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      387000 | PA      | $384235.86    | 0.04%             | 2034-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.45% 02/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      190000 | PA      | $209462.01    | 0.02%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 0.75% 03/23/2032 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      170000 | PA      | $171127.62    | 0.02%             | 2032-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   362600000 | PA      | $2402594.83   | 0.25%             | 2030-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 0% 06/14/2026 REGS                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      540000 | PA      | $623304.35    | 0.06%             | 2026-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 01/27/2051 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $25249.64     | 0.00%             | 2051-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 0.495%/VAR 10/26/2029                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $109281.07    | 0.01%             | 2029-10-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 2.1% 05/06/2026 REGS                                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      200000 | PA      | $129559.46    | 0.01%             | 2026-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.755%/VAR 05/20/2029 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $253832.13    | 0.03%             | 2029-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 01/31/2031 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      480000 | PA      | $492828.74    | 0.05%             | 2031-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.375% 04/08/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239936.16    | 0.02%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      355000 | PA      | $326278.90    | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.125%/VAR 01/14/2029 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $221887.14    | 0.02%             | 2029-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0% 09/09/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111608.58    | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1858000 | PA      | $1768410.12   | 0.18%             | 2036-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.625% 07/02/2031 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106370.62    | 0.01%             | 2031-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                                             | SOCIETE GENERALE SFH 3.125% 02/24/2026 REGS                                                             | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1185392.77   | 0.12%             | 2026-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                                  | WPC EUROBOND BV 2.25% 04/09/2026                                                                        | CUSIP: 92940NAC3<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      870000 | PA      | $1020612.70   | 0.11%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 3.1% 02/02/2028                                                                     | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $62477.11     | 0.01%             | 2028-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.125% 11/16/2038 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235884.82    | 0.02%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      330000 | PA      | $373333.94    | 0.04%             | 2028-05-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      976000 | PA      | $1003959.66   | 0.10%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 04/13/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1210000 | PA      | $1436722.05   | 0.15%             | 2028-04-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 12/18/2029 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       42000 | PA      | $44622.09     | 0.00%             | 2029-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 3.3% 08/08/2028 REGS                                                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |       55000 | PA      | $35870.66     | 0.00%             | 2028-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 2.375% 05/22/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115155.08    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.01% 03/04/2030 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |       35000 | PA      | $36889.64     | 0.00%             | 2030-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 1.91% 07/15/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3541871.69   | 0.37%             | 2029-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUAMDB05+NA PERP REGS                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |      100000 | PA      | $127049.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 07/22/2057 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1294000 | PA      | $829010.68    | 0.09%             | 2057-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1% 11/25/2025 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       36000 | PA      | $42247.09     | 0.00%             | 2025-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 3.05% 12/01/2048                                                                   | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      724000 | PA      | $422256.68    | 0.04%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA 1.375% 05/22/2032 REGS                                                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      241000 | PA      | $253816.75    | 0.03%             | 2032-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.125% 05/24/2028 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      160000 | PA      | $186901.65    | 0.02%             | 2028-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                    | VATTENFALL AB 0.125% 02/12/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |      108000 | PA      | $116655.91    | 0.01%             | 2029-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   190550000 | PA      | $1268013.29   | 0.13%             | 2034-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                   | SHELL INTL FIN B V 0.5% 11/08/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      310000 | PA      | $314110.12    | 0.03%             | 2031-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.52% 08/25/2033                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    35920000 | PA      | $5324622.24   | 0.55%             | 2033-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 1.75% 01/18/2028 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $196268.10    | 0.02%             | 2028-01-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2029                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     7384000 | PA      | $1092992.38   | 0.11%             | 2029-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.25% 11/18/2030 REGS                                                        | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235348.41    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 04/15/2026 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       44000 | PA      | $51252.57     | 0.01%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0.125% 12/15/2025 REGS                                                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $538747.56    | 0.06%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    27100000 | PA      | $184345.11    | 0.02%             | 2034-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.95% 09/26/2078 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      270000 | PA      | $184393.18    | 0.02%             | 2078-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.27% 05/25/2034                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    36660000 | PA      | $5354357.82   | 0.55%             | 2034-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 09/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    51950000 | PA      | $319445.33    | 0.03%             | 2043-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.35% 02/25/2034                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    26650000 | PA      | $3912115.17   | 0.40%             | 2034-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.445%/VAR 09/25/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238332.28    | 0.02%             | 2030-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.5% 09/10/2040                                                                       | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2069710000 | PA      | $1277970.73   | 0.13%             | 2040-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                       | HAMBURG COMMERCIAL BANK AG 0.01% 01/19/2027 REGS                                                        | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113556.04    | 0.01%             | 2027-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.125% 07/12/2032 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $404746.91    | 0.04%             | 2032-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                                         | EUROFIMA 0.15% 10/10/2034 REGS                                                                          | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | CH        |      191000 | PA      | $172721.83    | 0.02%             | 2034-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.6% 12/15/2031 144A                                                          | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $213177.46    | 0.02%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1.625% 01/31/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115277.74    | 0.01%             | 2028-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   183300000 | PA      | $1236990.19   | 0.13%             | 2029-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.65% 03/25/2074                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     8160000 | PA      | $1378481.47   | 0.14%             | 2074-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     5500000 | PA      | $27397.83     | 0.00%             | 2055-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.457% 03/31/2053                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1080000 | PA      | $275500.00    | 0.03%             | 2053-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 3.3% 05/02/2029 REGS                                                     | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |       40000 | PA      | $25784.74     | 0.00%             | 2029-05-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.875%/VAR 07/12/2028 REGS                                                     | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $260585.80    | 0.03%             | 2028-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4%/VAR 08/17/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $136210.80    | 0.01%             | 2027-08-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.5% 12/01/2048                                                                     | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      270000 | PA      | $170252.18    | 0.02%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      530000 | PA      | $485481.68    | 0.05%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 0.25% 11/01/2028 REGS                                                               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      140000 | PA      | $152385.71    | 0.02%             | 2028-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 5% 08/01/2039 144A REGS                                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       20000 | PA      | $26813.70     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.9% 08/03/2040                                                                  | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    12690000 | PA      | $2223652.87   | 0.23%             | 2040-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 2% 12/09/2049 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $289588.42    | 0.03%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      890000 | PA      | $995500.68    | 0.10%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 12/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     6700000 | PA      | $40520.57     | 0.00%             | 2037-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR CVBA                                                     | FLUVIUS SYSTEM OPERATOR CVBA 0.25% 06/14/2028 REGS                                                      | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $549526.71    | 0.06%             | 2028-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0% 10/12/2035 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       80000 | PA      | $69000.07     | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: THB/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $29809.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | ILLINOIS TOOL WORKS INC 1% 06/05/2031                                                                   | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105307.43    | 0.01%             | 2031-06-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.5% 12/01/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      260000 | PA      | $295333.27    | 0.03%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   169000000 | PA      | $1157621.54   | 0.12%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 4.5% 03/23/2028                                                                     | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |   112000000 | PA      | $314615.77    | 0.03%             | 2028-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                            | OP CORPORATE BANK PLC 1.375% 09/04/2026 REGS                                                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      160000 | PA      | $211585.01    | 0.02%             | 2026-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0% 01/20/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $122342.45    | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 11/17/2029                                                                             | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |      240000 | PA      | $254704.64    | 0.03%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 12/01/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      640000 | PA      | $763647.83    | 0.08%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 1.49% 12/25/2031                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    38840000 | PA      | $5374565.00   | 0.56%             | 2031-12-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 1.75% 05/24/2032 REGS                                                    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      490000 | PA      | $273474.49    | 0.03%             | 2032-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.15% 10/31/2025 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       44000 | PA      | $51853.43     | 0.01%             | 2025-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      200000 | PA      | $286320.25    | 0.03%             | 2042-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.125% 06/10/2027                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1520000000 | PA      | $1116733.57   | 0.12%             | 2027-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 0.625% 09/27/2026 REGS                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $126163.97    | 0.01%             | 2026-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 0.664% 01/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103268.27    | 0.01%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      360000 | PA      | $377639.08    | 0.04%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BOBL FUTURE SEP25 OEU5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          21 | NC      | $-6859.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LA POSTE                                                                         | LA POSTE 1.375% 04/21/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $420448.99    | 0.04%             | 2032-04-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.875% 03/11/2037 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $90705.33     | 0.01%             | 2037-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                | BLACKSTONE PROP PARTNERS EUR HOLD 1.25% 04/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      153000 | PA      | $175322.39    | 0.02%             | 2027-04-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |       90000 | PA      | $111349.14    | 0.01%             | 2033-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.75%/VAR 05/26/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $341932.85    | 0.04%             | 2028-05-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   406450000 | PA      | $2788178.41   | 0.29%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.125% 08/08/2034 REGS                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      267000 | PA      | $255439.79    | 0.03%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                            | OP CORPORATE BANK PLC 0.1% 11/16/2027 REGS                                                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      130000 | PA      | $144898.58    | 0.01%             | 2027-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.375% 06/10/2030                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   902510000 | PA      | $628348.76    | 0.06%             | 2030-06-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 10/26/2029 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       50000 | PA      | $61780.83     | 0.01%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      960000 | PA      | $748943.25    | 0.08%             | 2052-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.65% 08/01/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      230000 | PA      | $275863.73    | 0.03%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.375% 12/10/2028                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   514930000 | PA      | $378628.34    | 0.04%             | 2028-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.45% 06/01/2045                                                               | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $94592.25     | 0.01%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      189000 | PA      | $183705.25    | 0.02%             | 2048-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.01% 09/11/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      400000 | PA      | $423956.60    | 0.04%             | 2029-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     2500000 | PA      | $256365.67    | 0.03%             | 2033-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1660000 | PA      | $119740.24    | 0.01%             | 2045-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2% 07/09/2039 REGS                                                              | CUSIP: N/A<br>LEI: 54930044PULMORCKB765       | Long             | DBT              | NUSS              | SA        |      163000 | PA      | $147604.50    | 0.02%             | 2039-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 0.625% 11/25/2035 REGS                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      150000 | PA      | $138679.76    | 0.01%             | 2035-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                                                               | NATURGY FINANCE BV 1.5% 01/29/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114866.62    | 0.01%             | 2028-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                                          | INVESTITIONSBANK BERLIN 0.01% 07/15/2027                                                                | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $563908.22    | 0.06%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.125% 06/01/2026                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      271000 | PA      | $213614.31    | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                                         | CCEP FINANCE IRELAND DAC 0.875% 05/06/2033 REGS                                                         | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      210000 | PA      | $205150.95    | 0.02%             | 2033-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS                                   | MICHELIN COMP GEN DES ESTBMTS 0.25% 11/02/2032 REGS                                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $189719.61    | 0.02%             | 2032-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 0.375% 06/23/2029 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      120000 | PA      | $128406.53    | 0.01%             | 2029-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                                               | JUNTA DE ANDALUCIA 0.5% 04/30/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      180000 | PA      | $185473.06    | 0.02%             | 2031-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH 3.598% 02/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $483985.82    | 0.05%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 07/22/2028                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $146080.57    | 0.02%             | 2028-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 09/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      309000 | PA      | $320875.98    | 0.03%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/RON settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-7639.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 03/28/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     1900000 | PA      | $205583.62    | 0.02%             | 2029-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREAT WEST LIFECO INC                                                            | GREAT WEST LIFECO INC 5.998% 11/16/2039                                                                 | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $40931.52     | 0.00%             | 2039-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 3.875% 11/28/2034 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121433.45    | 0.01%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS                                                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      320000 | PA      | $248175.41    | 0.03%             | 2052-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.162% 09/15/2028 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      210000 | PA      | $261221.79    | 0.03%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.5% 11/25/2039 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       72000 | PA      | $57577.18     | 0.01%             | 2039-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      440000 | PA      | $529955.56    | 0.05%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LTD LONDON BRANCH                                          | WESTPAC SECURITIES NZ LTD LONDON BRH 0.01% 06/08/2028 REGS                                              | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | GB        |      998000 | PA      | $1093709.72   | 0.11%             | 2028-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 0% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $1074586.71   | 0.11%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 0.75% 02/18/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      108000 | PA      | $122934.89    | 0.01%             | 2027-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.5%/VAR 09/15/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $690719.96    | 0.07%             | 2027-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                               | CADENT FINANCE PLC 3.125% 03/21/2040 REGS                                                               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98508.17     | 0.01%             | 2040-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/09/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      110000 | PA      | $119048.52    | 0.01%             | 2030-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0% 11/15/2031                                                                        | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      610000 | PA      | $83890.97     | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.875% 06/17/2046                                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9832000 | PA      | $338530.71    | 0.03%             | 2046-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.582% 07/15/2032                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2240000 | PA      | $537929.72    | 0.06%             | 2032-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 0.18% 12/19/2025                                                                       | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   200000000 | PA      | $1384928.55   | 0.14%             | 2025-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.5% 01/22/2045 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1800000 | PA      | $1967968.31   | 0.20%             | 2045-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NZD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70781.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP 3.8% 03/16/2027                                                                         | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $192420.05    | 0.02%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |      216000 | PA      | $292929.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 0.375% 12/03/2026 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      214000 | PA      | $279235.71    | 0.03%             | 2026-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 4% 02/20/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $368811.22    | 0.04%             | 2031-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/ILS settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-9952.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC 1.75% 09/19/2029 REGS                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $124255.65    | 0.01%             | 2029-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      258000 | PA      | $275553.15    | 0.03%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.5% 03/04/2027                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    33280000 | PA      | $1699861.42   | 0.18%             | 2027-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 1.375% 07/07/2025 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       28000 | PA      | $38419.17     | 0.00%             | 2025-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.25% 03/29/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105390.83    | 0.01%             | 2030-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 0.875% 05/24/2028                                                              | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |       87000 | PA      | $98632.75     | 0.01%             | 2028-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.6% 09/15/2030                                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1630000 | PA      | $238993.17    | 0.02%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      290000 | PA      | $289664.38    | 0.03%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.55% 06/03/2043                                                          | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $65111.07     | 0.01%             | 2043-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 07/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $123945.19    | 0.01%             | 2029-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 3.375% 08/30/2038 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       50000 | PA      | $59827.36     | 0.01%             | 2038-08-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.25% 01/15/2026 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116600.32    | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: COP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17835.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD                              | ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS                           | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $138206.05    | 0.01%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH EASTERN POWER NETWORKS PLC                                                 | SOUTH EASTERN POWER NETWKS PLC 1.75% 09/30/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103109.83    | 0.01%             | 2034-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      542000 | PA      | $311628.23    | 0.03%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 1% 02/27/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $692160.36    | 0.07%             | 2027-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/RON settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-53614.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/MXN settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3134.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.375% 01/15/2120 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       70000 | PA      | $32489.18     | 0.00%             | 2120-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 10/18/2034 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      117000 | PA      | $111039.74    | 0.01%             | 2034-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1370000 | PA      | $130248.83    | 0.01%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | KOMMUNALBANKEN AS 0.6% 06/01/2026                                                                       | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | CORP              | NO        |      500000 | PA      | $319936.59    | 0.03%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 03/20/2057                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   184150000 | PA      | $764707.48    | 0.08%             | 2057-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.75% 06/22/2045 REGS                                                                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      260000 | PA      | $307239.27    | 0.03%             | 2045-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2.85% 05/25/2037 REGS                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $217108.76    | 0.02%             | 2037-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 1.7% 07/15/2026                                                            | CUSIP: 13607HVV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      498000 | PA      | $361628.27    | 0.04%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.5% 06/17/2071                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    15110000 | PA      | $462995.45    | 0.05%             | 2071-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      497000 | PA      | $569377.47    | 0.06%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 12/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    15550000 | PA      | $90425.51     | 0.01%             | 2038-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.375% 04/14/2026 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      413000 | PA      | $480745.92    | 0.05%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                                  | STADSHYPOTEK AB 2% 09/01/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1049271.25   | 0.11%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | NESTLE HOLDINGS INC 1.375% 06/23/2033 REGS                                                              | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      120000 | PA      | $129216.66    | 0.01%             | 2033-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.55% 10/31/2032 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2490000 | PA      | $2876756.59   | 0.30%             | 2032-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |      130000 | PA      | $121234.26    | 0.01%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.875%/VAR 07/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108108.48    | 0.01%             | 2030-07-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 4.85% 06/17/2061                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1660000 | PA      | $79937.44     | 0.01%             | 2061-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.125% 04/04/2036 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       94000 | PA      | $90394.32     | 0.01%             | 2036-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/PLN settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-23887.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.5% 11/17/2029                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9790000 | PA      | $314717.35    | 0.03%             | 2029-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                                                        | LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      230000 | PA      | $263664.85    | 0.03%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 5.15% 10/31/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1660000 | PA      | $2137825.76   | 0.22%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      600000 | PA      | $658646.03    | 0.07%             | 2028-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5%/VAR 07/19/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $125032.09    | 0.01%             | 2029-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1020000 | PA      | $1180814.21   | 0.12%             | 2034-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      458000 | PA      | $535401.97    | 0.06%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 2.1% 05/25/2027 REGS                                                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      108000 | PA      | $126724.06    | 0.01%             | 2027-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 3.125% 04/07/2028 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119621.53    | 0.01%             | 2028-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND                                      | CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 0.5% 01/27/2028 REGS                                        | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110597.73    | 0.01%             | 2028-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.5% 01/31/2029 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1230000 | PA      | $1506165.94   | 0.16%             | 2029-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 09/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1948000 | PA      | $2242349.30   | 0.23%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.25% 03/23/2026 REGS                                                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       79000 | PA      | $92492.19     | 0.01%             | 2026-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 08/21/2031 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     2631000 | PA      | $1504546.22   | 0.16%             | 2031-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                            | RTE EDF TRANSPORT SA 0.625% 07/08/2032 REGS                                                             | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $491822.64    | 0.05%             | 2032-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2730000 | PA      | $3343033.54   | 0.35%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1% 12/21/2029                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      248000 | PA      | $299117.79    | 0.03%             | 2029-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 2.75% 02/02/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |      110000 | PA      | $127552.10    | 0.01%             | 2034-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.75% 01/22/2049 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      742000 | PA      | $544799.02    | 0.06%             | 2049-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.67% 11/25/2033                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7503385.05   | 0.77%             | 2033-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3378.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: HUF/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3242.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 0.75% 03/16/2028 REGS                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      360000 | PA      | $404870.75    | 0.04%             | 2028-03-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CNY settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-326413.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2316000 | PA      | $1295777.61   | 0.13%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      840000 | PA      | $988263.91    | 0.10%             | 2030-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                        | DH EUROPE FINANCE II SARL 1.35% 09/18/2039                                                              | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      192000 | PA      | $166866.48    | 0.02%             | 2039-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: CLP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2980.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 7.75%/VAR 03/01/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      260000 | PA      | $344989.87    | 0.04%             | 2029-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.625% 06/12/2054 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      150000 | PA      | $169893.37    | 0.02%             | 2054-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 06/28/2028                                                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       72000 | PA      | $81479.44     | 0.01%             | 2028-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDGS NETH B V 0.25% 09/09/2029 REGS                                                      | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      310000 | PA      | $330711.23    | 0.03%             | 2029-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW FINANCE DAC 4% 07/11/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |      120000 | PA      | $146814.21    | 0.02%             | 2031-07-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2% 08/22/2033                                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $541177.00    | 0.06%             | 2033-08-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.1% 04/30/2031 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1410000 | PA      | $1437068.72   | 0.15%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE 0.875% 01/24/2032                                                                        | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247660.02    | 0.03%             | 2032-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.625% 06/10/2028                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   940310000 | PA      | $698328.56    | 0.07%             | 2028-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.5% 01/15/2030 REGS                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124081.16    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3% 06/01/2034                                                                      | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3210000 | PA      | $2317038.23   | 0.24%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1.125% 04/13/2033 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      265000 | PA      | $277500.80    | 0.03%             | 2033-04-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                     | GE AEROSPACE 2.125% 05/17/2037                                                                          | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      230000 | PA      | $231139.94    | 0.02%             | 2037-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2055                                                                              | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |      220000 | PA      | $149202.57    | 0.02%             | 2055-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      690000 | PA      | $457741.97    | 0.05%             | 2044-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $129847.21    | 0.01%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 0.75% 10/25/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $552423.21    | 0.06%             | 2028-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1203000 | PA      | $1383106.59   | 0.14%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 1%/VAR 02/09/2028 REGS                                                                | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $460010.46    | 0.05%             | 2028-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV 1.75% 05/07/2040 REGS                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      160000 | PA      | $145877.33    | 0.02%             | 2040-05-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.1% 03/04/2033                                                                    | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      840000 | PA      | $640336.92    | 0.07%             | 2033-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: CHF/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $78286.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       20000 | PA      | $25860.96     | 0.00%             | 2037-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.875% 09/10/2044                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   268010000 | PA      | $199664.41    | 0.02%             | 2044-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 2.25% 06/29/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115703.67    | 0.01%             | 2029-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: RON/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $8045.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.625% 07/04/2042 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       20000 | PA      | $21306.31     | 0.00%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1666000 | PA      | $1918085.52   | 0.20%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 2.84% 03/07/2050                                                                  | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       73000 | PA      | $38620.98     | 0.00%             | 2050-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                           | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC 0.125% 09/29/2031 REGS                                           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197689.43    | 0.02%             | 2031-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.25% 02/20/2036 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      470000 | PA      | $291578.02    | 0.03%             | 2036-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 6.7142% 02/12/2055                                                                     | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $138768.53    | 0.01%             | 2055-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    16670000 | PA      | $1715648.51   | 0.18%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.25% 07/21/2028 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      154000 | PA      | $100586.83    | 0.01%             | 2028-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.75% 06/15/2030 144A                                                         | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      730000 | PA      | $505438.22    | 0.05%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/CHF settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12987.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA 3.071% 09/07/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235686.59    | 0.02%             | 2032-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.25%/VAR 04/02/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $357833.41    | 0.04%             | 2029-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       23000 | PA      | $17721.65     | 0.00%             | 2050-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 3.125% 09/17/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120101.90    | 0.01%             | 2029-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   453900000 | PA      | $2957654.70   | 0.31%             | 2031-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS                                             | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115538.70    | 0.01%             | 2081-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1450000 | PA      | $1762667.29   | 0.18%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 8% 02/21/2036                                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5020000 | PA      | $246928.73    | 0.03%             | 2036-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $132669.32    | 0.01%             | 2035-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1722000 | PA      | $1430724.63   | 0.15%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROATIA, REPUBLIC OF                                                             | CROATIA REPUBLIC OF 1.75% 03/04/2041 REGS                                                               | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      540000 | PA      | $491381.84    | 0.05%             | 2041-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2054 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      409000 | PA      | $260383.74    | 0.03%             | 2054-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.41% 06/07/2031                                                                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |     2540000 | PA      | $387865.02    | 0.04%             | 2031-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 3.25% 01/17/2033                                                                           | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      299000 | PA      | $354903.53    | 0.04%             | 2033-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                             | DUKE ENERGY CORP NEW 3.1% 06/15/2028                                                                    | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118609.98    | 0.01%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1098000 | PA      | $968368.18    | 0.10%             | 2037-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      932000 | PA      | $633018.87    | 0.07%             | 2053-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON and QUADRANT HOUSING TRUST                                                | LONDON and QUADRANT HSG TRUST 2% 03/31/2032 REGS                                                        | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      112000 | PA      | $126888.59    | 0.01%             | 2032-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.75% 02/07/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      160000 | PA      | $194349.91    | 0.02%             | 2028-02-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS                                               | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      220000 | PA      | $140614.51    | 0.01%             | 2052-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.55% 06/16/2048 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      178000 | PA      | $143081.45    | 0.01%             | 2048-06-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 6.034%/VAR 09/07/2033                                                              | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $47062.38     | 0.00%             | 2033-09-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3% 03/21/2047 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      808000 | PA      | $406454.06    | 0.04%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.25% 10/18/2034                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1541500000 | PA      | $274745.66    | 0.03%             | 2034-10-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      350000 | PA      | $401683.54    | 0.04%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.065% 06/15/2050                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2823000 | PA      | $676206.35    | 0.07%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      142000 | PA      | $154001.13    | 0.02%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 3.125% 11/02/2027 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $600934.72    | 0.06%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 2% 10/13/2033                                                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2230000 | PA      | $90245.18     | 0.01%             | 2033-10-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   438650000 | PA      | $2797362.78   | 0.29%             | 2044-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1690000 | PA      | $1901411.19   | 0.20%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIE DE FINANCEMENT FONCIER SA                                                    | CIE DE FINANCEMENT FONCIER SA 0.01% 04/16/2029 REGS                                                     | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1073222.15   | 0.11%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/DKK settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-100639.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREE AND HANSEATIC CITY OF HAMBURG                                               | FREE AND HANSEATIC CITY OF HAMBURG 0.25% 02/18/2041 REGS                                                | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | CORP              | DE        |      190000 | PA      | $137708.46    | 0.01%             | 2041-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.875% 05/27/2030                                                                     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $112015.98    | 0.01%             | 2030-05-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.37% 01/15/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    28050000 | PA      | $4033936.01   | 0.42%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.875% 12/16/2030 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118481.18    | 0.01%             | 2030-12-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 1.75% 07/02/2049                                                          | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      227000 | PA      | $170315.95    | 0.02%             | 2049-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/JPY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-946.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 0.694%/VAR 03/22/2031 REGS                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      486000 | PA      | $513520.62    | 0.05%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-21.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1040000 | PA      | $934261.36    | 0.10%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 12/07/2027 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      320000 | PA      | $407749.09    | 0.04%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                           | COMPAGNIE DE ST GOBAIN 3.875% 11/29/2030 REGS                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $245094.52    | 0.03%             | 2030-11-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 3.05% 08/14/2050                                                          | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      227000 | PA      | $129373.75    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/JPY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $118992.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.5% 09/01/2031                                                                     | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1966000 | PA      | $1301537.48   | 0.13%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      110000 | PA      | $114706.99    | 0.01%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BASQUE COUNTRY                                                                   | BASQUE COUNTRY 1.45% 04/30/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      370000 | PA      | $426714.11    | 0.04%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.125% 01/09/2032 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $200014.37    | 0.02%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.75% 03/21/2031                                                                     | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      170000 | PA      | $180927.50    | 0.02%             | 2031-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 0.625% 12/08/2050 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      144000 | PA      | $83561.92     | 0.01%             | 2050-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.625% 02/15/2034                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11657000000 | PA      | $716999.70    | 0.07%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 0.933% 12/04/2040 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      290000 | PA      | $215907.66    | 0.02%             | 2040-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 4.85% 07/25/2029                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1570000 | PA      | $332373.12    | 0.03%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 09/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    83150000 | PA      | $557276.20    | 0.06%             | 2033-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3% 03/04/2053 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1120000 | PA      | $1132268.42   | 0.12%             | 2053-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 3.5% 01/12/2028 REGS                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      140000 | PA      | $169219.64    | 0.02%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                   | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 07/03/2031 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122251.62    | 0.01%             | 2031-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 2.05% 10/07/2030                                                                      | CUSIP: 87971MBS1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $333123.68    | 0.03%             | 2030-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.935% 09/30/2043                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      150000 | PA      | $40673.79     | 0.00%             | 2043-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 1.25% 01/29/2040                                                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      114000 | PA      | $94085.01     | 0.01%             | 2040-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5200000 | PA      | $2324774.95   | 0.24%             | 2073-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARREFOUR BANQUE SA                                                              | CARREFOUR BANQUE SA 4.079% 05/05/2027 REGS                                                              | CUSIP: N/A<br>LEI: 969500GVS02SJYG9S632       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120350.56    | 0.01%             | 2027-05-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 4.85% 11/26/2057 REGS                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1830000 | PA      | $85793.86     | 0.01%             | 2057-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 3% 02/18/2026 REGS                                                                         | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $135930.78    | 0.01%             | 2026-02-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC 0.875% 02/13/2030                                                                            | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      100000 | PA      | $107251.40    | 0.01%             | 2030-02-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                    | CASSA DEPOSITI E PRESTITI SPA 1% 02/11/2030 REGS                                                        | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $108660.00    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                                                      | ITALGAS SPA 1% 12/11/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      110000 | PA      | $112507.57    | 0.01%             | 2031-12-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS                                    | SOCIETE NATIONALE DES CDF FRAN 0.625% 04/17/2030 REGS                                                   | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $534091.95    | 0.06%             | 2030-04-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                            | INTACT FINL CORP 4.653%/VAR 05/16/2034                                                                  | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $144722.31    | 0.01%             | 2034-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                      | M and G PLC 5.625%/VAR 10/20/2051 REGS                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      104000 | PA      | $140406.42    | 0.01%             | 2051-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.875% 08/20/2031 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $208570.43    | 0.02%             | 2031-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG INDUSTRIES INC 0.875% 11/03/2025                                                                    | CUSIP: 693506BM8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      744000 | PA      | $872179.34    | 0.09%             | 2025-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                                                | LA BANQUE POSTALE 5.625%/VAR 09/21/2028 REGS                                                            | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $139056.99    | 0.01%             | 2028-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.2% 03/05/2050                                                                   | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      256000 | PA      | $150221.76    | 0.02%             | 2050-03-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0% 10/04/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     2889000 | PA      | $2993364.60   | 0.31%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1373000 | PA      | $1532815.24   | 0.16%             | 2029-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.45% 03/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1347000 | PA      | $1302314.65   | 0.13%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREE STATE OF SAXONY                                                             | FREE STATE OF SAXONY 0.01% 12/17/2035 REGS                                                              | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      490000 | PA      | $423112.21    | 0.04%             | 2035-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                                                  | LCR FINANCE PLC 5.1% 03/07/2051                                                                         | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |       93000 | PA      | $121715.59    | 0.01%             | 2051-03-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5.25% 09/15/2038                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      410000 | PA      | $268762.13    | 0.03%             | 2038-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 3.95% 02/16/2050                                                                      | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       33000 | PA      | $20473.21     | 0.00%             | 2050-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.12% 10/25/2052                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     9420000 | PA      | $1632985.41   | 0.17%             | 2052-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/NZD settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24915.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREATER TORONTO ARPTS AUTH                                                       | GREATER TORONTO ARPTS AUTH 2.75% 10/17/2039                                                             | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      516000 | PA      | $311668.93    | 0.03%             | 2039-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 09/07/2039 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       13000 | PA      | $16734.53     | 0.00%             | 2039-09-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.06%/VAR 10/01/2035                                                                  | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $74938.13     | 0.01%             | 2035-10-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 12/01/2055                                                                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $155940.88    | 0.02%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: IDR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14014.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240504.64    | 0.02%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.875%/VAR 02/23/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232883.07    | 0.02%             | 2028-02-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.02% 05/27/2031                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2210000 | PA      | $333866.92    | 0.03%             | 2031-05-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 0.875% 06/23/2039 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      198000 | PA      | $165431.78    | 0.02%             | 2039-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3520000 | PA      | $4189323.94   | 0.43%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    14660000 | PA      | $648059.19    | 0.07%             | 2042-11-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                                                                  | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |       20000 | PA      | $16848.13     | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC 3.125% 06/15/2031                                                                      | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      174000 | PA      | $201755.62    | 0.02%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 4.375%/VAR 04/19/2030 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $123871.93    | 0.01%             | 2030-04-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/CAD settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-166257.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.875% 09/15/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       43000 | PA      | $56889.64     | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                 | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      639000 | PA      | $732322.35    | 0.08%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.5% 09/23/2029 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $213755.52    | 0.02%             | 2029-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.5% 05/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350136.50    | 0.04%             | 2028-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      970000 | PA      | $1153066.39   | 0.12%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.75% 01/17/2030 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212789.29    | 0.02%             | 2030-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LATVIA, REPUBLIC OF                                                              | LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS                                                               | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      570000 | PA      | $544218.73    | 0.06%             | 2036-05-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 7.2% 10/30/2033                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1360000 | PA      | $310995.50    | 0.03%             | 2033-10-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2% 10/04/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      860000 | PA      | $1012266.08   | 0.10%             | 2027-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TREASURY BV                                                    | HEIMSTADEN BOSTAD TREASURY BV 0.625% 07/24/2025 REGS                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      160000 | PA      | $187926.33    | 0.02%             | 2025-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 4.875% 10/02/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      270000 | PA      | $338004.65    | 0.03%             | 2029-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUXEMBOURG SA                                                     | TRATON FINANCE LUXEMBOURG SA 4.5% 11/23/2026 REGS                                                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $241636.58    | 0.02%             | 2026-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 0.75% 06/20/2029 REGS                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      420000 | PA      | $456474.81    | 0.05%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.375% 11/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $416201.16    | 0.04%             | 2028-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      740000 | PA      | $839235.47    | 0.09%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                    | BANK NEDERLANDSE GEMEENTEN NV 0.75% 01/24/2029 REGS                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | NL        |     2384000 | PA      | $2658424.81   | 0.27%             | 2029-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.25% 11/20/2034                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      350000 | PA      | $185244.87    | 0.02%             | 2034-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.125% 06/20/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      578000 | PA      | $625447.79    | 0.06%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/PEN settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2480.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: CAD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $155983.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   110150000 | PA      | $635030.95    | 0.07%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1360000 | PA      | $885094.86    | 0.09%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: SEK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $524.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      290000 | PA      | $355610.98    | 0.04%             | 2033-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 1.5% 09/16/2026 REGS                                                        | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     5600000 | PA      | $588529.04    | 0.06%             | 2026-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875% 09/24/2029 REGS                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108099.76    | 0.01%             | 2029-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.25% 05/12/2036 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      226000 | PA      | $220462.45    | 0.02%             | 2036-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                   | RCI BANQUE S A 1.625% 05/26/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       37000 | PA      | $43262.93     | 0.00%             | 2026-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 4% 04/11/2031 REGS                                                              | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      290000 | PA      | $351414.09    | 0.04%             | 2031-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    19650000 | PA      | $133579.88    | 0.01%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 1.25% 10/21/2027 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115449.70    | 0.01%             | 2027-10-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/NOK settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-186.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113947.26    | 0.01%             | 2030-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2036                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   192500000 | PA      | $1185732.09   | 0.12%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                             | ALBERTA PROVINCE CDA 2.05% 06/01/2030                                                                   | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $770650.27    | 0.08%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3% 06/02/2028                                                                     | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $236260.69    | 0.02%             | 2028-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 12/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    10800000 | PA      | $50782.24     | 0.01%             | 2048-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/GBP settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-38286.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 3% 10/21/2026 REGS                                                         | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     1842000 | PA      | $1207911.61   | 0.12%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                                | TELSTRA GROUP LTD 4.9% 03/08/2028                                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      220000 | PA      | $147961.07    | 0.02%             | 2028-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                                                     | AUSTRALIAN CAPITAL TERRITORY 5.25% 10/23/2036 REGS                                                      | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | CORP              | AU        |      110000 | PA      | $73267.43     | 0.01%             | 2036-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      244000 | PA      | $128458.03    | 0.01%             | 2041-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 6% 04/01/2033 144A REGS                                                               | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   120000000 | PA      | $131590.39    | 0.01%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 02/02/2028 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      310000 | PA      | $32179.59     | 0.00%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.875% 08/15/2051                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   528000000 | PA      | $31899.98     | 0.00%             | 2051-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG EUAMDB01+NA 01/14/2028 REGS                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      100000 | PA      | $114522.74    | 0.01%             | 2028-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/MYR settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39103.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.899% 11/16/2027                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3032000 | PA      | $732979.02    | 0.08%             | 2027-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      760000 | PA      | $956990.42    | 0.10%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.5% 11/21/2034 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $127530.40    | 0.01%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.65% 02/22/2038 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      607000 | PA      | $599201.38    | 0.06%             | 2038-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.625% 10/07/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225131.22    | 0.02%             | 2027-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.3% 10/31/2026 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      150000 | PA      | $175296.10    | 0.02%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      575000 | PA      | $625858.38    | 0.06%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP INC 0.632% 10/23/2029 REGS                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      110000 | PA      | $117817.82    | 0.01%             | 2029-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP CAPITAL MARKETS PLC 1.637% 06/26/2029 REGS                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112959.04    | 0.01%             | 2029-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 11/15/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     2750000 | PA      | $2932426.42   | 0.30%             | 2029-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.25% 11/15/2052                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     1761000 | PA      | $144238.48    | 0.01%             | 2052-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                                                      | NN GROUP NV 4.625%/VAR 01/13/2048 REGS                                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      180000 | PA      | $219982.16    | 0.02%             | 2048-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 1.375% 06/26/2026 REGS                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       44000 | PA      | $51378.39     | 0.01%             | 2026-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2% 06/10/2031                                                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  3124610000 | PA      | $2222796.74   | 0.23%             | 2031-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      393000 | PA      | $284510.19    | 0.03%             | 2043-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 1.5%/VAR 09/02/2030 REGS                                                         | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      110000 | PA      | $129191.56    | 0.01%             | 2030-09-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.35% 04/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1900000 | PA      | $2121280.39   | 0.22%             | 2030-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.125% 05/03/2032 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |       47000 | PA      | $50199.18     | 0.01%             | 2032-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 1.9% 09/01/2030                                                                     | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      131000 | PA      | $90684.61     | 0.01%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 2% 06/17/2026 REGS                                                            | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    11000000 | PA      | $1162862.29   | 0.12%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.5% 03/01/2026 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       50000 | PA      | $59875.79     | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.7% 07/06/2051 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1070000 | PA      | $635476.95    | 0.07%             | 2051-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                              | UBS AG LON BRANCH 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | GB        |      390000 | PA      | $427689.92    | 0.04%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.625%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      200000 | PA      | $236115.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6124.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE SEP25 G U5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           7 | NC      | $24027.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE GAS INC                                                                 | ENBRIDGE GAS INC 3.65% 04/01/2050                                                                       | CUSIP: 29260ZAD8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      290000 | PA      | $178442.37    | 0.02%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                                                 | ICCREA BANCA SPA 4% 11/08/2027 REGS                                                                     | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      140000 | PA      | $170765.43    | 0.02%             | 2027-11-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 03/01/2030                                                                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2310000 | PA      | $1690364.11   | 0.17%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.125% 06/15/2043                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5576000000 | PA      | $347103.96    | 0.04%             | 2043-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 3.6% 12/15/2027 144A                                                          | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1910000 | PA      | $1433436.24   | 0.15%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 1.625% 03/30/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $183287.33    | 0.02%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.625%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |     1300000 | PA      | $1530371.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.25% 11/20/2030                                                          | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      670000 | PA      | $384804.18    | 0.04%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 5.4% 08/12/2034                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      550000 | PA      | $146511.93    | 0.02%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 0.625% 03/25/2027 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      903000 | PA      | $1036045.22   | 0.11%             | 2027-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    32950000 | PA      | $209959.72    | 0.02%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3690000 | PA      | $2254177.64   | 0.23%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      460000 | PA      | $370759.51    | 0.04%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   232050000 | PA      | $1354415.93   | 0.14%             | 2045-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS                                                                | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      580000 | PA      | $39482.84     | 0.00%             | 2071-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.125% 02/06/2034 REGS                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       60000 | PA      | $72920.00     | 0.01%             | 2034-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 5.03% 02/28/2031                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $46165.74     | 0.00%             | 2031-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      510000 | PA      | $610602.67    | 0.06%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CHF settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82597.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP FINANCE BV AMSTERDAM                                                         | EDP FINANCE BV AMSTERDAM 1.875% 09/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113039.85    | 0.01%             | 2029-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP TELECOM FINANCE SA                                            | CK HUTCHISON GRP TELECOM FIN SA 1.125% 10/17/2028 REGS                                                  | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111085.99    | 0.01%             | 2028-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.05% 09/26/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $635484.33    | 0.07%             | 2029-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 1.25% 12/07/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |      544000 | PA      | $699648.27    | 0.07%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-602130.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA 0.25% 12/01/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $198570.15    | 0.02%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS                                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      433000 | PA      | $323187.53    | 0.03%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/SGD settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19064.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $1919250.42   | 0.20%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/EUR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11151.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      788000 | PA      | $558570.28    | 0.06%             | 2040-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.5% 02/15/2031                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4193000000 | PA      | $258786.46    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 0.25% 12/15/2026 REGS                                                              | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      638000 | PA      | $829019.76    | 0.09%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMN SVCS INC 1.5% 05/21/2027                                                          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      758000 | PA      | $877867.75    | 0.09%             | 2027-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.8% 06/17/2034                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    15150000 | PA      | $511986.44    | 0.05%             | 2034-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2% 12/20/2044                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   184950000 | PA      | $1215811.38   | 0.13%             | 2044-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1% 04/14/2032 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      736000 | PA      | $780128.42    | 0.08%             | 2032-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.375% 12/10/2027                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    50660000 | PA      | $37364.47     | 0.00%             | 2027-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      230000 | PA      | $234023.16    | 0.02%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 3.3% 06/17/2038                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13193000 | PA      | $480515.04    | 0.05%             | 2038-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 0.01% 01/14/2027 REGS                                                               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      500000 | PA      | $570150.26    | 0.06%             | 2027-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                     | CANADIAN NATIONAL RAILWAY CO 3.6% 08/01/2047                                                            | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      229000 | PA      | $141763.91    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2046                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    17900000 | PA      | $81363.86     | 0.01%             | 2046-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3.25% 05/04/2028 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      250000 | PA      | $301898.28    | 0.03%             | 2028-05-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.4% 12/01/2041                                                                            | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $38643.29     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 07/16/2035 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $351260.92    | 0.04%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 0.823% 07/07/2032 REGS                                                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      140000 | PA      | $138891.81    | 0.01%             | 2032-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.875% 09/01/2027                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      690000 | PA      | $555290.95    | 0.06%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP 1.6% 03/15/2031 REGS                                                                     | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      200000 | PA      | $217422.88    | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/17/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      261000 | PA      | $271483.11    | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.05% 05/19/2032                                                                           | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      370000 | PA      | $402308.07    | 0.04%             | 2032-05-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.75% 03/03/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $205100.14    | 0.02%             | 2031-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV                                 | RECKITT BENCKISER TREASURY SERVICES NEDERLAND BV 0.75% 05/19/2030 REGS                                  | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $117587.43    | 0.01%             | 2030-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 1% 11/29/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $95466.10     | 0.01%             | 2033-11-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.5% 05/25/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1913000 | PA      | $2108724.10   | 0.22%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 4.252%/VAR 07/05/2052 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120985.01    | 0.01%             | 2052-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                                                | FORTISALBERTA INC 2.632% 06/08/2051                                                                     | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $25154.03     | 0.00%             | 2051-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1.75% 11/12/2026 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      240000 | PA      | $25299.35     | 0.00%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      560000 | PA      | $636814.85    | 0.07%             | 2029-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 4% 02/15/2063                                                                              | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $337962.18    | 0.03%             | 2063-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 09/01/2049 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      679000 | PA      | $768322.82    | 0.08%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                          | GLAXOSMITHKLINE CAP PLC 1.625% 05/12/2035 REGS                                                          | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      140000 | PA      | $140993.56    | 0.01%             | 2035-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 4.12% 08/02/2042                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3320000 | PA      | $614203.59    | 0.06%             | 2042-08-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   231650000 | PA      | $1572157.18   | 0.16%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/MXN settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-202434.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 5% 11/20/2040                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $187304.22    | 0.02%             | 2040-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0% 01/31/2027                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      110000 | PA      | $125724.19    | 0.01%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      285000 | PA      | $148134.16    | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                   | NORTHUMBRIAN WATER FINANCE PLC 5.5% 10/02/2037 REGS                                                     | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130013.87    | 0.01%             | 2037-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2.5%/VAR 03/31/2032 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116842.11    | 0.01%             | 2032-03-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 08/01/2032                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      310000 | PA      | $251738.29    | 0.03%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                           | DIGITAL DUTCH FINCO BV 1.5% 03/15/2030 REGS                                                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108820.54    | 0.01%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 3% 06/15/2028 REGS                                                                        | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     1310000 | PA      | $967259.56    | 0.10%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 1.75% 03/20/2034 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      840000 | PA      | $436521.67    | 0.05%             | 2034-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 3% 11/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $237868.63    | 0.02%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.9% 04/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       82000 | PA      | $87030.27     | 0.01%             | 2031-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 04/04/2033 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1418000 | PA      | $1491756.95   | 0.15%             | 2033-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      150000 | PA      | $86497.16     | 0.01%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 3.775% 06/25/2032                                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13170000 | PA      | $465261.55    | 0.05%             | 2032-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 06/02/2049                                                                    | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1735000 | PA      | $985895.36    | 0.10%             | 2049-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING BV                                                      | DIGITAL INTREPID HOLDING BV 0.625% 07/15/2031 REGS                                                      | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99159.36     | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 07/01/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1280000 | PA      | $1573107.93   | 0.16%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2.15% 03/21/2119 REGS                                                          | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       70000 | PA      | $48610.09     | 0.01%             | 2119-03-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $227224.65    | 0.02%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      294000 | PA      | $146665.38    | 0.02%             | 2052-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.375% 04/19/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      400000 | PA      | $483804.68    | 0.05%             | 2028-04-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CU INC                                                                           | CU INC 3.548% 11/22/2047                                                                                | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $173282.32    | 0.02%             | 2047-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.5% 09/01/2029                                                                    | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1970000 | PA      | $1486881.93   | 0.15%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 1.5% 02/06/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       86000 | PA      | $97615.17     | 0.01%             | 2029-02-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                    | KONINKLIJKE AHOLD DELHAIZE NV 0.375% 03/18/2030 REGS                                                    | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $125894.11    | 0.01%             | 2030-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC                                                                      | PSP CAP INC 1.5% 03/15/2028 REGS                                                                        | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $241229.59    | 0.02%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DAC                                                     | GLENCORE CAP FIN DAC 0.75% 03/01/2029 REGS                                                              | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $108955.50    | 0.01%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE 8.125% 01/28/2033                                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       70000 | PA      | $108921.37    | 0.01%             | 2033-01-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.125% 09/19/2035                                                            | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      220000 | PA      | $202873.60    | 0.02%             | 2035-09-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 1.001%/VAR 07/25/2031 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      100000 | PA      | $106866.91    | 0.01%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CROATIA, REPUBLIC OF                                                             | CROATIA REPUBLIC OF 2.7% 06/15/2028 REGS                                                                | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $238148.51    | 0.02%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      809000 | PA      | $289010.25    | 0.03%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 1.6% 06/17/2035                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    14678000 | PA      | $450877.59    | 0.05%             | 2035-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.62% 09/25/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    13690000 | PA      | $1996261.26   | 0.21%             | 2029-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 06/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   345000000 | PA      | $1961113.16   | 0.20%             | 2042-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT AS                                                      | SPAREBANK 1 BOLIGKREDITT AS 0.01% 09/22/2027 REGS                                                       | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     1151000 | PA      | $1292029.09   | 0.13%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.5% 08/21/2030 144A REGS                                                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       58000 | PA      | $37421.46     | 0.00%             | 2030-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.3% 12/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    64800000 | PA      | $403991.47    | 0.04%             | 2054-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.7% 06/15/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1220000 | PA      | $1506841.41   | 0.16%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.39% 11/15/2026                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    14910000 | PA      | $2108860.11   | 0.22%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 0.25% 02/25/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |      140000 | PA      | $140419.30    | 0.01%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 0.827% 07/30/2027 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       50000 | PA      | $57388.60     | 0.01%             | 2027-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/ILS settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-79960.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1336000 | PA      | $1458035.02   | 0.15%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $105347.33    | 0.01%             | 2027-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                                          | SCHLUMBERGER FINANCE BV 2% 05/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      230000 | PA      | $250319.51    | 0.03%             | 2032-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEGAL AND GENERAL GROUP PLC                                                      | LEGAL AND GENERAL GROUP PLC 5.125%/VAR 11/14/2048 REGS                                                  | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137214.49    | 0.01%             | 2048-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1% 07/16/2026 REGS                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $132437.66    | 0.01%             | 2026-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 03/20/2064                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   454450000 | PA      | $2537163.06   | 0.26%             | 2064-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS                                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     1280000 | PA      | $1597359.91   | 0.16%             | 2033-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.6% 06/20/2037                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   136750000 | PA      | $837194.32    | 0.09%             | 2037-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 1.3% 05/18/2033                                                              | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120754.87    | 0.01%             | 2033-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 1% 09/21/2026 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      226000 | PA      | $299361.24    | 0.03%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 5.802%/VAR 03/17/2029                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $67837.49     | 0.01%             | 2029-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 09/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    53150000 | PA      | $344828.18    | 0.04%             | 2032-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.3% 11/04/2050 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      562000 | PA      | $301679.18    | 0.03%             | 2050-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                      | TELENOR ASA 0.75% 05/31/2026 REGS                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $116230.88    | 0.01%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $355203.04    | 0.04%             | 2072-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 2.25% 03/03/2032 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      230000 | PA      | $263490.84    | 0.03%             | 2032-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1% 01/14/2032 REGS                                                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202113.71    | 0.02%             | 2032-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 1.45% 08/01/2039                                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84065.45     | 0.01%             | 2039-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    36960000 | PA      | $7037521.72   | 0.73%             | 2050-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.906%/VAR 08/12/2032                                                  | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      620000 | PA      | $419225.49    | 0.04%             | 2032-08-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 1.5% 09/15/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      270000 | PA      | $292830.50    | 0.03%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2049                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     5450000 | PA      | $23093.19     | 0.00%             | 2049-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREECE GOVERNMENT OF                                                             | GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS                                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      250000 | PA      | $309466.66    | 0.03%             | 2042-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 0.125% 07/23/2030 REGS                                                         | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      215000 | PA      | $260972.53    | 0.03%             | 2030-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4.125%/VAR 04/04/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243460.83    | 0.03%             | 2030-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                              | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118579.28    | 0.01%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 0.3%/VAR 05/20/2027 REGS                                                                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      240000 | PA      | $277713.79    | 0.03%             | 2027-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 1.301%/VAR 09/25/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $216813.95    | 0.02%             | 2049-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.8% 01/25/2036                                                                  | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |      550000 | PA      | $91256.90     | 0.01%             | 2036-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                   | BPIFRANCE SACA 0.625% 05/25/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232616.38    | 0.02%             | 2026-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 09/05/2028 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |       48000 | PA      | $54096.55     | 0.01%             | 2028-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2028 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1329000 | PA      | $859400.67    | 0.09%             | 2028-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.375% 05/02/2030 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123978.04    | 0.01%             | 2030-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INTERNATIONAL FINANCE BV                                           | MERCEDES-BENZ INTERNATIONAL FINANCE BV 3.25% 09/15/2027 REGS                                            | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      410000 | PA      | $492037.05    | 0.05%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.5% 04/15/2040                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9622000000 | PA      | $619636.65    | 0.06%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 8.5% 02/28/2030                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     7700000 | PA      | $407598.96    | 0.04%             | 2030-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.625%/VAR 03/21/2028 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365854.90    | 0.04%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   598400000 | PA      | $3985579.61   | 0.41%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                                | KUNTARAHOITUS OYJ 5.125% 07/22/2027 REGS                                                                | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | CORP              | FI        |      120000 | PA      | $168197.50    | 0.02%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119155.53    | 0.01%             | 2028-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.375% 08/15/2028                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6111000000 | PA      | $377922.19    | 0.04%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1233000 | PA      | $1195041.97   | 0.12%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 2.25% 06/22/2057 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      124000 | PA      | $100242.63    | 0.01%             | 2057-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.45% 09/05/2040 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     1125000 | PA      | $1019846.30   | 0.11%             | 2040-09-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 0.75%/VAR 02/17/2027 REGS                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116604.45    | 0.01%             | 2027-02-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      408000 | PA      | $428388.42    | 0.04%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.125% 05/22/2032 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238318.40    | 0.02%             | 2032-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.19% 04/15/2053                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2170000 | PA      | $382044.92    | 0.04%             | 2053-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.247% 11/25/2029 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      260000 | PA      | $308909.67    | 0.03%             | 2029-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       42000 | PA      | $54881.10     | 0.01%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 2.5% 08/25/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    11070000 | PA      | $508980.67    | 0.05%             | 2028-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2055 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       30000 | PA      | $34920.89     | 0.00%             | 2055-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      225000 | PA      | $256942.35    | 0.03%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD 0.943% 01/19/2029 REGS                                                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      120000 | PA      | $132354.56    | 0.01%             | 2029-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 0.01% 01/10/2031 REGS                                                                | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      130000 | PA      | $133171.11    | 0.01%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      124000 | PA      | $105152.55    | 0.01%             | 2048-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 4.6% 02/16/2026                                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      300000 | PA      | $198402.61    | 0.02%             | 2026-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.125% 09/10/2039                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   321370000 | PA      | $190206.95    | 0.02%             | 2039-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.625% 09/10/2053                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   289870000 | PA      | $250843.75    | 0.03%             | 2053-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GECINA SA                                                                        | GECINA SA 1.375% 01/26/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228589.21    | 0.02%             | 2028-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 0.5%/VAR 02/09/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $445372.53    | 0.05%             | 2029-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/15/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      442000 | PA      | $486511.76    | 0.05%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.35% 02/28/2030 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      190000 | PA      | $201003.80    | 0.02%             | 2030-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 2.8% 11/29/2052                                                                         | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      930000 | PA      | $199750.05    | 0.02%             | 2052-11-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.25% 10/24/2041 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $153229.28    | 0.02%             | 2041-10-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2035 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      510000 | PA      | $585264.04    | 0.06%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 0.625% 04/15/2036 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      260000 | PA      | $230165.16    | 0.02%             | 2036-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 3.875% 02/15/2029                                                               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |      130000 | PA      | $177706.45    | 0.02%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.15% 11/15/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1190000 | PA      | $1419579.68   | 0.15%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/IDR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43441.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 1.375% 09/04/2028 REGS                                                          | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341421.60    | 0.04%             | 2028-09-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 4.125% 05/29/2028                                                                   | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      260000 | PA      | $318524.57    | 0.03%             | 2028-05-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    69800000 | PA      | $472335.71    | 0.05%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 3.1% 03/20/2065                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    34550000 | PA      | $240322.90    | 0.02%             | 2065-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.1% 10/04/2040 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      946000 | PA      | $673983.51    | 0.07%             | 2040-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.58%/VAR 05/10/2032 REGS                                                             | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36314.68     | 0.00%             | 2032-05-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 04/20/2029 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      860000 | PA      | $553205.88    | 0.06%             | 2029-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 12/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   193650000 | PA      | $1185769.22   | 0.12%             | 2042-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 2% 03/08/2049 REGS                                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       17000 | PA      | $13338.55     | 0.00%             | 2049-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      172000 | PA      | $137426.97    | 0.01%             | 2052-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      110000 | PA      | $136345.42    | 0.01%             | 2033-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      230000 | PA      | $288426.69    | 0.03%             | 2045-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.75% 02/23/2032                                                                   | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      130000 | PA      | $135312.97    | 0.01%             | 2032-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.5% 12/10/2030                                                                       | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1681130000 | PA      | $1168832.08   | 0.12%             | 2030-12-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                         | GRAND CITY PROPERTIES SA 1.375% 08/03/2026 REGS                                                         | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $464389.94    | 0.05%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 1.5% 09/25/2028 REGS                                                            | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113309.26    | 0.01%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      390000 | PA      | $477713.73    | 0.05%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 1.707% 07/28/2025 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      360000 | PA      | $423939.02    | 0.04%             | 2025-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: GBP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $8763.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 0.25% 02/10/2027                                                                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    27960000 | PA      | $1264272.79   | 0.13%             | 2027-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.48% 04/15/2027                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6860000 | PA      | $975660.09    | 0.10%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: GBP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3174.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4.875% 10/23/2029 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $138313.64    | 0.01%             | 2029-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 1.375% 07/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $173157.20    | 0.02%             | 2027-07-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      600000 | PA      | $771332.42    | 0.08%             | 2042-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      590000 | PA      | $219811.59    | 0.02%             | 2071-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS                                                              | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |       89000 | PA      | $83536.66     | 0.01%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.724% 06/15/2033                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2083000 | PA      | $536407.12    | 0.06%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      116000 | PA      | $110503.91    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 0% 01/15/2027                                                          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     1828000 | PA      | $2088192.10   | 0.22%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      670000 | PA      | $256498.61    | 0.03%             | 2120-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                                                     | CAPGEMINI SA 1.125% 06/23/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108345.87    | 0.01%             | 2030-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                                                | UPJOHN FINANCE BV 1.362% 06/23/2027 REGS                                                                | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $171727.97    | 0.02%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 0.5%/VAR 03/24/2027 REGS                                                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $116198.88    | 0.01%             | 2027-03-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 0.25%/VAR 02/01/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $214189.95    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 0.375% 04/15/2027 REGS                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $224976.92    | 0.02%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                                         | HERA SPA 0.875% 07/05/2027 REGS                                                                         | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      190000 | PA      | $216891.35    | 0.02%             | 2027-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 4% 01/18/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123529.80    | 0.01%             | 2033-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                   | NEDERLANDSE WATERSCHAPSBANK NV 0.75% 10/04/2041 REGS                                                    | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | NL        |      748000 | PA      | $577621.76    | 0.06%             | 2041-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 3.375% 04/06/2028 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       32000 | PA      | $38306.98     | 0.00%             | 2028-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2970000 | PA      | $3283539.71   | 0.34%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | SMURFIT KAPPA TREASURY 1.5% 09/15/2027 REGS                                                             | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115455.59    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                                          | ROYAL SCHIPHOL GROUP NV 2% 04/06/2029 REGS                                                              | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      117000 | PA      | $134238.20    | 0.01%             | 2029-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC EUSA1+NA 08/09/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330376.58    | 0.03%             | 2029-08-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS                                                               | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      584000 | PA      | $686890.91    | 0.07%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      180000 | PA      | $217016.77    | 0.02%             | 2055-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     1281000 | PA      | $1471186.28   | 0.15%             | 2027-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                   | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.15% 08/24/2034                                         | CUSIP: 07813ZCR3<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |      590000 | PA      | $453547.20    | 0.05%             | 2034-08-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      273000 | PA      | $315548.02    | 0.03%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2% 06/01/2032                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $150817.06    | 0.02%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 5.5% 12/12/2028                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     7560000 | PA      | $381113.64    | 0.04%             | 2028-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.4% 07/15/2028                                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    50010000 | PA      | $7178093.13   | 0.74%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 2.3% 09/01/2029                                                                            | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $99633.12     | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.631% 12/13/2029 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      320000 | PA      | $386548.53    | 0.04%             | 2029-12-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 2.347% 08/30/2029 REGS                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      130000 | PA      | $151577.35    | 0.02%             | 2029-08-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |     2430000 | PA      | $233583.19    | 0.02%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/COP settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $18379.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                           | AGRICULTURAL DEVELOPMENT BANK OF CHINA 2.99% 08/11/2026                                                 | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | CORP              | CN        |    31790000 | PA      | $4506062.82   | 0.47%             | 2026-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA 1.875% 01/06/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222494.73    | 0.02%             | 2031-01-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 5.754%/VAR 04/03/2034 REGS                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      300000 | PA      | $203498.66    | 0.02%             | 2034-04-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0% 07/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      340000 | PA      | $412336.51    | 0.04%             | 2031-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 03/01/2048 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        1000 | PA      | $1069.76      | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 3.55% 06/18/2033                                                          | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $711563.65    | 0.07%             | 2033-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 09/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    73150000 | PA      | $399273.38    | 0.04%             | 2040-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3.125% 07/05/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      390000 | PA      | $469352.95    | 0.05%             | 2028-07-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS                                                               | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      515000 | PA      | $506729.94    | 0.05%             | 2037-03-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $266817.20    | 0.03%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.1% 04/12/2029 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      530000 | PA      | $625624.56    | 0.06%             | 2029-04-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 0.2% 02/11/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $332239.85    | 0.03%             | 2028-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                                                | ENEXIS HOLDING NV 0.75% 07/02/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $103541.49    | 0.01%             | 2031-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                | TENNET HOLDING BV 0.875% 06/16/2035 REGS                                                                | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      574000 | PA      | $533160.65    | 0.06%             | 2035-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                                                | STEDIN HOLDING NV 0% 11/16/2026 REGS                                                                    | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      117000 | PA      | $133473.44    | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                                             | AGENCE FRANCE LOCALE 3.125% 03/20/2034 REGS                                                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $116651.27    | 0.01%             | 2034-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 2.75% 02/14/2033                                                                            | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      340000 | PA      | $398709.90    | 0.04%             | 2033-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 2.25% 06/26/2028 REGS                                                              | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $308308.14    | 0.03%             | 2028-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                                                      | LAND HESSEN 0.01% 06/18/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      540000 | PA      | $545401.07    | 0.06%             | 2031-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 10/20/2026 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      185000 | PA      | $214774.41    | 0.02%             | 2026-10-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      530000 | PA      | $623395.76    | 0.06%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.875% 04/15/2029                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10560000000 | PA      | $664105.94    | 0.07%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 0.375% 01/20/2032 REGS                                                       | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198990.99    | 0.02%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2% 06/17/2042                                                                       | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     7800000 | PA      | $240561.08    | 0.02%             | 2042-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      530000 | PA      | $678191.34    | 0.07%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 4% 03/13/2032 REGS                                                          | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      330000 | PA      | $399277.34    | 0.04%             | 2032-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.75% 09/10/2054                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  2067260000 | PA      | $1529907.04   | 0.16%             | 2054-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 4.9%/VAR 04/02/2027                                                        | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      840000 | PA      | $624890.91    | 0.06%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.757% 05/22/2040                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2310000 | PA      | $548976.00    | 0.06%             | 2040-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 2.75% 10/25/2029                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2390000 | PA      | $611207.68    | 0.06%             | 2029-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 2.375% 06/30/2027 REGS                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      160000 | PA      | $188477.01    | 0.02%             | 2027-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      930000 | PA      | $592733.19    | 0.06%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 0.25% 06/14/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      120000 | PA      | $130257.71    | 0.01%             | 2029-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.736% 03/15/2046                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       90000 | PA      | $23828.74     | 0.00%             | 2046-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE CORP PLC                                                       | PENSION INSURANCE CORP PLC 5.625% 09/20/2030 REGS                                                       | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136818.53    | 0.01%             | 2030-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 4.125% 03/25/2044 REGS                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $58558.00     | 0.01%             | 2044-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 4.75% 02/20/2037 REGS                                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      600000 | PA      | $383679.07    | 0.04%             | 2037-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: AUD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $246518.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND SECURITIES CAP MKTS PLC                                                     | LAND SECURITIES CAP MKTS PLC 2.375% 03/29/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      160000 | PA      | $211359.77    | 0.02%             | 2029-03-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 06/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    19800000 | PA      | $95616.93     | 0.01%             | 2053-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 3.215% 04/08/2030                                                          | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72610.98     | 0.01%             | 2030-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                               | MACQUARIE BANK LTD 1.125% 12/15/2025 REGS                                                               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      110000 | PA      | $148690.99    | 0.02%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: PEN/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2336.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.25% 11/19/2027                                                              | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      952000 | PA      | $595531.61    | 0.06%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.95% 06/18/2050                                                          | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      924000 | PA      | $523282.22    | 0.05%             | 2050-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 04/18/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4060000 | PA      | $4833832.42   | 0.50%             | 2030-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 0.664% 02/03/2030 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $319060.71    | 0.03%             | 2030-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 2.125% 12/17/2026                                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    69582000 | PA      | $2160247.21   | 0.22%             | 2026-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25% 11/16/2032 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $126027.02    | 0.01%             | 2032-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 0.5% 11/20/2025                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      110000 | PA      | $71618.76     | 0.01%             | 2025-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                               | COUNCIL EUROPE DEV BK 0% 04/09/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | FR        |       33000 | PA      | $37504.04     | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.625% 03/10/2048                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   251760000 | PA      | $180802.15    | 0.02%             | 2048-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      540000 | PA      | $630422.23    | 0.07%             | 2033-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                       | KOREA HSG FIN CORP 0.01% 07/07/2025 REGS                                                                | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | CORP              | KR        |      160000 | PA      | $188422.43    | 0.02%             | 2025-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 06/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   144250000 | PA      | $803534.76    | 0.08%             | 2039-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 2% 06/15/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      590000 | PA      | $663054.52    | 0.07%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 3.202% 05/06/2036 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $475095.50    | 0.05%             | 2036-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 4% 06/24/2069                                                                 | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1080000 | PA      | $239796.94    | 0.02%             | 2069-06-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 1.75% 11/25/2027 REGS                                                    | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $583323.78    | 0.06%             | 2027-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.7% 04/30/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      140000 | PA      | $143828.21    | 0.01%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 06/10/2027                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1157040000 | PA      | $868210.84    | 0.09%             | 2027-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      172000 | PA      | $196935.61    | 0.02%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1910000 | PA      | $1228015.69   | 0.13%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEV ASSOCIATION 4.75% 10/14/2031 REGS                                                     | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | US        |      230000 | PA      | $324407.93    | 0.03%             | 2031-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 5.75%/VAR 08/23/2033 REGS                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $125833.33    | 0.01%             | 2033-08-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 06/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1740000 | PA      | $2080336.50   | 0.21%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 0.875% 03/31/2028 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226236.29    | 0.02%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      260000 | PA      | $360595.37    | 0.04%             | 2043-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                                               | JOHN DEERE BANK SA 3.3% 10/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: RUOKPID0PZ0UWJYU9J61       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $240998.20    | 0.02%             | 2029-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.885% 08/15/2029                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1820000 | PA      | $441956.02    | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 03/20/2037                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    22050000 | PA      | $137440.23    | 0.01%             | 2037-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.86% 07/22/2049                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    21260000 | PA      | $4036969.47   | 0.42%             | 2049-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELEC SA                                                                | SCHNEIDER ELEC SA 3% 01/10/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356477.19    | 0.04%             | 2031-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                  | IBM CORPORATION 1.2% 02/11/2040                                                                         | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      272000 | PA      | $224545.92    | 0.02%             | 2040-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.696% 10/15/2042                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2150000 | PA      | $568190.59    | 0.06%             | 2042-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.25% 04/05/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $357130.88    | 0.04%             | 2033-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 1.75% 11/11/2026 REGS                                                     | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      210000 | PA      | $245833.37    | 0.03%             | 2026-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1% 11/26/2025                                                                       | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    30380000 | PA      | $87767.21     | 0.01%             | 2025-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.1% 03/01/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1208000 | PA      | $1312686.77   | 0.14%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG 2.375% 04/09/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       76000 | PA      | $86834.89     | 0.01%             | 2032-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 2.125% 03/10/2028                                                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      200000 | PA      | $231933.64    | 0.02%             | 2028-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.2% 12/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   163750000 | PA      | $1116838.56   | 0.12%             | 2034-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2181479.62  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5% 01/25/2030                                                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1710000 | PA      | $476668.40    | 0.05%             | 2030-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3250000 | PA      | $4401110.54   | 0.45%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE 0.75% 02/20/2028 REGS                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       99000 | PA      | $111458.52    | 0.01%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    13003644 | NS      | $13006244.23  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2033                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2510000 | PA      | $392462.94    | 0.04%             | 2033-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      380000 | PA      | $385843.93    | 0.04%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 05/13/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      170000 | PA      | $206471.89    | 0.02%             | 2031-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS                                                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    11950000 | PA      | $1206380.47   | 0.12%             | 2029-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                    | BRITISH COLUMBIA PROVINCE CDA 2.75% 06/18/2052                                                          | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $75385.64     | 0.01%             | 2052-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.125% 03/10/2047                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    29200000 | PA      | $19208.92     | 0.00%             | 2047-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.3% 05/15/2033 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      570000 | PA      | $605206.87    | 0.06%             | 2033-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 1.125% 01/17/2030                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $106052.02    | 0.01%             | 2030-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 02/25/2028 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $667072.14    | 0.07%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.05% 04/15/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    32240000 | PA      | $4588693.23   | 0.47%             | 2029-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/KRW settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-115961.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.25% 09/01/2036 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      639000 | PA      | $666825.83    | 0.07%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE-DE-FRANCE MOBILITES 0.4% 05/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $305881.57    | 0.03%             | 2031-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.5% 11/15/2031                                                                    | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      150000 | PA      | $188863.08    | 0.02%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                               | BECTON DICKINSON EURO FINANCE SARL 1.208% 06/04/2026                                                    | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     1553000 | PA      | $1811962.83   | 0.19%             | 2026-06-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 5.36% 05/20/2036                                                                          | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $40031.94     | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 1.69% 01/16/2031                                                                          | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      417000 | PA      | $279762.83    | 0.03%             | 2031-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                          | INTER AMERICAN DEV BANK 1.25% 12/15/2025                                                                | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | US        |      308000 | PA      | $417074.64    | 0.04%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.75% 04/25/2029                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1320000 | PA      | $376837.32    | 0.04%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC FINANCE I BV                                            | THERMO FISHER SCIENTIFIC FINANCE I BV 1.625% 10/18/2041                                                 | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $127099.86    | 0.01%             | 2041-10-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                          | VOLKSWAGEN LEASING GMBH 0.625% 07/19/2029 REGS                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $53565.26     | 0.01%             | 2029-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.375% 04/20/2028 REGS                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111152.78    | 0.01%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 3.375%/VAR 07/06/2047 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118891.08    | 0.01%             | 2047-07-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      166000 | PA      | $168793.39    | 0.02%             | 2034-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COENTREPRISE DE TRANSPORT D'ELECTRICITE SA                                       | COENTREPRISE DE TRANSPORT D'ELECTRICITE SA 1.5% 07/29/2028 REGS                                         | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113449.19    | 0.01%             | 2028-07-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   171100000 | PA      | $910208.51    | 0.09%             | 2053-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: NOK/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $131.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 09/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    56150000 | PA      | $310561.11    | 0.03%             | 2039-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0.2% 10/18/2030 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       86000 | PA      | $90210.84     | 0.01%             | 2030-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.79% 12/15/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    15250000 | PA      | $2244361.01   | 0.23%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 2% 03/17/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       23000 | PA      | $26971.47     | 0.00%             | 2028-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 03/01/2027                                                                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2330000 | PA      | $1673675.23   | 0.17%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                        | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      310000 | PA      | $354728.10    | 0.04%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       10000 | PA      | $11339.94     | 0.00%             | 2044-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                   | AIR PRODUCTS and CHEMICALS INC 0.5% 05/05/2028                                                          | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1359803.26   | 0.14%             | 2028-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                   | AA BOND CO LTD 7.375% 07/31/2050 REGS                                                                   | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      120000 | PA      | $172962.47    | 0.02%             | 2050-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                        | EXPORT DEVELOPMENT CANADA 0.5% 02/25/2027 REGS                                                          | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      330000 | PA      | $378868.58    | 0.04%             | 2027-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/CZK settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25504.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.75% 02/26/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      100000 | PA      | $112421.19    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 4.625% 06/07/2032 REGS                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127094.42    | 0.01%             | 2032-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                                   | AAREAL BANK AG 0.01% 02/01/2028 REGS                                                                    | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110959.25    | 0.01%             | 2028-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE NETH BV                                                     | TOYOTA MOTOR FINANCE NETH BV 3.5% 01/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $362512.79    | 0.04%             | 2028-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0% 06/17/2027                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      215000 | PA      | $243677.95    | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1470000 | PA      | $984577.01    | 0.10%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.25% 05/03/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $395788.84    | 0.04%             | 2034-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG 3.25% 03/20/2036 REGS                                                               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      180000 | PA      | $207277.79    | 0.02%             | 2036-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 07/21/2026 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |       33000 | PA      | $39271.96     | 0.00%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 1.25% 07/13/2031 REGS                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110289.05    | 0.01%             | 2031-07-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HOLDINGS PLC 7.098%/VAR 11/16/2027 REGS                                              | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $155333.71    | 0.02%             | 2027-11-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                  | MOTABILITY OPERATIONS GRP PLC 1.5% 01/20/2041 REGS                                                      | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      220000 | PA      | $168729.28    | 0.02%             | 2041-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 1.75% 10/10/2027 REGS                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |      150000 | PA      | $172697.48    | 0.02%             | 2027-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK IRELAND GROUP PLC 0.375%/VAR 05/10/2027 REGS                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      140000 | PA      | $162175.44    | 0.02%             | 2027-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                    | CREDIT AGRICOLE ASSURANCES SA 2% 07/17/2030 REGS                                                        | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110078.93    | 0.01%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2029                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   327900000 | PA      | $2192368.02   | 0.23%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                                               | SEGRO CAPITAL SARL 1.25% 03/23/2026 REGS                                                                | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |      160000 | PA      | $186738.25    | 0.02%             | 2026-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.625% 10/16/2026 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      466000 | PA      | $539702.76    | 0.06%             | 2026-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.1% 02/01/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      130000 | PA      | $162214.32    | 0.02%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 2.5% 10/22/2029                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      424000 | PA      | $264857.25    | 0.03%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE NETHERLANDS BV                                                  | UNILEVER FIN NETHERLANDS BV 3.5% 02/15/2037 REGS                                                        | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $198149.46    | 0.02%             | 2037-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 03/20/2042                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   149000000 | PA      | $837133.64    | 0.09%             | 2042-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0% 10/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       85000 | PA      | $95550.00     | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.504% 04/30/2029                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      560000 | PA      | $138783.48    | 0.01%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      662000 | PA      | $832271.12    | 0.09%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                     | DEXIA CR LOC SOCIETE ANONYME 0.625% 01/17/2026 REGS                                                     | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $584039.39    | 0.06%             | 2026-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2541000 | PA      | $2271361.78   | 0.23%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 04/09/2030 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      725000 | PA      | $766648.71    | 0.08%             | 2030-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                                                 | RAIFFEISEN BANK INTERNATL AG 4.75%/VAR 01/26/2027 REGS                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      200000 | PA      | $238441.11    | 0.02%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 0.875%/VAR 09/22/2028 REGS                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568305.65    | 0.06%             | 2028-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 3.1% 06/22/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      720000 | PA      | $844935.90    | 0.09%             | 2035-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     1129000 | PA      | $1276451.32   | 0.13%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 4.771%/VAR 02/16/2029 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      120000 | PA      | $148874.49    | 0.02%             | 2029-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 2.9% 12/09/2030                                                               | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      968000 | PA      | $679686.34    | 0.07%             | 2030-12-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/PLN settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-142.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1732.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                                            | EAST JAPAN RAILWAY CO 1.104% 09/15/2039 REGS                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      160000 | PA      | $133661.14    | 0.01%             | 2039-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                           | AGRICULTURAL DEVELOPMENT BANK OF CHINA 3.52% 05/24/2031                                                 | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | CORP              | CN        |    38250000 | PA      | $5867618.40   | 0.61%             | 2031-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $234231.59    | 0.02%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5780000 | PA      | $6994138.46   | 0.72%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 4.4% 12/01/2055                                                                     | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      260000 | PA      | $189672.55    | 0.02%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |       57000 | PA      | $59245.10     | 0.01%             | 2035-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       82000 | PA      | $32414.97     | 0.00%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN ANHALT                                                              | LAND SACHSEN ANHALT 3.15% 02/06/2054                                                                    | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $53329.54     | 0.01%             | 2054-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CNY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-265772.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.5% 06/15/2035                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1449000000 | PA      | $94568.62     | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.5% 05/15/2038                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1631000000 | PA      | $105409.72    | 0.01%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2043 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3000000 | PA      | $2960585.66   | 0.31%             | 2043-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                                         | ACTION LOGEMENT SERVICES 0.375% 10/05/2031 REGS                                                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $602525.66    | 0.06%             | 2031-10-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD                           | NORTH WEST REDWATER PARTNERSHIP / NWR FINANCING CO LTD 4.35% 01/10/2039                                 | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      591000 | PA      | $420485.60    | 0.04%             | 2039-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUXEMBOURG                                                        | HOLCIM FINANCE LUXEMBOURG 0.5% 04/23/2031 REGS                                                          | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      130000 | PA      | $131320.06    | 0.01%             | 2031-04-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATIONAL GRID ELEC TRANSM PLC 1.375% 09/16/2026 REGS                                                    | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $264251.32    | 0.03%             | 2026-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/GBP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6430.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG AUSTRALIA BRANCH                                                          | UBS AG AUSTRALIA BRH 5.808% 11/24/2028 REGS                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | AU        |       90000 | PA      | $62300.61     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/COP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21926.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 2.75% 12/22/2026                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    30520000 | PA      | $85677.92     | 0.01%             | 2026-12-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1209000 | PA      | $1238722.72   | 0.13%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031                                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2032000 | PA      | $1073982.53   | 0.11%             | 2031-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3% 06/15/2035 144A REGS                                               | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      320000 | PA      | $375602.76    | 0.04%             | 2035-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                       | BERKSHIRE HATHAWAY INC DEL 2.15% 03/15/2028                                                             | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      797000 | PA      | $932195.47    | 0.10%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 3.625% 06/15/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121907.22    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 1.106%/VAR 05/12/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $113881.73    | 0.01%             | 2032-05-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.25% 08/12/2036                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      130000 | PA      | $118822.41    | 0.01%             | 2036-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/CZK settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-157458.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.375% 06/10/2032                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   838210000 | PA      | $644848.12    | 0.07%             | 2032-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 1.2% 08/08/2034                                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |      403000 | PA      | $409876.01    | 0.04%             | 2034-08-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.75%/VAR 11/13/2032 REGS                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $126338.14    | 0.01%             | 2032-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: CAD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1440.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                          | NESTLE FINANCE INTL LTD 3% 01/23/2031 REGS                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $238867.53    | 0.02%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                                            | NOVA SCOTIA POWER INC 5.67% 11/14/2035                                                                  | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $71578.34     | 0.01%             | 2035-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 1.25% 02/04/2043 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      172000 | PA      | $141577.57    | 0.01%             | 2043-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 3% 04/26/2027 REGS                                                       | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239116.58    | 0.02%             | 2027-04-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV 0.75% 06/26/2027                                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      100000 | PA      | $113436.58    | 0.01%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.279%/VAR 05/15/2034                                                    | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $38490.18     | 0.00%             | 2034-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1% 09/18/2025 REGS                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234960.97    | 0.02%             | 2025-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                  | LLOYDS BANK PLC 0.125% 09/23/2029 REGS                                                                  | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106347.41    | 0.01%             | 2029-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                     | DEXIA CR LOC SOCIETE ANONYME 1% 10/18/2027 REGS                                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114599.70    | 0.01%             | 2027-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 2% 11/01/2028 REGS                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       51000 | PA      | $58970.66     | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 1.874%/VAR 12/09/2031 REGS                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $262460.59    | 0.03%             | 2031-12-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 12/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   439850000 | PA      | $3005659.48   | 0.31%             | 2027-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                          | A2A SPA 0.625% 07/15/2031 REGS                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      140000 | PA      | $142175.27    | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 1% 07/14/2031 REGS                                                                      | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102154.29    | 0.01%             | 2031-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.125% 07/25/2029 REGS                                                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       27000 | PA      | $35081.72     | 0.00%             | 2029-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 3.375%/VAR PERP REGS                                                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EP               | CORP              | IT        |      220000 | PA      | $252022.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WATER FINANCE PLC 0.875% 10/28/2029 REGS                                               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234424.57    | 0.02%             | 2029-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.625% 02/25/2033 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97285.01     | 0.01%             | 2033-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2% 06/01/2028                                                                      | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36039.88     | 0.00%             | 2028-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 1.74% 10/15/2029                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    87550000 | PA      | $12338710.16  | 1.27%             | 2029-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 3% 05/20/2027 REGS                                                        | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      620000 | PA      | $405310.88    | 0.04%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 4.375% 10/14/2029 REGS                                                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $376782.62    | 0.04%             | 2029-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    32000000 | PA      | $179591.54    | 0.02%             | 2053-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.75% 05/03/2027 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       43000 | PA      | $49525.99     | 0.01%             | 2027-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3197000 | PA      | $2417854.99   | 0.25%             | 2040-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.375% 12/10/2031                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   600000000 | PA      | $435181.30    | 0.04%             | 2031-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 02/22/2027                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      283000 | PA      | $326351.95    | 0.03%             | 2027-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4490000 | PA      | $4921082.38   | 0.51%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                           | AGRICULTURAL DEVELOPMENT BANK OF CHINA 3.3% 11/05/2031                                                  | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | CORP              | CN        |    42520000 | PA      | $6484171.05   | 0.67%             | 2031-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                        | ARKEMA 0.75% 12/03/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108388.48    | 0.01%             | 2029-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2162000 | PA      | $2044867.25   | 0.21%             | 2035-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2053                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   110700000 | PA      | $566256.96    | 0.06%             | 2053-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                                            | 407 INTERNATIONAL INC 3.65% 09/08/2044 REGS                                                             | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      295000 | PA      | $187638.85    | 0.02%             | 2044-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALLOON REGION                                                                   | WALLOON REGION 1.05% 06/22/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $79383.81     | 0.01%             | 2040-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.25% 09/15/2026 REGS                                                               | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      112000 | PA      | $150376.96    | 0.02%             | 2026-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 12/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   170150000 | PA      | $919073.49    | 0.09%             | 2052-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.75% 03/31/2047                                                                        | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      476000 | PA      | $127333.91    | 0.01%             | 2047-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 03/11/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       10000 | PA      | $11847.23     | 0.00%             | 2027-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.375% 09/10/2038                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   415730000 | PA      | $291655.60    | 0.03%             | 2038-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/DKK settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17005.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 08/27/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |      130000 | PA      | $134816.59    | 0.01%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP 0.95% 05/04/2033                                                                             | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      371000 | PA      | $357525.61    | 0.04%             | 2033-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      636000 | PA      | $822374.20    | 0.08%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 4% 04/25/2047                                                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      306000 | PA      | $66924.63     | 0.01%             | 2047-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.7% 09/20/2038                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   863100000 | PA      | $5191306.31   | 0.54%             | 2038-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 1.75% 07/20/2034 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      450000 | PA      | $229503.16    | 0.02%             | 2034-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.75% 09/01/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $96717.72     | 0.01%             | 2032-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                              | BANCO BILBAO VIZ ARGENTARIA SA 5.75%/VAR 09/15/2033 REGS                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $251974.81    | 0.03%             | 2033-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 03/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    45600000 | PA      | $264328.32    | 0.03%             | 2043-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 1% 12/20/35                                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   647550000 | PA      | $4273681.61   | 0.44%             | 2035-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                               | BELFIUS BANK SA/NV 5.25%/VAR 04/19/2033 REGS                                                            | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $247277.15    | 0.03%             | 2033-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.125% 04/26/2029 REGS                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      110000 | PA      | $126531.31    | 0.01%             | 2029-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: ILS/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $10104.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4%/VAR 12/05/2030 REGS                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $472357.95    | 0.05%             | 2030-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      288000 | PA      | $293883.45    | 0.03%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      180000 | PA      | $218771.46    | 0.02%             | 2034-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 3.1% 06/02/2050                                                                   | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      293000 | PA      | $171010.44    | 0.02%             | 2050-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROPERTY FINANCING BV                                        | AKELIUS RESIDENTIAL PROPERTY FINANCING BV 1% 01/17/2028 REGS                                            | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112044.01    | 0.01%             | 2028-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3310000 | PA      | $3912239.95   | 0.40%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA EUSA5+NA PERP REGS                                                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |      300000 | PA      | $332399.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC 6.375% 11/08/2027 REGS                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      280000 | PA      | $399232.89    | 0.04%             | 2027-11-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.875% 04/10/2035 REGS                                                   | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      610000 | PA      | $593185.60    | 0.06%             | 2035-04-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/CNY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-6718.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2033 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      340000 | PA      | $404371.06    | 0.04%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                      | ABERTIS INFRAESTRUCTURAS SA 2.375% 09/27/2027 REGS                                                      | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $468310.04    | 0.05%             | 2027-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 2.625% 11/06/2029 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116083.73    | 0.01%             | 2029-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    30400000 | PA      | $206852.15    | 0.02%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                                                   | WPP FINANCE SA 4.125% 05/30/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      170000 | PA      | $207558.68    | 0.02%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.76% 05/15/2032                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20700000 | PA      | $3104595.47   | 0.32%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: JPY/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3567.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD 2% 07/09/2040                                                              | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      157000 | PA      | $142254.42    | 0.01%             | 2040-07-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1090000 | PA      | $1496848.77   | 0.15%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/AUD settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-249941.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 09/08/2033 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117417.77    | 0.01%             | 2033-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                                                   | ABB FINANCE BV 0% 01/19/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      130000 | PA      | $135584.40    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 2%/VAR 04/12/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      140000 | PA      | $183898.79    | 0.02%             | 2028-04-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.25% 11/25/2029 REGS                                                          | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $640429.03    | 0.07%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 1.625% 11/17/2036 REGS                                                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      218000 | PA      | $221931.47    | 0.02%             | 2036-11-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.7% 06/02/2037                                                                    | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      190000 | PA      | $147642.59    | 0.02%             | 2037-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.15% 10/24/2031                                                                | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $50335.22     | 0.01%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 1.125% 12/15/2025                                                                | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | PH        |       32000 | PA      | $43309.77     | 0.00%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 3.75% 06/12/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |     2400000 | PA      | $236911.24    | 0.02%             | 2035-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 1.9% 09/15/2026 144A                                                          | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $349614.83    | 0.04%             | 2026-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 3.375% 01/23/2026 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      550000 | PA      | $749829.83    | 0.08%             | 2026-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERLIN HANNOVERSCHE HYPOTHEKENBANK AG                                            | BERLIN HANNOVERSCHE HYPBK AG 0.25% 05/19/2033 REGS                                                      | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $978956.75    | 0.10%             | 2033-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4% 11/15/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2510000 | PA      | $3142497.97   | 0.32%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                                         | ACEA SPA 1.5% 06/08/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      217000 | PA      | $251264.11    | 0.03%             | 2027-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE CORPORATION                                                       | TOYOTA FINANCE CORPORATION 0.37% 10/13/2026                                                             | CUSIP: N/A<br>LEI: NV4VOPP7EGAR4BW0SB02       | Long             | DBT              | CORP              | JP        |   100000000 | PA      | $690024.49    | 0.07%             | 2026-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.5% 05/26/2033                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10860000 | PA      | $529487.58    | 0.05%             | 2033-05-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 1%/VAR 11/16/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225077.97    | 0.02%             | 2032-11-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1% 05/25/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      466000 | PA      | $538935.41    | 0.06%             | 2027-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 3.45% 06/17/2043                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9230000 | PA      | $342708.72    | 0.04%             | 2043-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                          | DEVELOPMENT BK OF JAPAN 3.125% 04/13/2028 REGS                                                          | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | CORP              | JP        |      140000 | PA      | $168317.79    | 0.02%             | 2028-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 0.375% 10/26/2029 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $743601.87    | 0.08%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.85% 07/30/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      480000 | PA      | $501543.21    | 0.05%             | 2035-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 1.375% 02/23/2029 REGS                                                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      110000 | PA      | $123211.52    | 0.01%             | 2029-02-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                                               | LAND NIEDERSACHSEN 1.125% 09/12/2033 REGS                                                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       70000 | PA      | $72194.31     | 0.01%             | 2033-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.625% 01/07/2028                                                        | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1834000 | PA      | $2086238.33   | 0.22%             | 2028-01-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | MCKESSON CORP 3.125% 02/17/2029                                                                         | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      573000 | PA      | $750757.14    | 0.08%             | 2029-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.125% 09/05/2029 REGS                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       24000 | PA      | $26172.53     | 0.00%             | 2029-09-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.8% 07/30/2049 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      434000 | PA      | $282496.60    | 0.03%             | 2049-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC 2% 05/09/2036                                                                    | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208035.50    | 0.02%             | 2036-05-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.45% 10/31/2034 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1460000 | PA      | $1766491.16   | 0.18%             | 2034-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.5% 12/01/2030                                                                    | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      491000 | PA      | $317209.26    | 0.03%             | 2030-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.4% 05/01/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      760000 | PA      | $974785.37    | 0.10%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 7% 05/01/2034 144A REGS                                                               | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   105000000 | PA      | $123128.53    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 1.75% 03/15/2028 REGS                                                           | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      514000 | PA      | $590847.31    | 0.06%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.9% 12/02/2046                                                                    | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $277238.55    | 0.03%             | 2046-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 0.5% 03/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      391000 | PA      | $375246.89    | 0.04%             | 2033-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                                | SELP FINANCE SARL 1.5% 11/20/2025 REGS                                                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117227.11    | 0.01%             | 2025-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      355000 | PA      | $404318.20    | 0.04%             | 2028-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 1.75% 04/25/2032                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5520000 | PA      | $1233119.31   | 0.13%             | 2032-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC                                                               | BULGARIA REPUBLIC 4.5% 01/27/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      370000 | PA      | $472343.22    | 0.05%             | 2033-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.75%/VAR 03/14/2028 REGS                                                                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121994.76    | 0.01%             | 2028-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                 | ASR NEDERLAND NV 3.375%/VAR 05/02/2049 REGS                                                             | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116625.30    | 0.01%             | 2049-05-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                  | SOUTH AUSTRALIAN GOVT FING AUT 2% 05/23/2036 REGS                                                       | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      150000 | PA      | $73696.35     | 0.01%             | 2036-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 0.389%/VAR 02/24/2028 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      792000 | PA      | $902628.72    | 0.09%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                                                      | ALTALINK LP 3.717% 12/03/2046                                                                           | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      338000 | PA      | $215555.51    | 0.02%             | 2046-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/JPY settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-614802.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AT and T INC                                                                     | AT and T INC 2.9% 12/04/2026                                                                            | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $3651409.52   | 0.38%             | 2026-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 4.75% 11/10/2031 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $253170.77    | 0.03%             | 2031-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                   | VF CORPORATION 0.25% 02/25/2028                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      606000 | PA      | $622267.62    | 0.06%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625%/VAR PERP REGS                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |      100000 | PA      | $115437.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.875% 04/08/2039                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      185000 | PA      | $167472.10    | 0.02%             | 2039-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 0.875% 01/22/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1111219.13   | 0.11%             | 2029-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2.5% 10/04/2052 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      380000 | PA      | $347928.64    | 0.04%             | 2052-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       80000 | PA      | $93812.88     | 0.01%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                                      | SNCF RESEAU 1.125% 05/19/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1269964.85   | 0.13%             | 2027-05-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.05% 09/08/2027                                                                   | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2770000 | PA      | $1963725.06   | 0.20%             | 2027-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 2.5% 07/25/2027                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3047000 | PA      | $811468.17    | 0.08%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                       | VICTORIA TREASURY CORP OF 1.5% 09/10/2031                                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $561230.83    | 0.06%             | 2031-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 3.25% 07/21/2026 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      247000 | PA      | $162393.98    | 0.02%             | 2026-07-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK                                                    | OESTERREICHISCHE KONTROLLBANK 0.5% 12/15/2025 REGS                                                      | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      152000 | PA      | $205126.13    | 0.02%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 02/01/2035 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      970000 | PA      | $1187339.02   | 0.12%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                         | QUEENSLAND TREASURY CORP 2.25% 11/20/2041 144A REGS                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       70000 | PA      | $30154.06     | 0.00%             | 2041-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 4.6% 06/02/2039                                                                    | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      230000 | PA      | $175683.35    | 0.02%             | 2039-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                                                         | HEIDELBERGCEMENT FIN LUX 4.875% 11/21/2033 REGS                                                         | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $127786.93    | 0.01%             | 2033-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.119% 11/30/2034                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      831000 | PA      | $206187.44    | 0.02%             | 2034-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KERING SA                                                                        | KERING SA 3.625% 03/11/2036 REGS                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225069.65    | 0.02%             | 2036-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.1% 09/20/2027                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   510700000 | PA      | $3496471.26   | 0.36%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 1.125%/VAR 03/22/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      230000 | PA      | $267260.06    | 0.03%             | 2031-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 03/10/2054                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   250000000 | PA      | $203149.30    | 0.02%             | 2054-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 0.1% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224347.99    | 0.02%             | 2027-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 0.875% 12/07/2027 REGS                                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $756959.72    | 0.08%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.45% 09/01/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      897000 | PA      | $1004984.07   | 0.10%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.27% 03/25/2073                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6040000 | PA      | $1175209.89   | 0.12%             | 2073-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1% 06/01/2027                                                                      | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       58000 | PA      | $41335.37     | 0.00%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 1.5% 04/04/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $106678.10    | 0.01%             | 2032-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 6.125% 05/15/2028                                                              | CUSIP: 34540UAE9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      130000 | PA      | $164648.22    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7% 06/30/2032                                                                      | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   873300000 | PA      | $163860.39    | 0.02%             | 2032-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG HOLSTEIN                                                          | LAND SCHLESWIG HOLSTEIN 0.05% 07/08/2031 REGS                                                           | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      410000 | PA      | $413998.30    | 0.04%             | 2031-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINL GROUP INC 0.797% 04/15/2030 REGS                                                            | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      470000 | PA      | $500110.32    | 0.05%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 0.25% 10/30/2026 REGS                                                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $574208.22    | 0.06%             | 2026-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 5.625% 04/03/2053 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123120.58    | 0.01%             | 2053-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 1.375% 01/12/2037 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $386854.52    | 0.04%             | 2037-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                       | LEGRAND SA 0.375% 10/06/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $199924.50    | 0.02%             | 2031-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 1.375% 12/23/2026 REGS                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $131277.23    | 0.01%             | 2026-12-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 4.632% 05/01/2028                                                                  | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $258559.79    | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL                                                                 | AUTOBAHN SCHNELL 0.1% 07/16/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | CORP              | AT        |      710000 | PA      | $622292.16    | 0.06%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.55% 10/15/2028                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    36740000 | PA      | $5307064.11   | 0.55%             | 2028-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                                                                 | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |     1016000 | PA      | $817431.32    | 0.08%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.875%/VAR 11/14/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243237.25    | 0.03%             | 2027-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA                            | HONG KONG GOV SAR 1.59% 03/04/2036                                                                      | CUSIP: N/A<br>LEI: 549300LPING1L7J52T50       | Long             | DBT              | NUSS              | HK        |     1050000 | PA      | $116609.19    | 0.01%             | 2036-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                     | COCA COLA CO 0.375% 03/15/2033                                                                          | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      906000 | PA      | $864439.71    | 0.09%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL REPUBLIC OF                                                             | PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS                                                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       70000 | PA      | $82671.71     | 0.01%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                     | FEDERATION DES CAISE DESJARDIN 5.467% 11/17/2028                                                        | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $62417.33     | 0.01%             | 2028-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/MXN settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31014.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.05% 10/13/2034 REGS                                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     1677000 | PA      | $1529162.43   | 0.16%             | 2034-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 5.01%/VAR 02/01/2033                                                               | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $190027.54    | 0.02%             | 2033-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   107500000 | PA      | $751361.58    | 0.08%             | 2045-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                                                | NORDEA HYPOTEK AB 1% 09/17/2025 REGS                                                                    | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     1700000 | PA      | $179278.55    | 0.02%             | 2025-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                               | DIAGEO FINANCE PLC 3.125% 02/28/2031 REGS                                                               | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      270000 | PA      | $320420.08    | 0.03%             | 2031-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 0.375% 04/08/2027 REGS                                                             | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      283000 | PA      | $323226.38    | 0.03%             | 2027-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 4% 10/03/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      250000 | PA      | $304912.87    | 0.03%             | 2028-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                       | ANHEUSER BUSCH INBEV SA NV 1.5% 04/18/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       49000 | PA      | $54985.98     | 0.01%             | 2030-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 4.25% 05/19/2033 REGS                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      120000 | PA      | $147773.17    | 0.02%             | 2033-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS DESARR FIX RT                                                      | MEXICAN BONOS DESARR FIX RT 8% 11/07/2047                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    13363000 | PA      | $592867.62    | 0.06%             | 2047-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7% 02/15/2033                                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24508000000 | PA      | $1544880.91   | 0.16%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.5%/VAR 01/09/2030 REGS                                                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $361265.48    | 0.04%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 1.5% 02/20/2047 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      293000 | PA      | $241822.26    | 0.02%             | 2047-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      734000 | PA      | $702278.59    | 0.07%             | 2035-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 1.25% 09/17/2025 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $42206.56     | 0.00%             | 2025-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: PLN/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $24150.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 01/18/2052 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      225000 | PA      | $106517.29    | 0.01%             | 2052-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/CLP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4880.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.25% 10/26/2050                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2453700000 | PA      | $362488.72    | 0.04%             | 2050-10-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 12/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    46550000 | PA      | $316154.04    | 0.03%             | 2028-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 09/20/2052                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    52050000 | PA      | $268272.29    | 0.03%             | 2052-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 06/30/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1200973.41   | 0.12%             | 2031-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      980000 | PA      | $669767.40    | 0.07%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.15% 08/25/2040                                                                        | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $38437.67     | 0.00%             | 2040-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT LA DETTE SOCIAL                                                   | CAISSE D'AMORT LA DETTE SOCIAL 0% 05/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $301295.73    | 0.03%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 2.125% 03/07/2028 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      470000 | PA      | $533705.58    | 0.06%             | 2028-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS 0.875% 12/02/2026 REGS                                                                           | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |      210000 | PA      | $241707.21    | 0.02%             | 2026-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                                               | TORONTO HYDRO CORP 2.43% 12/11/2029                                                                     | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $56739.93     | 0.01%             | 2029-12-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 3.65% 06/20/2031                                                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     6884000 | PA      | $237981.08    | 0.02%             | 2031-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.5% 04/30/2027 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      157000 | PA      | $183549.63    | 0.02%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.95% 07/30/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       26000 | PA      | $29835.46     | 0.00%             | 2030-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       40000 | PA      | $52948.24     | 0.01%             | 2037-01-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0.875% 07/04/2039 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      110000 | PA      | $96835.83     | 0.01%             | 2039-07-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 3.4% 06/17/2036                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3260000 | PA      | $118336.34    | 0.01%             | 2036-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                            | MANITOBA PROVINCE CDA 3.4% 09/05/2048                                                                   | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      470000 | PA      | $287953.74    | 0.03%             | 2048-09-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 09/01/2038 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      433000 | PA      | $471779.60    | 0.05%             | 2038-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 12/01/2064                                                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $815654.75    | 0.08%             | 2064-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 3.15% 06/26/2029 REGS                                                                     | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |       90000 | PA      | $57872.91     | 0.01%             | 2029-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 0.01% 03/11/2030                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      183000 | PA      | $191576.97    | 0.02%             | 2030-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE CDA                                                         | NOVA SCOTIA PROVINCE CDA 3.15% 12/01/2051                                                               | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      160000 | PA      | $92505.67     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3% 08/01/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1708000 | PA      | $2059621.54   | 0.21%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE LTD                                                                  | ESB FINANCE LTD 1.125% 06/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      135000 | PA      | $145375.37    | 0.02%             | 2030-06-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.5% 09/20/2036                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    93750000 | PA      | $577323.70    | 0.06%             | 2036-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.5% 02/15/2031 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      330000 | PA      | $402814.73    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1% 07/30/2042 144A REGS                                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      171000 | PA      | $133299.17    | 0.01%             | 2042-07-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2% 03/10/2049                                                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   381850000 | PA      | $244033.33    | 0.03%             | 2049-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.625%/VAR 08/18/2031 REGS                                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      220000 | PA      | $253768.89    | 0.03%             | 2031-08-18      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                           | NYKREDIT REALKREDIT AS 0.75% 01/20/2027                                                                 | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      550000 | PA      | $631536.11    | 0.07%             | 2027-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    15400000 | PA      | $102617.12    | 0.01%             | 2030-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      760000 | PA      | $90550.29     | 0.01%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.5%/VAR 11/09/2028 REGS                                                         | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      110000 | PA      | $135205.68    | 0.01%             | 2028-11-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 1.25% 02/07/2029 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       50000 | PA      | $55825.21     | 0.01%             | 2029-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.5% 01/31/2042                                                                         | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      400000 | PA      | $134613.50    | 0.01%             | 2042-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 0.01% 10/16/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544832.61    | 0.06%             | 2028-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.375% 04/15/2042                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   900000000 | PA      | $51544.75     | 0.01%             | 2042-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 2.25%/VAR 03/02/2032 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116117.46    | 0.01%             | 2032-03-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3840000 | PA      | $2459994.11   | 0.25%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 4.642% 11/07/2033                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $557636.42    | 0.06%             | 2033-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 3.27% 11/19/2030                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |       40000 | PA      | $6109.15      | 0.00%             | 2030-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA FRANCE                                                   | AUTOROUTES DU SUD DE LA FRANCE 2.75% 09/02/2032 REGS                                                    | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342112.02    | 0.04%             | 2032-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                               | BELFIUS BANK SA/NV 0% 08/28/2026 REGS                                                                   | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $114750.23    | 0.01%             | 2026-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/CAD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-603386.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/THB settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18798.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL QUE                                                                     | MONTREAL QUE 4.4% 12/01/2043                                                                            | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $35669.37     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 1.5% 04/24/2040                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    15490000 | PA      | $495479.20    | 0.05%             | 2040-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.25% 05/14/2035 REGS                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $94962.44     | 0.01%             | 2035-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      845000 | PA      | $426193.66    | 0.04%             | 2050-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 0.25% 01/14/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202898.20    | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                            | CPI PROPERTY GROUP SA 2.75% 05/12/2026 REGS                                                             | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      153000 | PA      | $179907.35    | 0.02%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.3% 12/20/2039                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |      900000 | PA      | $4941.33      | 0.00%             | 2039-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP 1% 01/15/2032                                                                       | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      140000 | PA      | $141306.63    | 0.01%             | 2032-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.875%/VAR 04/02/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      270000 | PA      | $311203.41    | 0.03%             | 2032-04-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 0.5% 02/11/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106058.99    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.2% 06/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    19550000 | PA      | $119339.10    | 0.01%             | 2054-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE 4.25% 03/08/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $249976.07    | 0.03%             | 2032-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN AUSTRALIA TREAS CORP                                                     | WESTERN AUSTRALIA TREAS CORP 4.25% 07/20/2033                                                           | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      150000 | PA      | $97645.44     | 0.01%             | 2033-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CZK settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7465.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 1.6% 06/22/2047 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       38000 | PA      | $30224.27     | 0.00%             | 2047-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 1.375%/VAR 09/03/2026 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235121.65    | 0.02%             | 2026-09-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANCE TRUST                                                  | ONTARIO TEACHERS' FINANCE TRUST 0.95% 11/24/2051 REGS                                                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |      110000 | PA      | $67512.20     | 0.01%             | 2051-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONG KONG AND SHANGHAI BANKING CORPORATION LTD SYDNEY BRANCH                     | HONG KONG and SHNG BKG CORP SYDNEY BRH 5.1% 03/03/2028 REGS                                             | CUSIP: N/A<br>LEI: 2HI3YI5320L3RW6NJ957       | Long             | DBT              | CORP              | AU        |      250000 | PA      | $169156.07    | 0.02%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO 1                                                        | CANADA HOUSING TRUST NO 1 4.25% 03/15/2034 144A                                                         | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      780000 | PA      | $605263.96    | 0.06%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT OF                                                                 | MALAYSIA GOVT OF 3.906% 07/15/2026                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      171000 | PA      | $40965.10     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2026 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       33000 | PA      | $38390.10     | 0.00%             | 2026-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                  | UNIBAIL-RODAMCO 3.5% 09/11/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239634.08    | 0.02%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4%/VAR 01/12/2027 REGS                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      210000 | PA      | $249491.36    | 0.03%             | 2027-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                     | KLEPIERRE SA 0.875% 02/17/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103892.95    | 0.01%             | 2031-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.125% 10/25/2051                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $62372.45     | 0.01%             | 2051-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.05% 06/02/2030                                                                   | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       59000 | PA      | $41323.18     | 0.00%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      140000 | PA      | $166506.88    | 0.02%             | 2033-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG  | BAWAG PSK BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AG 0.1% 05/12/2031 REGS    | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $301996.67    | 0.03%             | 2031-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.5% 03/05/2029 REGS                                                       | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     2229000 | PA      | $2463910.47   | 0.25%             | 2029-03-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT 0.9% 09/20/2048                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   249150000 | PA      | $1239478.21   | 0.13%             | 2048-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELIA CO AB                                                                      | TELIA CO AB 0.125% 11/27/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      310000 | PA      | $313491.05    | 0.03%             | 2030-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 11/22/2028 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $599838.70    | 0.06%             | 2028-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 4.625% 11/03/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124024.12    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    17320000 | PA      | $842901.44    | 0.09%             | 2034-11-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 0.05% 10/17/2029 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       23000 | PA      | $24550.37     | 0.00%             | 2029-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 1.625% 07/15/2027 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      290000 | PA      | $333213.16    | 0.03%             | 2027-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.125% 06/15/2042                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2600000000 | PA      | $161790.26    | 0.02%             | 2042-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 3.125% 06/22/2034 REGS                                                                | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $351475.84    | 0.04%             | 2034-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    35400000 | PA      | $147521.92    | 0.02%             | 2050-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                         | GENERALI 2.124% 10/01/2030 REGS                                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      130000 | PA      | $145753.15    | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/EUR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15245640.13 | -1.57%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY VANCOUVER ISLAND INC                                             | FORTISBC ENERGY VANCOUVER ISL 2.82% 08/09/2049                                                          | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $37479.49     | 0.00%             | 2049-08-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22071.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 2.25% 04/18/2034 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |      260000 | PA      | $291176.15    | 0.03%             | 2034-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/AUD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1644.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 2.125% 02/08/2028 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $116334.93    | 0.01%             | 2028-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                     | BANQUE FED CRED MUTUEL PARIS 1.25% 05/26/2027 REGS                                                      | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115505.06    | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.8% 03/24/2029                                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7560000 | PA      | $1105029.42   | 0.11%             | 2029-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION NATIONALE INTERPROFES POUR EMPLOI DANS COMMERCE INDUSTRIE SA UNEDIC        | UNION NIPE DCI SA UNEDIC 0.875% 05/25/2028 REGS                                                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $453048.52    | 0.05%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                       | NBN CO LTD 4.125% 03/15/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $123118.01    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.95% 02/20/2035 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      440000 | PA      | $517184.69    | 0.05%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 09/24/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3440000 | PA      | $4091575.39   | 0.42%             | 2027-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.3% 12/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   398750000 | PA      | $2360296.52   | 0.24%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0% 01/31/2028                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1320000 | PA      | $1474827.84   | 0.15%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 10/13/2051 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      160000 | PA      | $95779.11     | 0.01%             | 2051-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 6.15% 08/12/2032                                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2364000 | PA      | $688911.64    | 0.07%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | SANTANDER UK PLC 0.05% 01/12/2027 REGS                                                                  | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228110.68    | 0.02%             | 2027-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVT # 120 1.6% 6/20/30                                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     4600000 | PA      | $32881.51     | 0.00%             | 2030-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.65% 12/02/2050                                                                   | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       49000 | PA      | $26255.08     | 0.00%             | 2050-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | INTL FIN CORP 4.5% 10/02/2028                                                                           | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | US        |      370000 | PA      | $515887.74    | 0.05%             | 2028-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.5% 08/24/2025 REGS                                                                             | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      430000 | PA      | $506622.84    | 0.05%             | 2025-08-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 06/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    54650000 | PA      | $372946.73    | 0.04%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 1.2% 03/13/2031                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5250000 | PA      | $216399.96    | 0.02%             | 2031-03-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 6.163%/VAR 03/09/2033 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      320000 | PA      | $218446.83    | 0.02%             | 2033-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      473000 | PA      | $301583.71    | 0.03%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 8% 04/29/2030                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      830000 | PA      | $196770.26    | 0.02%             | 2030-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 01/17/2029 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109002.78    | 0.01%             | 2029-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/EUR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-29853.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      400000 | PA      | $433632.84    | 0.04%             | 2030-04-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5% 10/25/2034                                                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      470000 | PA      | $126174.40    | 0.01%             | 2034-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                        | PROLOGIS EURO FINL LLC 1.875% 01/05/2029                                                                | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      440000 | PA      | $501931.18    | 0.05%             | 2029-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE PLC 1.75% 10/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106032.63    | 0.01%             | 2032-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2085014.61   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                               | RUSSIAN FEDERATION 7.6% 12/31/2049                                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     4237000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 3.25% 06/10/2033                                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   800600000 | PA      | $609946.02    | 0.06%             | 2033-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXIA CR LOC SOCIETE ANONYME                                                     | DEXIA CR LOC SOCIETE ANONYME 1.25% 07/21/2025 REGS                                                      | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $274059.18    | 0.03%             | 2025-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                                                               | NATURGY FINANCE BV 1.25% 01/15/2026 REGS                                                                | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $234335.26    | 0.02%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: NZD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $24687.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2400000 | PA      | $2866990.39   | 0.30%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA 0.25% 07/02/2025                                                          | CUSIP: 58507LAM1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117795.00    | 0.01%             | 2025-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 03/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    68000000 | PA      | $444515.68    | 0.05%             | 2032-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL BV                                                       | MSD NETHERLANDS CAPITAL BV 3.7% 05/30/2044                                                              | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112724.16    | 0.01%             | 2044-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 05/29/2030                                                                     | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $166804.55    | 0.02%             | 2030-05-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.4% 06/22/2040 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1212000 | PA      | $909122.75    | 0.09%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II BV                                                            | ALLIANZ FINANCE II BV 1.5% 01/15/2030 REGS                                                              | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223663.08    | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.625% 12/03/2032 REGS                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $96444.34     | 0.01%             | 2032-12-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 3.2% 09/11/2026                                                          | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      118000 | PA      | $77428.71     | 0.01%             | 2026-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                                                      | LAND BERLIN 0.125% 11/24/2045 REGS                                                                      | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      270000 | PA      | $160493.48    | 0.02%             | 2045-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.9% 06/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    66600000 | PA      | $433153.21    | 0.04%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REAL ESTATE INVESTMENT TRUST                                        | SMARTCENTRES REIT 2.307% 12/18/2028                                                                     | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69835.14     | 0.01%             | 2028-12-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EUROPEAN STABILITY MECHANISM 0.75% 03/15/2027 REGS                                                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |      184000 | PA      | $212288.73    | 0.02%             | 2027-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129053.00    | 0.01%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                              | JOHNSON and JOHNSON 3.2% 06/01/2032                                                                     | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      260000 | PA      | $311850.25    | 0.03%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL | MUTUELLE ASSURANCE DES COMMERCANTS ET INDUSTRIELS DE FRANCE ET DES CADRES ET SAL 0.625% 06/21/2027 REGS | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225726.47    | 0.02%             | 2027-06-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS                                                              | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      230000 | PA      | $196932.51    | 0.02%             | 2047-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 08/26/2049 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      520000 | PA      | $490252.91    | 0.05%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      625000 | PA      | $981504.82    | 0.10%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 6% 01/01/2043                                                                         | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   200000000 | PA      | $222385.08    | 0.02%             | 2043-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC 5.75% 03/29/2029                                                                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    20610000 | PA      | $1052629.17   | 0.11%             | 2029-03-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 4.75% 06/01/2040                                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      120000 | PA      | $92750.95     | 0.01%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE EUSA5+NA PERP REGS                                                                     | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |      160000 | PA      | $162570.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 5.33%/VAR 01/20/2033                                                       | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $114603.64    | 0.01%             | 2033-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                            | EUROPEAN FINANCIAL STBLTY FCTY 1.25% 05/24/2033 REGS                                                    | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     1849000 | PA      | $1945786.25   | 0.20%             | 2033-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW BRUNSWICK PROVINCE CANADA                                                    | NEW BRUNSWICK PROVINCE CANADA 4.8% 09/26/2039                                                           | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       90000 | PA      | $69680.85     | 0.01%             | 2039-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 0.5% 12/04/2026 REGS                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       58000 | PA      | $66662.61     | 0.01%             | 2026-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.5% 05/31/2029                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2220000 | PA      | $2727456.87   | 0.28%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                             | FASTIGHETS AB BALDER 1.25% 01/28/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      108000 | PA      | $121638.29    | 0.01%             | 2028-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1015000 | PA      | $1065165.23   | 0.11%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                                   | CNP ASSURANCES 2.5%/VAR 06/30/2051 REGS                                                                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110391.82    | 0.01%             | 2051-06-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                    | NEW SOUTH WALES TREASURY CORP 2% 03/20/2031                                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     1106000 | PA      | $652502.02    | 0.07%             | 2031-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 5.5% 03/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       40000 | PA      | $51347.78     | 0.01%             | 2028-03-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 8.375% 04/15/2039                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1794000000 | PA      | $124426.30    | 0.01%             | 2039-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 1.5% 02/19/2026 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |       10000 | PA      | $977.58       | 0.00%             | 2026-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 3.6% 09/01/2033                                                                     | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220210.02    | 0.02%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                                              | GATWICK FUNDING LTD 2.5% 04/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      220000 | PA      | $272305.28    | 0.03%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      545000 | PA      | $693248.29    | 0.07%             | 2041-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.3% 09/01/2029                                                                     | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1179000 | PA      | $843893.01    | 0.09%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TORONTO ONT CDA                                                                  | TORONTO ONT CDA 2.8% 11/22/2049                                                                         | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      180000 | PA      | $95815.38     | 0.01%             | 2049-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 0.375% 01/14/2035 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $183128.82    | 0.02%             | 2035-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      130000 | PA      | $164717.12    | 0.02%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 3.3% 10/17/2046                                                               | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $29934.64     | 0.00%             | 2046-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      210000 | PA      | $203360.05    | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3% 11/25/2034 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3680000 | PA      | $4262881.73   | 0.44%             | 2034-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 06/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   227950000 | PA      | $1484282.88   | 0.15%             | 2032-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA MORTGAGE BANK PLC                                                         | NORDEA MORTGAGE BANK PLC 2.5% 09/14/2032 REGS                                                           | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      110000 | PA      | $126893.43    | 0.01%             | 2032-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.375% 05/15/2048                                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  8728000000 | PA      | $554414.82    | 0.06%             | 2048-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OTTAWA ONT                                                                       | OTTAWA ONT 4.6% 07/14/2042                                                                              | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $51512.39     | 0.01%             | 2042-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                                            | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5.98% 02/14/2033                                                  | CUSIP: 11291ZAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       90000 | PA      | $72660.91     | 0.01%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.5% 07/25/2027                                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    21290000 | PA      | $3036318.02   | 0.31%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                                                                  | CUSIP: N/A<br>LEI: 54930035WQZLGC45RZ35       | Long             | DBT              | NUSS              | SG        |      260000 | PA      | $216121.93    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.34% 07/14/2025                                                                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    19020000 | PA      | $2655509.11   | 0.27%             | 2025-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 4.75% 10/11/2034                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1110000 | PA      | $212285.89    | 0.02%             | 2034-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 5.679%/VAR 08/02/2033                                                               | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $124173.16    | 0.01%             | 2033-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | KONINKLIJKE PHILIPS NV 2.125% 11/05/2029 REGS                                                           | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $125665.24    | 0.01%             | 2029-11-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 4% 03/28/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       30000 | PA      | $38095.89     | 0.00%             | 2032-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1.25% 06/12/2030 REGS                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $215028.35    | 0.02%             | 2030-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.625% 03/10/2055                                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   400000000 | PA      | $289312.23    | 0.03%             | 2055-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 0.625% 09/10/2025 REGS                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      756000 | PA      | $888106.18    | 0.09%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 3.125%/VAR 09/21/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      170000 | PA      | $202003.70    | 0.02%             | 2027-09-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 2.6% 03/23/2027 REGS                                                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       60000 | PA      | $38906.54     | 0.00%             | 2027-03-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.375% 01/17/2026 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116469.45    | 0.01%             | 2026-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.2%/VAR 07/22/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      490000 | PA      | $576005.95    | 0.06%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: SGD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $17553.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 2.33% 11/25/2025                                                               | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117657.18    | 0.01%             | 2025-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.75% 07/15/2035                                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5041000000 | PA      | $313029.55    | 0.03%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2090000 | PA      | $2683107.06   | 0.28%             | 2033-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 2.625% 02/22/2033 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114475.55    | 0.01%             | 2033-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE                                                             | COMMUNAUTE FRANCAISE 1.625% 05/03/2032 REGS                                                             | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $107402.18    | 0.01%             | 2032-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.75% 12/02/2053                                                                   | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $137522.82    | 0.01%             | 2053-12-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7% 03/26/2031                                                                      | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3780000000 | PA      | $744480.26    | 0.08%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 0.01% 10/08/2029 REGS                                                           | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $634643.77    | 0.07%             | 2029-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1% 03/20/2052                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   170000000 | PA      | $794084.93    | 0.08%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1.5% 12/10/2026                                                                       | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    32000000 | PA      | $23351.67     | 0.00%             | 2026-12-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 0.5% 03/19/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      120000 | PA      | $123382.18    | 0.01%             | 2031-03-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $6140.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BREMEN, FREIE HANSESTADT                                                         | BREMEN FREIE HANSESTADT 0.4% 08/20/2049 REGS                                                            | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       29000 | PA      | $16294.05     | 0.00%             | 2049-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 1.5%/VAR 12/03/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $270701.68    | 0.03%             | 2026-12-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 5.5% 12/29/2025                                                                     | CUSIP: 064164JA5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      840000 | PA      | $624705.86    | 0.06%             | 2025-12-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 5% 12/01/2041                                                                       | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      420000 | PA      | $331715.95    | 0.03%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 2.65% 10/17/2050                                                              | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      217000 | PA      | $111531.71    | 0.01%             | 2050-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 06/20/2040                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    10450000 | PA      | $57467.20     | 0.01%             | 2040-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 0.2% 03/31/2027 REGS                                                           | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     1513000 | PA      | $1726186.95   | 0.18%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2027                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     4100000 | PA      | $28187.94     | 0.00%             | 2027-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   393950000 | PA      | $2618199.28   | 0.27%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 3.65% 06/02/2033                                                                   | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1107835.51   | 0.11%             | 2033-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 3.9% 01/12/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120972.20    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 2.179% 06/30/2026 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      430000 | PA      | $505820.52    | 0.05%             | 2026-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICE AG                                                  | VOLKSWAGEN FINANCIAL SERVICE AG 0.375% 02/12/2030 REGS                                                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       70000 | PA      | $72556.73     | 0.01%             | 2030-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1% 10/31/2050 144A REGS                                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1856000 | PA      | $1186850.09   | 0.12%             | 2050-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 3.5%/VAR 11/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $252159.41    | 0.03%             | 2030-11-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      260000 | PA      | $269830.41    | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 0.5%/VAR 09/21/2029 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109555.27    | 0.01%             | 2029-09-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.875% 12/28/2029 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      740000 | PA      | $890493.92    | 0.09%             | 2029-12-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/IDR settle 2025-08-05                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12810.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                               | DEUTSCHE BOERSE AG 0.125% 02/22/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $101336.21    | 0.01%             | 2031-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.625% 11/22/2026 REGS                                                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      260000 | PA      | $311569.09    | 0.03%             | 2026-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.4% 05/23/2034 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       40000 | PA      | $45343.48     | 0.00%             | 2034-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 1%/VAR 06/24/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      150000 | PA      | $174190.89    | 0.02%             | 2027-06-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 0.01% 01/27/2031 REGS                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      120000 | PA      | $121425.29    | 0.01%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 2.15% 06/02/2031                                                                   | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $117618.65    | 0.01%             | 2031-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINL INC                                                                | SUN LIFE FINL INC 2.8%/VAR 11/21/2033                                                                   | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36098.40     | 0.00%             | 2033-11-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS EPIC                                                      | SOCIETE DU GRAND PARIS EPIC 0% 11/25/2030 REGS                                                          | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1018137.52   | 0.11%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2300000 | PA      | $2794390.35   | 0.29%             | 2033-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                   | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110050.77    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                                                 | LAND BRANDENBURG 0.05% 07/01/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      110000 | PA      | $111317.24    | 0.01%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      574000 | PA      | $626756.44    | 0.06%             | 2029-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                                         | BANCO SANTANDER TOTTA SA 3.25% 02/15/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      100000 | PA      | $120900.83    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.2% 03/01/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      590000 | PA      | $745196.61    | 0.08%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: GBP/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $332.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1.3% 04/30/2032                                                                         | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      840000 | PA      | $209181.22    | 0.02%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 2.5% 03/10/2052                                                                       | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1402900000 | PA      | $984719.44    | 0.10%             | 2052-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 4.178% 03/08/2028                                        | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      128000 | PA      | $95823.99     | 0.01%             | 2028-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FINANCE GMBH                                                       | DEUTSCHE BAHN FINANCE GMBH 1.875% 02/13/2026 REGS                                                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      171000 | PA      | $231453.69    | 0.02%             | 2026-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILS INC                                                                  | EPCOR UTILS INC 3.554% 11/27/2047                                                                       | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      571000 | PA      | $353531.50    | 0.04%             | 2047-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 5% 02/15/2050                                                                              | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $292225.96    | 0.03%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0.125% 09/26/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $73183.24     | 0.01%             | 2040-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 0.5% 02/18/2030 REGS                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $211683.57    | 0.02%             | 2030-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.1% 09/20/2054                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   106900000 | PA      | $636953.41    | 0.07%             | 2054-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 0.75% 03/10/2032                                                                     | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151178.10    | 0.02%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.8%/VAR 11/17/2029 REGS                                                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $120612.67    | 0.01%             | 2029-11-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      655000 | PA      | $619847.62    | 0.06%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/JPY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1247.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      120000 | PA      | $102285.17    | 0.01%             | 2067-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 0.85%/VAR 01/27/2028 REGS                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      107000 | PA      | $123004.42    | 0.01%             | 2028-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 06/01/2026                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   252350000 | PA      | $1749986.49   | 0.18%             | 2026-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/GBP settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16194.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 06/20/2048                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    13100000 | PA      | $62372.03     | 0.01%             | 2048-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.85% 12/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1770000 | PA      | $2201125.26   | 0.23%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 5% 05/15/2054                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      170000 | PA      | $100198.89    | 0.01%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS                                                            | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      210000 | PA      | $75195.38     | 0.01%             | 2081-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD 3% 09/18/2029 REGS                                                            | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $21590.09     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                            | PEMBINA PIPELINE CORP 4.74% 01/21/2047                                                                  | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      402000 | PA      | $273853.00    | 0.03%             | 2047-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/JPY settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4649.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.163% 01/20/2028 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      220000 | PA      | $243620.08    | 0.03%             | 2028-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/30/2026 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      273000 | PA      | $314014.85    | 0.03%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6547.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $510.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BELGIUM SA                                                     | ELIA TRANSMISSION BELGIUM SA 0.875% 04/28/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $107173.40    | 0.01%             | 2030-04-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 3.125% 01/19/2027 REGS                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118866.93    | 0.01%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNDESLAENDER BUNDESREPUBLIK DEUTSCHLAND                                         | BUNDESLAENDER BUNDESREPUBLIK 0.01% 02/04/2031 REGS                                                      | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $50954.67     | 0.01%             | 2031-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                                          | CAISSE FRANCAISE DE FIN 0.125% 02/15/2036 REGS                                                          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $758866.37    | 0.08%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 2.5% 05/23/2029 REGS                                                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      244000 | PA      | $284564.86    | 0.03%             | 2029-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.5% 03/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    20850000 | PA      | $137334.47    | 0.01%             | 2033-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND PROVINCE CDA                                                        | NEWFOUNDLAND PROVINCE CDA 1.75% 06/02/2030                                                              | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $199568.13    | 0.02%             | 2030-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THAILAND KINGDOM OF                                                              | THAILAND KINGDOM OF 1.6% 12/17/2029                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    12408000 | PA      | $384493.16    | 0.04%             | 2029-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK 4.65% 02/16/2027                                                                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      700000 | PA      | $529990.09    | 0.05%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   138300000 | PA      | $957482.96    | 0.10%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH                                                    | CREDIT AGRICOLE HOME LOAN SFH 1.5% 09/28/2038 REGS                                                      | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $279900.36    | 0.03%             | 2038-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      394000 | PA      | $415330.39    | 0.04%             | 2032-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.15% 10/01/2039 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       50000 | PA      | $61179.29     | 0.01%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD DE MADRID                                                              | COMUNIDAD DE MADRID 1.571% 04/30/2029 REGS                                                              | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      606000 | PA      | $691288.99    | 0.07%             | 2029-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: KRW/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $104126.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1420000 | PA      | $851979.15    | 0.09%             | 2051-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                                    | HYDRO ONE INC 4.46% 01/27/2053                                                                          | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      230000 | PA      | $163318.16    | 0.02%             | 2053-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2031 REGS                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      630000 | PA      | $859562.41    | 0.09%             | 2031-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1% 03/31/2030                                                                           | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1812000 | PA      | $470055.60    | 0.05%             | 2030-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                                                | FLEMISH COMMUNITY 1.875% 06/02/2042                                                                     | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $361587.77    | 0.04%             | 2042-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     1352000 | PA      | $1430526.81   | 0.15%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       54000 | PA      | $38356.41     | 0.00%             | 2050-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     1257000 | PA      | $1392924.49   | 0.14%             | 2029-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | AFRICAN DEVELOPMENT BANK 1.1% 12/16/2026                                                                | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | CI        |      260000 | PA      | $165162.35    | 0.02%             | 2026-12-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 06/20/2050                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    27350000 | PA      | $119758.45    | 0.01%             | 2050-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS                                            | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |        3000 | PA      | $3305.92      | 0.00%             | 2032-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DSV PANALPINA FINANCE BV                                                         | DSV PANALPINA FINANCE BV 3.375% 11/06/2032 REGS                                                         | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235868.47    | 0.02%             | 2032-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA 3.625% 05/07/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117579.21    | 0.01%             | 2034-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 3% 11/06/2028 REGS                                                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $432497.58    | 0.04%             | 2028-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 1.75% 02/17/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300O6E2WAK3IAXE34       | Long             | DBT              | NUSS              | NO        |    16010000 | PA      | $1544310.43   | 0.16%             | 2027-02-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/01/2026                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   400000000 | PA      | $2775653.62   | 0.29%             | 2026-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.6% 03/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   163650000 | PA      | $1015708.46   | 0.10%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                            | PROCTER and GAMBLE CO 1.8% 05/03/2029                                                                   | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      381000 | PA      | $484775.47    | 0.05%             | 2029-05-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC TECHNOLOGY CO 1.75% 01/15/2026                                                                      | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |      914000 | PA      | $1073121.38   | 0.11%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF                                                        | CHINA PEOPLES REPUBLIC OF 2.11% 08/25/2034                                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    85060000 | PA      | $12274976.62  | 1.27%             | 2034-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: AUD/USD settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |           1 | NC      | $550.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA INFRASTRUCTURE LTD 2% 07/15/2030 REGS                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      110000 | PA      | $122278.41    | 0.01%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 4.5% 11/15/2039                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     3960000 | PA      | $753101.42    | 0.08%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 1.5% 05/31/2037                                                                         | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      738000 | PA      | $163608.88    | 0.02%             | 2037-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      410000 | PA      | $205585.49    | 0.02%             | 2037-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE BV                                                       | BAT NETHERLANDS FINANCE BV 5.375% 02/16/2031 REGS                                                       | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $142042.61    | 0.01%             | 2031-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                     | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                       | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      130000 | PA      | $140728.77    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP INC                                                                    | CPPIB CAP INC 0.25% 04/06/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |      300000 | PA      | $342284.12    | 0.04%             | 2027-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7% 09/15/2030                                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15924000000 | PA      | $1006103.04   | 0.10%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.875% 10/25/2031 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $101441.56    | 0.01%             | 2031-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105443.49    | 0.01%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 0.25%/VAR 02/17/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $113772.01    | 0.01%             | 2028-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/PLN settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-187383.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA  PLC                                                                       | AVIVA PLC 6.875%/VAR 11/27/2053 REGS                                                                    | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $145058.63    | 0.01%             | 2053-11-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK 3.02% 03/06/2033                                                                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |    16400000 | PA      | $2491754.95   | 0.26%             | 2033-03-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                     | ONTARIO POWER GENERATION INC 4.248% 01/18/2049                                                          | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $33735.27     | 0.00%             | 2049-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      104000 | PA      | $137327.37    | 0.01%             | 2031-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 1.93% 10/17/2031 REGS                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $327637.34    | 0.03%             | 2031-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                             | AMCOR UK FINANCE PLC 1.125% 06/23/2027                                                                  | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     1384000 | PA      | $1585335.90   | 0.16%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     3850000 | PA      | $2138961.23   | 0.22%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 3.75% 05/25/2027                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5400000 | PA      | $1477694.45   | 0.15%             | 2027-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                           | MERCEDES-BENZ GROUP AG 1.5% 07/03/2029 REGS                                                             | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       44000 | PA      | $49580.83     | 0.01%             | 2029-07-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2047 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      195000 | PA      | $138892.28    | 0.01%             | 2047-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND PFALZ                                                             | LAND RHEINLAND PFALZ 0.01% 01/21/2031 REGS                                                              | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      340000 | PA      | $347720.50    | 0.04%             | 2031-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC 2.1% 02/15/2060                                                                            | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $30373.34     | 0.00%             | 2060-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $479171.40    | 0.05%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/MYR settle 2025-07-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35887.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 1.875% 05/24/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116213.05    | 0.01%             | 2027-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 0.5% 11/15/2027                                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     3050000 | PA      | $468092.31    | 0.05%             | 2027-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      190000 | PA      | $194679.32    | 0.02%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 1%/VAR 11/24/2030                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233704.78    | 0.02%             | 2030-11-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                                                      | ERSTE GROUP BANK AG (UNGTD) 0.25% 09/14/2029 REGS                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $106013.14    | 0.01%             | 2029-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119384.76    | 0.01%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 4.625%/VAR 04/13/2027 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $137296.17    | 0.01%             | 2027-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2179000 | PA      | $1840048.79   | 0.19%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT 2016 LTD                                          | STATE GRID OVERSEAS INVESTMENT 2016 LTD 0.797% 08/05/2026 REGS                                          | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |      160000 | PA      | $184755.33    | 0.02%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 03/20/2031                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   407600000 | PA      | $2684179.24   | 0.28%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.375% 07/03/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120649.17    | 0.01%             | 2033-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                              | QUEBEC PROVINCE CDA 2.85% 12/01/2053                                                                    | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $60004.69     | 0.01%             | 2053-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 1.125% 07/05/2026 REGS                                                           | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $132513.04    | 0.01%             | 2026-07-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2% 07/15/2026 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      470000 | PA      | $554358.57    | 0.06%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer